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Conditional Frequency: Large ETPs Q3 2014

Trade Frequency

Cancel Frequency

1.81% of total trades 3.99% of total cancels

Trade Frequency

Cancel Frequency

8.48% of total trades 13.07% of total cancels

Trade Frequency

Cancel Frequency

16.77% of total trades 24.68% of total cancels

Trade Frequency

Cancel Frequency

26.34% of total trades 40.82% of total cancels

Trade Frequency

Cancel Frequency

44.50% of total trades 62.71% of total cancels

Trade Frequency

Cancel Frequency

73.48% of total trades 84.41% of total cancels

Trade Frequency

Cancel Frequency

92.94% of total trades 96.37% of total cancels

Trade Frequency

Cancel Frequency

98.91% of total trades 99.61% of total cancels

Trade Frequency

Cancel Frequency

100% of total trades 100% of total cancels

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For more information, view the quote life methodology or visit the data downloads page.

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