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Conditional Frequency: Small ETPs Q1 2018

Trade Frequency

Cancel Frequency

0.39% of total trades 1.40% of total cancels

Trade Frequency

Cancel Frequency

3.37% of total trades 5.74% of total cancels

Trade Frequency

Cancel Frequency

9.92% of total trades 12.24% of total cancels

Trade Frequency

Cancel Frequency

15.04% of total trades 19.95% of total cancels

Trade Frequency

Cancel Frequency

20.24% of total trades 49.99% of total cancels

Trade Frequency

Cancel Frequency

31.45% of total trades 70.93% of total cancels

Trade Frequency

Cancel Frequency

55.79% of total trades 91.22% of total cancels

Trade Frequency

Cancel Frequency

81.29% of total trades 98.76% 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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