Newsletters


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).
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