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Conditional Frequency: Large Stocks Q1 2016

Trade Frequency

Cancel Frequency

2.24% of total trades 4.21% of total cancels

Trade Frequency

Cancel Frequency

9.42% of total trades 13.00% of total cancels

Trade Frequency

Cancel Frequency

16.05% of total trades 23.53% of total cancels

Trade Frequency

Cancel Frequency

23.47% of total trades 37.92% of total cancels

Trade Frequency

Cancel Frequency

40.35% of total trades 58.07% of total cancels

Trade Frequency

Cancel Frequency

75.32% of total trades 83.49% of total cancels

Trade Frequency

Cancel Frequency

95.76% of total trades 97.30% of total cancels

Trade Frequency

Cancel Frequency

99.21% of total trades 99.64% 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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