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Conditional Frequency: Large ETPs Q2 2015

Trade Frequency

Cancel Frequency

1.98% of total trades 5.12% of total cancels

Trade Frequency

Cancel Frequency

9.50% of total trades 13.10% of total cancels

Trade Frequency

Cancel Frequency

17.70% of total trades 23.39% of total cancels

Trade Frequency

Cancel Frequency

27.01% of total trades 37.73% of total cancels

Trade Frequency

Cancel Frequency

44.61% of total trades 58.21% of total cancels

Trade Frequency

Cancel Frequency

73.52% of total trades 82.35% of total cancels

Trade Frequency

Cancel Frequency

93.32% of total trades 95.98% of total cancels

Trade Frequency

Cancel Frequency

99.05% of total trades 99.56% 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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