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Conditional Frequency: Large ETPs Q2 2019

Trade Frequency

Cancel Frequency

3.09% of total trades 4.83% of total cancels

Trade Frequency

Cancel Frequency

12.07% of total trades 12.83% of total cancels

Trade Frequency

Cancel Frequency

19.80% of total trades 23.34% of total cancels

Trade Frequency

Cancel Frequency

30.03% of total trades 40.49% of total cancels

Trade Frequency

Cancel Frequency

52.56% of total trades 65.65% of total cancels

Trade Frequency

Cancel Frequency

80.76% of total trades 88.84% of total cancels

Trade Frequency

Cancel Frequency

95.27% of total trades 97.89% of total cancels

Trade Frequency

Cancel Frequency

99.17% of total trades 99.74% 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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