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Conditional Frequency: Large Stocks Q1 2015

Trade Frequency

Cancel Frequency

1.91% of total trades 5.00% of total cancels

Trade Frequency

Cancel Frequency

8.68% of total trades 13.48% of total cancels

Trade Frequency

Cancel Frequency

15.47% of total trades 22.55% of total cancels

Trade Frequency

Cancel Frequency

22.92% of total trades 34.02% of total cancels

Trade Frequency

Cancel Frequency

37.86% of total trades 51.68% of total cancels

Trade Frequency

Cancel Frequency

71.27% of total trades 79.01% of total cancels

Trade Frequency

Cancel Frequency

94.80% of total trades 96.49% of total cancels

Trade Frequency

Cancel Frequency

99.01% of total trades 99.55% 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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