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Conditional Frequency: Large ETPs Q2 2018

Trade Frequency

Cancel Frequency

3.13% of total trades 6.73% of total cancels

Trade Frequency

Cancel Frequency

11.86% of total trades 15.55% of total cancels

Trade Frequency

Cancel Frequency

19.19% of total trades 24.66% of total cancels

Trade Frequency

Cancel Frequency

28.66% of total trades 37.96% of total cancels

Trade Frequency

Cancel Frequency

50.10% of total trades 60.92% of total cancels

Trade Frequency

Cancel Frequency

79.69% of total trades 85.37% of total cancels

Trade Frequency

Cancel Frequency

95.51% of total trades 97.20% of total cancels

Trade Frequency

Cancel Frequency

99.33% of total trades 99.70% 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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