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Conditional Frequency: Small ETPs Q1 2017

Trade Frequency

Cancel Frequency

0.34% of total trades 0.61% of total cancels

Trade Frequency

Cancel Frequency

2.53% of total trades 3.16% of total cancels

Trade Frequency

Cancel Frequency

8.22% of total trades 6.33% of total cancels

Trade Frequency

Cancel Frequency

9.66% of total trades 8.69% of total cancels

Trade Frequency

Cancel Frequency

12.33% of total trades 36.44% of total cancels

Trade Frequency

Cancel Frequency

22.33% of total trades 57.44% of total cancels

Trade Frequency

Cancel Frequency

47.60% of total trades 83.82% of total cancels

Trade Frequency

Cancel Frequency

74.73% of total trades 97.21% 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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