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Conditional Frequency: Large ETPs Q2 2014

Trade Frequency

Cancel Frequency

1.71% of total trades 3.85% of total cancels

Trade Frequency

Cancel Frequency

8.26% of total trades 13.53% of total cancels

Trade Frequency

Cancel Frequency

16.93% of total trades 25.89% of total cancels

Trade Frequency

Cancel Frequency

27.41% of total trades 43.05% of total cancels

Trade Frequency

Cancel Frequency

46.62% of total trades 66.21% of total cancels

Trade Frequency

Cancel Frequency

75.02% of total trades 86.34% of total cancels

Trade Frequency

Cancel Frequency

93.40% of total trades 96.91% of total cancels

Trade Frequency

Cancel Frequency

98.96% of total trades 99.65% 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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