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Conditional Frequency: Mid Cap ETPs Q4 2017

Trade Frequency

Cancel Frequency

2.97% of total trades 5.66% of total cancels

Trade Frequency

Cancel Frequency

11.65% of total trades 15.17% of total cancels

Trade Frequency

Cancel Frequency

17.13% of total trades 21.73% of total cancels

Trade Frequency

Cancel Frequency

22.12% of total trades 31.24% of total cancels

Trade Frequency

Cancel Frequency

31.99% of total trades 47.47% of total cancels

Trade Frequency

Cancel Frequency

56.30% of total trades 73.67% of total cancels

Trade Frequency

Cancel Frequency

82.08% of total trades 91.86% of total cancels

Trade Frequency

Cancel Frequency

94.92% of total trades 98.86% 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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