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Conditional Frequency: Small ETPs Q2 2014

Trade Frequency

Cancel Frequency

0.24% of total trades 0.52% of total cancels

Trade Frequency

Cancel Frequency

4.80% of total trades 1.76% of total cancels

Trade Frequency

Cancel Frequency

13.75% of total trades 5.67% of total cancels

Trade Frequency

Cancel Frequency

22.63% of total trades 14.38% of total cancels

Trade Frequency

Cancel Frequency

28.50% of total trades 26.19% of total cancels

Trade Frequency

Cancel Frequency

41.59% of total trades 38.14% of total cancels

Trade Frequency

Cancel Frequency

62.00% of total trades 71.07% of total cancels

Trade Frequency

Cancel Frequency

82.33% of total trades 87.04% 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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