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Conditional Frequency: Large ETPs Q1 2018

Trade Frequency

Cancel Frequency

3.32% of total trades 5.74% of total cancels

Trade Frequency

Cancel Frequency

12.89% of total trades 14.13% of total cancels

Trade Frequency

Cancel Frequency

21.17% of total trades 22.50% of total cancels

Trade Frequency

Cancel Frequency

32.39% of total trades 36.69% of total cancels

Trade Frequency

Cancel Frequency

56.13% of total trades 61.06% of total cancels

Trade Frequency

Cancel Frequency

83.60% of total trades 86.32% of total cancels

Trade Frequency

Cancel Frequency

96.51% of total trades 97.58% of total cancels

Trade Frequency

Cancel Frequency

99.46% of total trades 99.78% 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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