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Conditional Frequency: Small ETPs Q1 2024

Trade Frequency

Cancel Frequency

1.77% of total trades 3.31% of total cancels

Trade Frequency

Cancel Frequency

7.72% of total trades 5.62% of total cancels

Trade Frequency

Cancel Frequency

10.82% of total trades 9.10% of total cancels

Trade Frequency

Cancel Frequency

13.75% of total trades 17.46% of total cancels

Trade Frequency

Cancel Frequency

18.90% of total trades 38.90% of total cancels

Trade Frequency

Cancel Frequency

36.26% of total trades 71.53% of total cancels

Trade Frequency

Cancel Frequency

68.32% of total trades 92.90% of total cancels

Trade Frequency

Cancel Frequency

88.63% of total trades 99.08% 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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