Newsletters


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).
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