Level ATS | Alternative Trading System

Newsletters


03/04/2022
 
Posted By: Chiara Sarata

March 2022
NEWSLETTER

FEBRUARY 2022 HIGHLIGHTS

  • LeveL ATS Market Share .66%
  • 53% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 37% of ADV Executed at the Midpoint
  • VWAP Average Daily Executed Volume: VWAP Block 3,319,149 | VWAP Slice 878,482
  • VWAP Unique Symbol Count: 2,758
  • Conditional Executions made up 6.23% of Total ADV
  • LeveL ATS saw an average 10 million shares executed Conditionally
  • Average Conditional Order Size: 3,790 shares
  • Average Conditional Order Execution Size: 469 shares
Regards, Steve
FEBRUARY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 160.7 Million
LeveL Market Share .66%
Average Trade Size (shares) 139
Average Resting Order share size 588
Average IOC Order share Size 397
Executions at Midpoint (shares) 37%
Average Number of Symbols Matched Daily 6,793


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 27.52%
Information Technology 12.05%
Financials 10.04%
Health Care 9.75%
Consumer Discretionary 9.39%
Industrials
6.97%
Energy 6.76%
Communication Services 6.10%
Materials 4.60%
Real Estate 2.47%
Consumer Staples 2.31%
Utilities 1.57%
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%

MATCHED SHARES BY MARKET CAP

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

VWAP MONTHLY ADV








AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP









CONDITIONAL EXECUTIONS BY TRADE SIZE













*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 investment professional or institutional investor use only. Not authorized for distribution to the public as sales material.
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