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Conditional Frequency: Mid Cap ETPs Q1 2017

Trade Frequency

Cancel Frequency

3.64% of total trades 2.34% of total cancels

Trade Frequency

Cancel Frequency

13.63% of total trades 8.50% of total cancels

Trade Frequency

Cancel Frequency

20.52% of total trades 15.78% of total cancels

Trade Frequency

Cancel Frequency

27.63% of total trades 28.35% of total cancels

Trade Frequency

Cancel Frequency

40.95% of total trades 52.23% of total cancels

Trade Frequency

Cancel Frequency

66.04% of total trades 78.57% of total cancels

Trade Frequency

Cancel Frequency

86.56% of total trades 93.81% of total cancels

Trade Frequency

Cancel Frequency

96.32% of total trades 99.16% 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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