Level ATS | Alternative Trading System

Newsletters


06/03/2022
 
Posted By: Chiara Sarata

June 2022
NEWSLETTER

MAY 2022 HIGHLIGHTS

  • LeveL ATS Market Share .67%
  • 54% 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: 15,281,810 shares
  • VWAP Unique Symbol Count: 3,619
  • Conditional Executions made up 5.78% of Total ADV
  • LeveL ATS saw an average 10.22 million shares executed Conditionally
  • Average Conditional Order Size: 3,614 shares
  • Average Conditional Order Execution Size: 492 shares
Regards, Steve
MAY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 176.84 Million
LeveL Market Share .67%
Average Trade Size (shares) 133
Average Resting Order share size 544
Average IOC Order share Size 382
VWAP ADV Executed - Block 4,444,394
VWAP ADV Executed - Slice 10,837,415
Executions at Midpoint (shares) 47%
Average Number of Symbols Matched Daily 6,730


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 27.61%
Information Technology 11.30%
Health Care 10.87%
Consumer Discretionary 10.62%
Financials 9.72%
Industrials
6.98%
Communication Services
6.01%
Energy 5.30%
Materials 4.21%
Consumer Staples
2.83%
Real Estate 2.80%
Utilities
1.35%
Closed End & Trusts .40%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares 16%
500 - 999 Shares 11%
1 - 499 Shares 66%

MATCHED SHARES BY MARKET CAP

Large Cap 46%
Mid Cap 29%
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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