There was a research done on that a couple of years ago.
Have a look here:
One of the first things they mention is:
The average time it takes to fully load a mobile landing page is 22 seconds, according to a new analysis. Yet 53% of mobile site visitors leave a ...
You should consider a few strategies for helping users to focus their energy (attention and possibly frustration):
Use a predictive system for the length of time until an agent might help them.
This can be something you build, or a SaaS service you 'rent', or an extension of your existing software. You can outsource the work for ...
The NNG website summarizes response times and need for feedback:
Response Times: The 3 Important Limits
In summary, 0.1 seconds for the UI to feel instantaneous. From 0.1 to 1.0 seconds the UI will have a noticable delay. After 1.0 seconds the user will feel their work is being interrupted. This is independent of the technology used for the user ...
The only source of frustration you can control with this approach is uncertainty around the wait time. You don't need a technical solution to help your customers manage this uncertainty. Manually calculate the average wait time during peak hours and provide this in your message, for example, "Between 8-10 am you may have to wait up to 15 minutes for an agent....
The intent of a skeleton page is to shorten perceived loading time. If your filtering requires a re-loading of the page data, then, sure, it could make sense to use it there.
That said, and this is just my opinion so take it for what it is: I'm not convinced skeleton pages have much staying power to them in terms of them accomplishing what they were ...
Adding onto @Nacho 's answer, I've quoted a reason why very short delays or instantaneous appearance should be avoided for tooltips:
Tooltips, expanding ads, and calls to action or information boxes that
appear over list items (such as quick-view boxes on thumbnails from
product-listing pages) are other examples of common elements with