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LeveL ATS Newsletter - March 2021

03/02/2021

Posted By: Chiara Sarata

		MARCH 2021 NEWSLETTER

	FEBRUARY 2021 HIGHLIGHTS Market Share .64% 65% of Average Daily Executed Volume was in the Small and Mid-Cap Space 34% of ADV Executed at the Midpoint Conditional Executions made-up 4.44% of Total ADV LeveL ATS saw an average 8.70 Million shares executed Conditionally Average Conditional Order Size: 8,753 shares Average Conditional Order Execution Size: 615 shares Median Conditional Response time: 1.772 milliseconds Regards, Steve

FEBRUARY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares)	195 Million
LeveL Market Share	.64%
Average Trade Size (shares)	187
Average Resting Order share size	1,113
Average IOC Order share Size	458
Executions at Midpoint (shares)	34%
Average Number of Symbols Matched Daily	6,651

EXECUTED VOLUME BY MARKET SECTOR

Health Care	24.09%
ETF & ETN	15.96%
Financials	11.54%
Information Technology	10.21%
Consumer Discretionary	8.11%
Energy	6.88%
Industrials	6.16%
Communication Services	5.64%
Materials	5.06%
Consumer Staples	2.61%
Real Estate	1.81%
Utilities	1.13%
Closed End & Trusts	.80%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares	9%
1,000 - 4,999 Shares	19%
500 - 999 Shares	12%
100 - 499 Shares	60%

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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