Newsletters


01/07/2021
 
Posted By: Chiara Sarata

JANUARY 2021
NEWSLETTER

DECEMBER 2020 HIGHLIGHTS

  • Market Share .64%
  • 62% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 45% of ADV Executed at the Midpoint
  • LeveL ATS saw an average 7.16 Million shares executed Conditionally
  • Average Conditional Order Size: 8,956 shares
  • Average Conditional Order Execution Size: 592 shares
  • Median Conditional Response time: 1.646 milliseconds

Regards,
Steve
DECEMBER TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 141 Million
LeveL Market Share .64%
Average Trade Size (shares) 199
Average Resting Order share size 1,073
Average IOC Order share Size 436
Executions at Midpoint (shares) 45%
Average Number of Symbols Matched Daily 6,039


EXECUTED VOLUME BY MARKET SECTOR

Health Care 22.89%
ETF & ETN 16.20%
Information Technology 10.28%
Financials 10.21%
Consumer Discretionary 9.78%
Energy
7.18%
Industrials 7.02%
Communication Services 5.37%
Materials 4.20%
Real Estate 2.61%
Consumer Staples 2.51%
Utilities 1.26%
Closed End & Trusts .49%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 12%
1,000 - 4,999 Shares 18%
500 - 999 Shares 12%
100 - 499 Shares 58%


CONDITIONAL EXECUTIONS BY TRADE SIZE





AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP








MATCHED SHARES BY MARKET CAP








*Definition of terms and additional disclosures click here
To view our monthly Aggregate Data Page, which includes additional platform data, click here

* Figures are double-counted to include all volume traded on LeveL ATS (i.e., both sides of the transaction).
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