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Conditional Frequency: Large ETPs Q4 2018

Trade Frequency

Cancel Frequency

3.73% of total trades 6.79% of total cancels

Trade Frequency

Cancel Frequency

14.95% of total trades 16.14% of total cancels

Trade Frequency

Cancel Frequency

26.09% of total trades 27.29% of total cancels

Trade Frequency

Cancel Frequency

40.77% of total trades 44.04% of total cancels

Trade Frequency

Cancel Frequency

66.73% of total trades 69.83% of total cancels

Trade Frequency

Cancel Frequency

89.14% of total trades 91.33% of total cancels

Trade Frequency

Cancel Frequency

97.63% of total trades 98.67% of total cancels

Trade Frequency

Cancel Frequency

99.61% of total trades 99.87% 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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