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Conditional Frequency: Large ETPs Q3 2015

Trade Frequency

Cancel Frequency

2.73% of total trades 5.33% of total cancels

Trade Frequency

Cancel Frequency

11.65% of total trades 13.36% of total cancels

Trade Frequency

Cancel Frequency

21.59% of total trades 24.16% of total cancels

Trade Frequency

Cancel Frequency

33.32% of total trades 38.44% of total cancels

Trade Frequency

Cancel Frequency

54.32% of total trades 60.31% of total cancels

Trade Frequency

Cancel Frequency

80.73% of total trades 84.61% of total cancels

Trade Frequency

Cancel Frequency

95.56% of total trades 97.03% of total cancels

Trade Frequency

Cancel Frequency

99.37% of total trades 99.70% 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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