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Conditional Frequency: Large ETPs Q3 2017

Trade Frequency

Cancel Frequency

2.70% of total trades 6.15% of total cancels

Trade Frequency

Cancel Frequency

10.32% of total trades 15.20% of total cancels

Trade Frequency

Cancel Frequency

17.47% of total trades 22.98% of total cancels

Trade Frequency

Cancel Frequency

25.42% of total trades 34.59% of total cancels

Trade Frequency

Cancel Frequency

41.68% of total trades 56.03% of total cancels

Trade Frequency

Cancel Frequency

70.21% of total trades 81.16% of total cancels

Trade Frequency

Cancel Frequency

91.73% of total trades 95.15% of total cancels

Trade Frequency

Cancel Frequency

98.74% of total trades 99.35% 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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