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Conditional Frequency: Mid Cap ETPs Q2 2015

Trade Frequency

Cancel Frequency

2.48% of total trades 1.31% of total cancels

Trade Frequency

Cancel Frequency

13.09% of total trades 6.71% of total cancels

Trade Frequency

Cancel Frequency

19.85% of total trades 14.86% of total cancels

Trade Frequency

Cancel Frequency

25.46% of total trades 25.79% of total cancels

Trade Frequency

Cancel Frequency

34.28% of total trades 43.07% of total cancels

Trade Frequency

Cancel Frequency

58.61% of total trades 70.25% of total cancels

Trade Frequency

Cancel Frequency

85.41% of total trades 92.31% of total cancels

Trade Frequency

Cancel Frequency

96.46% of total trades 99.12% 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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