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Conditional Frequency: Large ETPs Q2 2016

Trade Frequency

Cancel Frequency

2.65% of total trades 3.93% of total cancels

Trade Frequency

Cancel Frequency

10.68% of total trades 14.23% of total cancels

Trade Frequency

Cancel Frequency

18.91% of total trades 24.63% of total cancels

Trade Frequency

Cancel Frequency

28.15% of total trades 37.78% of total cancels

Trade Frequency

Cancel Frequency

46.75% of total trades 59.11% of total cancels

Trade Frequency

Cancel Frequency

76.08% of total trades 83.37% of total cancels

Trade Frequency

Cancel Frequency

94.05% of total trades 96.28% of total cancels

Trade Frequency

Cancel Frequency

99.16% of total trades 99.59% 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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