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LeveL ATS Newsletter - August 2021

08/05/2021

Posted By: Chiara Sarata

		August 2021 NEWSLETTER

	JULY 2021 HIGHLIGHTS Market Share .65% 55% of Average Daily Executed Volume was in the Small and Mid-Cap Space 43% of ADV Executed at the Midpoint Conditional Executions made-up 5.97% of Total ADV LeveL ATS saw an average 7.62 million shares executed Conditionally Average Conditional Order Size: 8,144 shares Average Conditional Order Execution Size: 557 shares Regards, Steve

JULY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares)	127 Million
LeveL Market Share	.65%
Average Trade Size (shares)	161
Average Resting Order share size	833
Average IOC Order share Size	370
Executions at Midpoint (shares)	43%
Average Number of Symbols Matched Daily	6,132

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN	19.89%
Information Technology	12.90%
Health Care	12.69%
Consumer Discretionary	11.90%
Financials	10.85%
Industrials	8.13%
Communication Services	6.07%
Energy	6.05%
Materials	4.34%
Real Estate	2.97%
Consumer Staples	2.32%
Utilities	1.42%
Closed End & Trusts	.47%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares	8%
1,000 - 4,999 Shares	15%
500 - 999 Shares	11%
1 - 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).
For Broker Dealer Use Only - Not For Use With the Public - eBX LLC Member FINRA and SIPC

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