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Conditional Frequency: Large ETPs Q3 2016

Trade Frequency

Cancel Frequency

2.21% of total trades 4.30% of total cancels

Trade Frequency

Cancel Frequency

9.97% of total trades 14.86% of total cancels

Trade Frequency

Cancel Frequency

17.83% of total trades 23.69% of total cancels

Trade Frequency

Cancel Frequency

26.36% of total trades 36.57% of total cancels

Trade Frequency

Cancel Frequency

43.36% of total trades 58.16% of total cancels

Trade Frequency

Cancel Frequency

72.62% of total trades 82.72% of total cancels

Trade Frequency

Cancel Frequency

92.83% of total trades 95.93% of total cancels

Trade Frequency

Cancel Frequency

98.92% of total trades 99.54% 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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