Level ATS | Alternative Trading System

Newsletters


08/03/2022
 
Posted By: Chiara Sarata

August 2022
NEWSLETTER

JULY 2022 HIGHLIGHTS

  • LeveL ATS Market Share .69%
  • 55% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 49% of ADV Executed at the Midpoint
  • VWAP Average Daily Executed Volume: 16,928,417 shares
  • VWAP Unique Symbol Count: 3,614
  • Conditional Executions made up 5.04% of Total ADV
  • Conditional Average Daily Executed Volume: 7,436,450 shares
  • Average Conditional Order Size: 4,458 shares
  • Average Conditional Order Execution Size: 489 shares
Regards, Steve
JULY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 147.66 Million
LeveL Market Share .69%
Average Trade Size (shares) 126
Average Resting Order share size 603
Average IOC Order share Size 393
VWAP ADV Executed - Block 4,874,176
VWAP ADV Executed - Slice 12,054,241
Executions at Midpoint (shares) 49%
Average Number of Symbols Matched Daily 6,453


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 24.36%
Information Technology 14.52%
Health Care 11.15%
Consumer Discretionary 10.45%
Financials 9.16%
Industrials
6.19%
Communication Services
6.07%
Energy 5.58%
Materials 5.05%
Consumer Staples
2.89%
Real Estate
2.70%
Utilities
1.43%
Closed End & Trusts .45%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 9%
1,000 - 4,999 Shares 16%
500 - 999 Shares 11%
1 - 499 Shares 64%

MATCHED SHARES BY MARKET CAP

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

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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