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Conditional Frequency: Mid Cap ETPs Q4 2014

Trade Frequency

Cancel Frequency

2.88% of total trades 1.17% of total cancels

Trade Frequency

Cancel Frequency

12.03% of total trades 7.90% of total cancels

Trade Frequency

Cancel Frequency

20.45% of total trades 17.12% of total cancels

Trade Frequency

Cancel Frequency

28.74% of total trades 29.29% of total cancels

Trade Frequency

Cancel Frequency

40.49% of total trades 49.95% of total cancels

Trade Frequency

Cancel Frequency

64.04% of total trades 77.52% of total cancels

Trade Frequency

Cancel Frequency

86.16% of total trades 95.26% of total cancels

Trade Frequency

Cancel Frequency

96.09% of total trades 99.51% 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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