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LeveL ATS Newsletter - January 2021

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).
For Broker Dealer Use Only - Not For Use With the Public - eBX LLC Member FINRA and SIPC

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