Level ATS | Alternative Trading System

Newsletters


02/04/2022
 
Posted By: Chiara Sarata

February 2022
NEWSLETTER

JANUARY 2022 HIGHLIGHTS

  • LeveL ATS Market Share .66%
  • 52% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 39% of ADV Executed at the Midpoint
  • VWAP Average Daily Executed Volume: VWAP Block 3,473,252 | VWAP Slice 187,273
  • VWAP Unique Symbol Count: 2,632
  • Conditional Executions made up 7.05% of Total ADV
  • LeveL ATS saw an average 11.45 million shares executed Conditionally
  • Average Conditional Order Size: 4,165 shares
  • Average Conditional Order Execution Size: 477 shares
Regards, Steve
JANUARY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 162.6 Million
LeveL Market Share .66%
Average Trade Size (shares) 146
Average Resting Order share size 595
Average IOC Order share Size 401
Executions at Midpoint (shares) 39%
Average Number of Symbols Matched Daily 6,870


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 28.66%
Information Technology 11.35%
Health Care 10.70%
Financials 10.39%
Consumer Discretionary 10.00%
Communication Services
6.16%
Industrials 6.11%
Energy 5.64%
Materials 4.29%
Consumer Staples 2.66%
Real Estate 2.21%
Utilities 1.37%
Closed End & Trusts .46%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 9%
1,000 - 4,999 Shares 16%
500 - 999 Shares 11%
1 - 499 Shares 64%

MATCHED SHARES BY MARKET CAP

Large Cap 48%
Mid Cap 25%
Small Cap 27%


CONDITIONAL EXECUTIONS BY TRADE SIZE










AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP











VWAP MONTHLY ADV












*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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