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Conditional Frequency: Mid Cap ETPs Q1 2018

Trade Frequency

Cancel Frequency

2.46% of total trades 3.97% of total cancels

Trade Frequency

Cancel Frequency

11.17% of total trades 11.04% of total cancels

Trade Frequency

Cancel Frequency

16.88% of total trades 19.05% of total cancels

Trade Frequency

Cancel Frequency

23.01% of total trades 30.70% of total cancels

Trade Frequency

Cancel Frequency

37.29% of total trades 50.62% of total cancels

Trade Frequency

Cancel Frequency

66.36% of total trades 77.33% of total cancels

Trade Frequency

Cancel Frequency

87.56% of total trades 94.40% of total cancels

Trade Frequency

Cancel Frequency

96.97% of total trades 99.32% 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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