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Conditional Frequency: Mid Cap ETPs Q2 2018

Trade Frequency

Cancel Frequency

2.19% of total trades 7.35% of total cancels

Trade Frequency

Cancel Frequency

10.39% of total trades 14.65% of total cancels

Trade Frequency

Cancel Frequency

15.68% of total trades 22.11% of total cancels

Trade Frequency

Cancel Frequency

20.91% of total trades 32.72% of total cancels

Trade Frequency

Cancel Frequency

32.57% of total trades 51.72% of total cancels

Trade Frequency

Cancel Frequency

60.36% of total trades 76.06% of total cancels

Trade Frequency

Cancel Frequency

84.98% of total trades 93.50% of total cancels

Trade Frequency

Cancel Frequency

96.15% of total trades 99.13% 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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