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Conditional Frequency: Small ETPs Q3 2018

Trade Frequency

Cancel Frequency

0.45% of total trades 1.27% of total cancels

Trade Frequency

Cancel Frequency

2.99% of total trades 5.64% of total cancels

Trade Frequency

Cancel Frequency

8.93% of total trades 14.07% of total cancels

Trade Frequency

Cancel Frequency

11.24% of total trades 25.65% of total cancels

Trade Frequency

Cancel Frequency

13.90% of total trades 39.05% of total cancels

Trade Frequency

Cancel Frequency

19.66% of total trades 58.26% of total cancels

Trade Frequency

Cancel Frequency

35.37% of total trades 83.87% of total cancels

Trade Frequency

Cancel Frequency

68.47% of total trades 96.62% 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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