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Conditional Frequency: Small ETPs Q3 2015

Trade Frequency

Cancel Frequency

0.63% of total trades 1.71% of total cancels

Trade Frequency

Cancel Frequency

4.49% of total trades 8.08% of total cancels

Trade Frequency

Cancel Frequency

10.95% of total trades 18.79% of total cancels

Trade Frequency

Cancel Frequency

13.37% of total trades 21.60% of total cancels

Trade Frequency

Cancel Frequency

17.04% of total trades 30.21% of total cancels

Trade Frequency

Cancel Frequency

30.82% of total trades 57.82% of total cancels

Trade Frequency

Cancel Frequency

56.51% of total trades 86.76% of total cancels

Trade Frequency

Cancel Frequency

82.53% of total trades 98.08% 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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