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Conditional Frequency: Mid Cap ETPs Q2 2016

Trade Frequency

Cancel Frequency

3.77% of total trades 2.47% of total cancels

Trade Frequency

Cancel Frequency

13.24% of total trades 9.23% of total cancels

Trade Frequency

Cancel Frequency

21.77% of total trades 18.68% of total cancels

Trade Frequency

Cancel Frequency

29.66% of total trades 30.20% of total cancels

Trade Frequency

Cancel Frequency

41.54% of total trades 50.40% of total cancels

Trade Frequency

Cancel Frequency

69.07% of total trades 77.69% of total cancels

Trade Frequency

Cancel Frequency

89.35% of total trades 94.49% of total cancels

Trade Frequency

Cancel Frequency

97.41% of total trades 99.42% 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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