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Conditional Frequency: Mid Cap ETPs Q1 2016

Trade Frequency

Cancel Frequency

3.20% of total trades 2.69% of total cancels

Trade Frequency

Cancel Frequency

12.51% of total trades 10.58% of total cancels

Trade Frequency

Cancel Frequency

20.69% of total trades 21.78% of total cancels

Trade Frequency

Cancel Frequency

27.91% of total trades 35.78% of total cancels

Trade Frequency

Cancel Frequency

41.36% of total trades 55.66% of total cancels

Trade Frequency

Cancel Frequency

70.66% of total trades 80.75% of total cancels

Trade Frequency

Cancel Frequency

90.78% of total trades 96.33% of total cancels

Trade Frequency

Cancel Frequency

97.71% of total trades 99.64% 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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