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Conditional Frequency: Small ETPs Q2 2016

Trade Frequency

Cancel Frequency

3.04% of total trades 7.20% of total cancels

Trade Frequency

Cancel Frequency

10.66% of total trades 19.51% of total cancels

Trade Frequency

Cancel Frequency

17.91% of total trades 24.58% of total cancels

Trade Frequency

Cancel Frequency

22.29% of total trades 28.80% of total cancels

Trade Frequency

Cancel Frequency

27.21% of total trades 40.64% of total cancels

Trade Frequency

Cancel Frequency

45.55% of total trades 67.90% of total cancels

Trade Frequency

Cancel Frequency

69.12% of total trades 88.63% of total cancels

Trade Frequency

Cancel Frequency

89.11% of total trades 98.03% 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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