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Conditional Frequency: Large ETPs Q4 2023

Trade Frequency

Cancel Frequency

3.68% of total trades 4.95% of total cancels

Trade Frequency

Cancel Frequency

13.05% of total trades 15.39% of total cancels

Trade Frequency

Cancel Frequency

22.58% of total trades 29.63% of total cancels

Trade Frequency

Cancel Frequency

35.36% of total trades 51.86% of total cancels

Trade Frequency

Cancel Frequency

60.46% of total trades 80.21% of total cancels

Trade Frequency

Cancel Frequency

85.47% of total trades 95.32% of total cancels

Trade Frequency

Cancel Frequency

96.44% of total trades 99.14% of total cancels

Trade Frequency

Cancel Frequency

99.26% of total trades 99.89% 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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