Level ATS | Alternative Trading System

Newsletters


05/05/2022
 
Posted By: Chiara Sarata

May 2022
NEWSLETTER

APRIL 2022 HIGHLIGHTS

  • LeveL ATS Market Share .62%
  • 55% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 47% of ADV Executed at the Midpoint
  • VWAP Average Daily Executed Volume: VWAP Block 3,510,505 | VWAP Slice 1,811,486
  • VWAP Unique Symbol Count: 3,050
  • Conditional Executions made up 6.76% of Total ADV
  • LeveL ATS saw an average 9.94 million shares executed Conditionally
  • Average Conditional Order Size: 3,902 shares
  • Average Conditional Order Execution Size: 481 shares
Regards, Steve
APRIL TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 147 Million
LeveL Market Share .62%
Average Trade Size (shares) 136
Average Resting Order share size 559
Average IOC Order share Size 371
Executions at Midpoint (shares) 47%
Average Number of Symbols Matched Daily 6,605


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 28.03%
Health Care 11.54%
Information Technology 10.55%
Financials 9.59%
Consumer Discretionary 8.69%
Industrials
7.03%
Communication Services
6.09%
Energy 6.00%
Materials 4.68%
Consumer Staples
3.19%
Real Estate 2.43%
Utilities
1.66%
Closed End & Trusts .52%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 8%
1,000 - 4,999 Shares 16%
500 - 999 Shares 11%
1 - 499 Shares 65%

MATCHED SHARES BY MARKET CAP

Large Cap 45%
Mid Cap 28%
Small Cap 27%

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.
© 2022 Luminex Trading & Analytics LLC Member FINRA, SIPC

LeveL ATS is an SEC-registered Alternative Trading System owned and operated by Luminex Trading & Analytics LLC, Member FINRA/SIPC. A copy of the Luminex Trading & Analytics LLC Business Continuity Plan Customer Disclosure Statement is available here.
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