Newsletters


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).
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