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Conditional Frequency: Small ETPs Q4 2014

Trade Frequency

Cancel Frequency

1.74% of total trades 1.63% of total cancels

Trade Frequency

Cancel Frequency

4.51% of total trades 8.68% of total cancels

Trade Frequency

Cancel Frequency

9.54% of total trades 12.99% of total cancels

Trade Frequency

Cancel Frequency

15.01% of total trades 16.65% of total cancels

Trade Frequency

Cancel Frequency

19.19% of total trades 24.69% of total cancels

Trade Frequency

Cancel Frequency

28.47% of total trades 44.51% of total cancels

Trade Frequency

Cancel Frequency

50.68% of total trades 74.63% of total cancels

Trade Frequency

Cancel Frequency

82.44% of total trades 95.05% 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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