Newsletters


06/04/2021
 
Posted By: Chiara Sarata

June 2021
NEWSLETTER

MAY 2021 HIGHLIGHTS

  • Market Share .60%
  • 53% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 41% of ADV Executed at the Midpoint
  • Conditional Executions made-up 5.64% of Total ADV
  • LeveL ATS saw an average 7.24 Million shares executed Conditionally
  • Average Conditional Order Size: 8,028 shares
  • Average Conditional Order Execution Size: 536 shares
  • Median Conditional Response time: 1.808 milliseconds

Regards,
Steve
MAY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 128 Million
LeveL Market Share .60%
Average Trade Size (shares) 167
Average Resting Order share size 1,055
Average IOC Order share Size 368
Executions at Midpoint (shares) 41%
Average Number of Symbols Matched Daily 6,345


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 21.01%
Health Care 13.92%
Financials 10.79%
Information Technology 10.37%
Consumer Discretionary 10.35%
Energy
7.47%
Communication Services 7.46%
Industrials 6.70%
Materials 5.05%
Consumer Staples 2.55%
Real Estate 2.35%
Utilities 1.43%
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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