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Conditional Frequency: Small ETPs Q2 2017

Trade Frequency

Cancel Frequency

0.37% of total trades 0.95% of total cancels

Trade Frequency

Cancel Frequency

3.06% of total trades 4.93% of total cancels

Trade Frequency

Cancel Frequency

7.92% of total trades 8.98% of total cancels

Trade Frequency

Cancel Frequency

9.34% of total trades 11.51% of total cancels

Trade Frequency

Cancel Frequency

11.14% of total trades 18.25% of total cancels

Trade Frequency

Cancel Frequency

20.10% of total trades 48.18% of total cancels

Trade Frequency

Cancel Frequency

45.14% of total trades 81.37% of total cancels

Trade Frequency

Cancel Frequency

80.49% of total trades 96.89% 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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