Newsletters


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).
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