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Conditional Frequency: Small ETPs Q3 2014

Trade Frequency

Cancel Frequency

0.66% of total trades 2.64% of total cancels

Trade Frequency

Cancel Frequency

5.46% of total trades 7.06% of total cancels

Trade Frequency

Cancel Frequency

10.40% of total trades 14.29% of total cancels

Trade Frequency

Cancel Frequency

13.54% of total trades 21.29% of total cancels

Trade Frequency

Cancel Frequency

17.61% of total trades 30.64% of total cancels

Trade Frequency

Cancel Frequency

32.89% of total trades 48.81% of total cancels

Trade Frequency

Cancel Frequency

59.50% of total trades 74.06% of total cancels

Trade Frequency

Cancel Frequency

88.24% of total trades 95.93% 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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