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Conditional Frequency: Large Stocks Q3 2015

Trade Frequency

Cancel Frequency

2.29% of total trades 5.21% of total cancels

Trade Frequency

Cancel Frequency

9.51% of total trades 13.25% of total cancels

Trade Frequency

Cancel Frequency

16.15% of total trades 23.30% of total cancels

Trade Frequency

Cancel Frequency

23.58% of total trades 37.45% of total cancels

Trade Frequency

Cancel Frequency

39.31% of total trades 56.28% of total cancels

Trade Frequency

Cancel Frequency

72.71% of total trades 82.07% of total cancels

Trade Frequency

Cancel Frequency

94.99% of total trades 96.70% of total cancels

Trade Frequency

Cancel Frequency

99.05% of total trades 99.52% 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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