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Conditional Frequency: Large ETPs Q1 2014

Trade Frequency

Cancel Frequency

1.60% of total trades 4.15% of total cancels

Trade Frequency

Cancel Frequency

7.83% of total trades 14.18% of total cancels

Trade Frequency

Cancel Frequency

16.63% of total trades 26.60% of total cancels

Trade Frequency

Cancel Frequency

27.24% of total trades 43.21% of total cancels

Trade Frequency

Cancel Frequency

46.50% of total trades 65.75% of total cancels

Trade Frequency

Cancel Frequency

74.54% of total trades 86.40% of total cancels

Trade Frequency

Cancel Frequency

93.61% of total trades 97.04% of total cancels

Trade Frequency

Cancel Frequency

99.07% of total trades 99.69% 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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