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Conditional Frequency: Mid Cap ETPs Q3 2014

Trade Frequency

Cancel Frequency

1.83% of total trades 1.42% of total cancels

Trade Frequency

Cancel Frequency

9.86% of total trades 8.00% of total cancels

Trade Frequency

Cancel Frequency

20.64% of total trades 17.59% of total cancels

Trade Frequency

Cancel Frequency

29.13% of total trades 27.74% of total cancels

Trade Frequency

Cancel Frequency

40.74% of total trades 45.34% of total cancels

Trade Frequency

Cancel Frequency

65.94% of total trades 71.96% of total cancels

Trade Frequency

Cancel Frequency

87.76% of total trades 92.62% of total cancels

Trade Frequency

Cancel Frequency

97.16% of total trades 99.27% 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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