From the Stroud Water Research Center on the video:
"Most mayflies lay their eggs immediately after mating; the eggs then take anywhere from 10 days to many months to hatch. Cloeon cognatum is an exception. This species is ovoviviparous, which means that a mated female holds her eggs internally until embryonic development is complete (about 18 days), after which she lays them in water and they hatch immediately. This female was dropped onto the water surface moments before the video started. Video credit: David H. Funk"