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Conditional Frequency: Mid Cap ETPs Q2 2019

Trade Frequency

Cancel Frequency

2.99% of total trades 4.53% of total cancels

Trade Frequency

Cancel Frequency

11.29% of total trades 12.11% of total cancels

Trade Frequency

Cancel Frequency

17.02% of total trades 20.35% of total cancels

Trade Frequency

Cancel Frequency

24.52% of total trades 32.20% of total cancels

Trade Frequency

Cancel Frequency

39.97% of total trades 54.64% of total cancels

Trade Frequency

Cancel Frequency

67.50% of total trades 78.22% of total cancels

Trade Frequency

Cancel Frequency

88.32% of total trades 95.29% of total cancels

Trade Frequency

Cancel Frequency

97.40% of total trades 99.29% 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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