Level ATS | Alternative Trading System

Newsletters


07/11/2022
 
Posted By: Chiara Sarata

July 2022
NEWSLETTER

JUNE 2022 HIGHLIGHTS

  • LeveL ATS Market Share .67%
  • 59% 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: 23,993,714 shares
  • VWAP Unique Symbol Count: 4,039
  • Conditional Executions made up 5.28% of Total ADV
  • Conditional Average Daily Executed Volume: 8,938,661 shares
  • Average Conditional Order Size: 4,124 shares
  • Average Conditional Order Execution Size: 491 shares
Regards, Steve
JUNE TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 169.38 Million
LeveL Market Share .67%
Average Trade Size (shares) 127
Average Resting Order share size 570
Average IOC Order share Size 401
VWAP ADV Executed - Block 4,512,832
VWAP ADV Executed - Slice 19,480,882
Executions at Midpoint (shares) 47%
Average Number of Symbols Matched Daily 6,759


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 24.98%
Information Technology 12.68%
Health Care 11.17%
Consumer Discretionary 10.79%
Financials 8.80%
Industrials
7.21%
Energy
6.80%
Communication Services 4.97%
Materials 4.60%
Real Estate
3.17%
Consumer Staples
2.89%
Utilities
1.44%
Closed End & Trusts .50%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares 16%
500 - 999 Shares 12%
1 - 499 Shares 65%

MATCHED SHARES BY MARKET CAP

Large Cap 41%
Mid Cap 28%
Small Cap 31%

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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