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Conditional Frequency: Large ETPs Q4 2014

Trade Frequency

Cancel Frequency

2.16% of total trades 3.89% of total cancels

Trade Frequency

Cancel Frequency

9.47% of total trades 11.90% of total cancels

Trade Frequency

Cancel Frequency

18.72% of total trades 23.07% of total cancels

Trade Frequency

Cancel Frequency

30.47% of total trades 39.77% of total cancels

Trade Frequency

Cancel Frequency

51.67% of total trades 63.58% of total cancels

Trade Frequency

Cancel Frequency

79.19% of total trades 86.39% of total cancels

Trade Frequency

Cancel Frequency

95.13% of total trades 97.41% of total cancels

Trade Frequency

Cancel Frequency

99.28% of total trades 99.75% 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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