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Conditional Frequency: Mid Cap ETPs Q1 2019

Trade Frequency

Cancel Frequency

3.49% of total trades 3.40% of total cancels

Trade Frequency

Cancel Frequency

13.75% of total trades 12.19% of total cancels

Trade Frequency

Cancel Frequency

20.80% of total trades 19.37% of total cancels

Trade Frequency

Cancel Frequency

28.20% of total trades 30.41% of total cancels

Trade Frequency

Cancel Frequency

42.53% of total trades 50.88% of total cancels

Trade Frequency

Cancel Frequency

64.84% of total trades 72.71% of total cancels

Trade Frequency

Cancel Frequency

83.62% of total trades 94.35% of total cancels

Trade Frequency

Cancel Frequency

94.95% of total trades 99.09% 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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