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Conditional Frequency: Large Stocks Q3 2014

Trade Frequency

Cancel Frequency

1.88% of total trades 9.70% of total cancels

Trade Frequency

Cancel Frequency

7.31% of total trades 18.30% of total cancels

Trade Frequency

Cancel Frequency

13.70% of total trades 27.38% of total cancels

Trade Frequency

Cancel Frequency

20.67% of total trades 38.88% of total cancels

Trade Frequency

Cancel Frequency

33.37% of total trades 54.47% of total cancels

Trade Frequency

Cancel Frequency

63.82% of total trades 77.09% of total cancels

Trade Frequency

Cancel Frequency

92.36% of total trades 95.05% of total cancels

Trade Frequency

Cancel Frequency

98.79% of total trades 99.34% 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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