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LeveL ATS Newsletter - October 2021

10/13/2021

Posted By: Chiara Sarata

		October 2021 NEWSLETTER

	SEPTEMBER 2021 HIGHLIGHTS Market Share .66% 56% of Average Daily Executed Volume was in the Small and Mid-Cap Space 43% of ADV Executed at the Midpoint Conditional Executions made up 6.01% of Total ADV LeveL ATS saw an average 8.29 million shares executed Conditionally Average Conditional Order Size: 8,270 shares Average Conditional Order Execution Size: 503 shares VWAP Average Daily Executed Volume: VWAP Block 927,944 \| VWAP Slice 6,962 Regards, Steve

SEPTEMBER TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares)	138 Million
LeveL Market Share	.66%
Average Trade Size (shares)	167
Average Resting Order share size	843
Average IOC Order share Size	375
Executions at Midpoint (shares)	43%
Average Number of Symbols Matched Daily	6,314

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN	20.90%
Health Care	12.08%
Consumer Discretionary	10.54%
Information Technology	10.49%
Financials	10.39%
Energy	10.14%
Industrials	6.65%
Communication Services	5.69%
Materials	4.84%
Consumer Staples	3.61%
Real Estate	2.77%
Utilities	1.42%
Closed End & Trusts	.48%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares	8%
1,000 - 4,999 Shares	16%
500 - 999 Shares	11%
1 - 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).
For Broker Dealer Use Only - Not For Use With the Public - eBX LLC Member FINRA and SIPC

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