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LeveL ATS Newsletter - February 2021

02/04/2021

Posted By: Chiara Sarata

		FEBRUARY 2021 NEWSLETTER

	JANUARY 2021 HIGHLIGHTS Market Share .62% 61% of Average Daily Executed Volume was in the Small and Mid-Cap Space 39% of ADV Executed at the Midpoint Conditional Executions made-up 5.57% of Total ADV LeveL ATS saw an average 10.89 Million shares executed Conditionally Average Conditional Order Size: 8,557 shares Average Conditional Order Execution Size: 652 shares Median Conditional Response time: 1.618 milliseconds Regards, Steve

JANUARY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares)	195 Million
LeveL Market Share	.62%
Average Trade Size (shares)	194
Average Resting Order share size	1,753
Average IOC Order share Size	469
Executions at Midpoint (shares)	39%
Average Number of Symbols Matched Daily	6,398

EXECUTED VOLUME BY MARKET SECTOR

Health Care	18.28%
ETF & ETN	17.32%
Information Technology	11.51%
Consumer Discretionary	10.76%
Financials	10.60%
Industrials	8.03%
Communication Services	6.75%
Energy	6.46%
Materials	4.41%
Consumer Staples	2.43%
Real Estate	1.90%
Utilities	1.14%
Closed End & Trusts	.41%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares	11%
1,000 - 4,999 Shares	19%
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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