Newsletters


04/07/2021
 
Posted By: Chiara Sarata

APRIL 2021
NEWSLETTER

MARCH 2021 HIGHLIGHTS

  • Market Share .62%
  • 55% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 37% of ADV Executed at the Midpoint
  • Conditional Executions made-up 5.04% of Total ADV
  • LeveL ATS saw an average 8.36 Million shares executed Conditionally
  • Average Conditional Order Size: 8,132 shares
  • Average Conditional Order Execution Size: 578 shares
  • Median Conditional Response time: 1.759 milliseconds

Regards,
Steve
MARCH TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 165 Million
LeveL Market Share .62%
Average Trade Size (shares) 166
Average Resting Order share size 851
Average IOC Order share Size 418
Executions at Midpoint (shares) 37%
Average Number of Symbols Matched Daily 6,546


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 19.62%
Health Care 14.54%
Financials 12.63%
Information Technology 11.08%
Consumer Discretionary 10.37%
Communication Services
7.54%
Energy 6.75%
Industrials 6.39%
Materials 4.22%
Consumer Staples 2.58%
Real Estate 2.15%
Utilities 1.68%
Closed End & Trusts .45%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 8%
1,000 - 4,999 Shares 15%
500 - 999 Shares 11%
100 - 499 Shares 66%


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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