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Conditional Frequency: Large ETPs Q1 2019

Trade Frequency

Cancel Frequency

3.00% of total trades 5.75% of total cancels

Trade Frequency

Cancel Frequency

12.84% of total trades 14.88% of total cancels

Trade Frequency

Cancel Frequency

21.21% of total trades 26.58% of total cancels

Trade Frequency

Cancel Frequency

32.45% of total trades 42.86% of total cancels

Trade Frequency

Cancel Frequency

55.73% of total trades 67.66% of total cancels

Trade Frequency

Cancel Frequency

82.76% of total trades 89.69% of total cancels

Trade Frequency

Cancel Frequency

95.81% of total trades 98.04% of total cancels

Trade Frequency

Cancel Frequency

99.26% of total trades 99.77% 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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