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Conditional Frequency: Large ETPs Q1 2017

Trade Frequency

Cancel Frequency

2.27% of total trades 5.33% of total cancels

Trade Frequency

Cancel Frequency

10.03% of total trades 15.12% of total cancels

Trade Frequency

Cancel Frequency

16.86% of total trades 24.02% of total cancels

Trade Frequency

Cancel Frequency

24.74% of total trades 36.17% of total cancels

Trade Frequency

Cancel Frequency

40.81% of total trades 57.37% of total cancels

Trade Frequency

Cancel Frequency

69.90% of total trades 81.36% of total cancels

Trade Frequency

Cancel Frequency

92.12% of total trades 95.30% of total cancels

Trade Frequency

Cancel Frequency

98.88% of total trades 99.45% 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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