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Conditional Frequency: Large Stocks Q4 2014

Trade Frequency

Cancel Frequency

2.15% of total trades 6.83% of total cancels

Trade Frequency

Cancel Frequency

8.53% of total trades 14.70% of total cancels

Trade Frequency

Cancel Frequency

15.53% of total trades 23.79% of total cancels

Trade Frequency

Cancel Frequency

23.48% of total trades 35.49% of total cancels

Trade Frequency

Cancel Frequency

38.80% of total trades 53.86% of total cancels

Trade Frequency

Cancel Frequency

71.83% of total trades 80.14% of total cancels

Trade Frequency

Cancel Frequency

94.92% of total trades 96.71% of total cancels

Trade Frequency

Cancel Frequency

99.15% of total trades 99.61% 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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