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LeveL ATS Newsletter - May 2021

05/06/2021

Posted By: Chiara Sarata

		May 2021 NEWSLETTER

	APRIL 2021 HIGHLIGHTS Market Share .61% 54% of Average Daily Executed Volume was in the Small and Mid-Cap Space 41% of ADV Executed at the Midpoint Conditional Executions made-up 4.88% of Total ADV LeveL ATS saw an average 5.95 Million shares executed Conditionally Average Conditional Order Size: 7,734 shares Average Conditional Order Execution Size: 556 shares Median Conditional Response time: 1.752 milliseconds Regards, Steve

APRIL TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares)	121 Million
LeveL Market Share	.61%
Average Trade Size (shares)	167
Average Resting Order share size	1,102
Average IOC Order share Size	381
Executions at Midpoint (shares)	41%
Average Number of Symbols Matched Daily	6,357

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN	21.65%
Health Care	13.07%
Financials	12.05%
Information Technology	10.92%
Consumer Discretionary	10.12%
Communication Services	6.21%
Energy	6.65%
Industrials	6.93%
Materials	4.80%
Consumer Staples	2.56%
Real Estate	2.33%
Utilities	2.16%
Closed End & Trusts	.55%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares	8%
1,000 - 4,999 Shares	16%
500 - 999 Shares	11%
100 - 499 Shares	65%

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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