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Conditional Frequency: Small ETPs Q1 2014

Trade Frequency

Cancel Frequency

0.20% of total trades 0.26% of total cancels

Trade Frequency

Cancel Frequency

3.54% of total trades 2.18% of total cancels

Trade Frequency

Cancel Frequency

8.84% of total trades 6.57% of total cancels

Trade Frequency

Cancel Frequency

13.41% of total trades 17.36% of total cancels

Trade Frequency

Cancel Frequency

17.43% of total trades 27.95% of total cancels

Trade Frequency

Cancel Frequency

31.49% of total trades 37.55% of total cancels

Trade Frequency

Cancel Frequency

52.79% of total trades 75.39% of total cancels

Trade Frequency

Cancel Frequency

77.41% of total trades 89.54% 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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