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Conditional Frequency: Mid Cap ETPs Q4 2023

Trade Frequency

Cancel Frequency

3.13% of total trades 4.94% of total cancels

Trade Frequency

Cancel Frequency

10.60% of total trades 15.06% of total cancels

Trade Frequency

Cancel Frequency

16.71% of total trades 23.64% of total cancels

Trade Frequency

Cancel Frequency

23.29% of total trades 37.73% of total cancels

Trade Frequency

Cancel Frequency

39.25% of total trades 61.76% of total cancels

Trade Frequency

Cancel Frequency

67.00% of total trades 83.27% of total cancels

Trade Frequency

Cancel Frequency

87.91% of total trades 95.51% of total cancels

Trade Frequency

Cancel Frequency

96.47% of total trades 99.36% 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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