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Conditional Frequency: Mid Cap ETPs Q1 2015

Trade Frequency

Cancel Frequency

1.71% of total trades 0.94% of total cancels

Trade Frequency

Cancel Frequency

9.25% of total trades 6.70% of total cancels

Trade Frequency

Cancel Frequency

16.26% of total trades 14.52% of total cancels

Trade Frequency

Cancel Frequency

23.02% of total trades 25.71% of total cancels

Trade Frequency

Cancel Frequency

35.86% of total trades 45.06% of total cancels

Trade Frequency

Cancel Frequency

62.13% of total trades 73.31% of total cancels

Trade Frequency

Cancel Frequency

85.66% of total trades 93.94% of total cancels

Trade Frequency

Cancel Frequency

96.04% of total trades 99.40% 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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