Newsletters


07/02/2021
 
Posted By: Chiara Sarata

July 2021
NEWSLETTER

JUNE 2021 HIGHLIGHTS

  • Market Share .60%
  • 56% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 44% of ADV Executed at the Midpoint
  • Conditional Executions made-up 5.85% of Total ADV
  • LeveL ATS saw an average 7.77 million shares executed Conditionally
  • Average Conditional Order Size: 8,431 shares
  • Average Conditional Order Execution Size: 523 shares
  • Median Conditional Response Time: 1.796 milliseconds

Regards,
Steve
JUNE TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 132 Million
LeveL Market Share .60%
Average Trade Size (shares) 162
Average Resting Order share size 900
Average IOC Order share Size 369
Executions at Midpoint (shares) 44%
Average Number of Symbols Matched Daily 6,298


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 17.62%
Health Care 14.58%
Information Technology 12.06%
Financials 11.06%
Consumer Discretionary 10.49%
Energy
8.26%
Communication Services 6.85%
Industrials 6.71%
Materials 4.75%
Real Estate 3.04%
Consumer Staples 2.58%
Utilities 1.39%
Closed End & Trusts .61%

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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