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Conditional Frequency: Mid Cap ETPs Q4 2015

Trade Frequency

Cancel Frequency

2.33% of total trades 2.77% of total cancels

Trade Frequency

Cancel Frequency

10.52% of total trades 10.27% of total cancels

Trade Frequency

Cancel Frequency

17.79% of total trades 21.14% of total cancels

Trade Frequency

Cancel Frequency

24.59% of total trades 33.37% of total cancels

Trade Frequency

Cancel Frequency

37.28% of total trades 51.62% of total cancels

Trade Frequency

Cancel Frequency

64.70% of total trades 76.69% of total cancels

Trade Frequency

Cancel Frequency

87.10% of total trades 94.78% of total cancels

Trade Frequency

Cancel Frequency

96.29% of total trades 99.49% 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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