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Conditional Frequency: Mid Cap ETPs Q2 2014

Trade Frequency

Cancel Frequency

1.48% of total trades 1.17% of total cancels

Trade Frequency

Cancel Frequency

9.31% of total trades 9.58% of total cancels

Trade Frequency

Cancel Frequency

18.56% of total trades 21.01% of total cancels

Trade Frequency

Cancel Frequency

26.89% of total trades 35.37% of total cancels

Trade Frequency

Cancel Frequency

38.02% of total trades 55.89% of total cancels

Trade Frequency

Cancel Frequency

61.64% of total trades 79.44% of total cancels

Trade Frequency

Cancel Frequency

84.96% of total trades 94.99% of total cancels

Trade Frequency

Cancel Frequency

95.96% of total trades 99.44% 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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