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Conditional Frequency: Small ETPs Q4 2015

Trade Frequency

Cancel Frequency

0.75% of total trades 4.33% of total cancels

Trade Frequency

Cancel Frequency

5.51% of total trades 16.70% of total cancels

Trade Frequency

Cancel Frequency

11.06% of total trades 24.26% of total cancels

Trade Frequency

Cancel Frequency

16.77% of total trades 28.80% of total cancels

Trade Frequency

Cancel Frequency

21.57% of total trades 38.93% of total cancels

Trade Frequency

Cancel Frequency

45.58% of total trades 60.74% of total cancels

Trade Frequency

Cancel Frequency

72.21% of total trades 86.64% of total cancels

Trade Frequency

Cancel Frequency

90.34% of total trades 98.07% 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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