Level ATS | Alternative Trading System

Newsletters


04/05/2022
 
Posted By: Chiara Sarata

April 2022
NEWSLETTER

MARCH 2022 HIGHLIGHTS

  • LeveL ATS Market Share .64%
  • 54% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 46% of ADV Executed at the Midpoint
  • VWAP Average Daily Executed Volume: VWAP Block 3,924,912 | VWAP Slice 1,449,584
  • VWAP Unique Symbol Count: 3,099
  • Conditional Executions made up 6.53% of Total ADV
  • LeveL ATS saw an average 11.6 million shares executed Conditionally
  • Average Conditional Order Size: 3,976 shares
  • Average Conditional Order Execution Size: 438 shares
Regards, Steve
MARCH TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 177.6.Million
LeveL Market Share .64%
Average Trade Size (shares) 143
Average Resting Order share size 546
Average IOC Order share Size 402
Executions at Midpoint (shares) 46%
Average Number of Symbols Matched Daily 6,797


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 25.31%
Information Technology 10.96%
Consumer Discretionary 10.59%
Financials 9.21%
Health Care 9.18%
Energy
8.70%
Industrials 7.71%
Materials 6.04%
Communication Services 5.62%
Consumer Staples 2.76%
Real Estate 2.13%
Utilities 1.28%
Closed End & Trusts .51%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 8%
1,000 - 4,999 Shares 16%
500 - 999 Shares 12%
1 - 499 Shares 64%

MATCHED SHARES BY MARKET CAP

Large Cap 46%
Mid Cap 25%
Small Cap 29%

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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