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Conditional Frequency: Small ETPs Q4 2016

Trade Frequency

Cancel Frequency

0.99% of total trades 5.86% of total cancels

Trade Frequency

Cancel Frequency

7.58% of total trades 15.30% of total cancels

Trade Frequency

Cancel Frequency

13.36% of total trades 21.67% of total cancels

Trade Frequency

Cancel Frequency

16.20% of total trades 24.72% of total cancels

Trade Frequency

Cancel Frequency

20.46% of total trades 32.27% of total cancels

Trade Frequency

Cancel Frequency

29.13% of total trades 58.73% of total cancels

Trade Frequency

Cancel Frequency

46.38% of total trades 86.35% of total cancels

Trade Frequency

Cancel Frequency

76.65% of total trades 97.64% 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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