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Conditional Frequency: Small ETPs Q2 2015

Trade Frequency

Cancel Frequency

0.38% of total trades 0.50% of total cancels

Trade Frequency

Cancel Frequency

2.96% of total trades 4.27% of total cancels

Trade Frequency

Cancel Frequency

6.40% of total trades 17.64% of total cancels

Trade Frequency

Cancel Frequency

9.33% of total trades 20.63% of total cancels

Trade Frequency

Cancel Frequency

13.42% of total trades 38.07% of total cancels

Trade Frequency

Cancel Frequency

29.54% of total trades 71.81% of total cancels

Trade Frequency

Cancel Frequency

60.47% of total trades 88.64% of total cancels

Trade Frequency

Cancel Frequency

84.98% of total trades 97.93% 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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