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Conditional Frequency: Mid Cap Stocks Q3 2015

Trade Frequency

Cancel Frequency

2.03% of total trades 3.05% of total cancels

Trade Frequency

Cancel Frequency

9.51% of total trades 7.96% of total cancels

Trade Frequency

Cancel Frequency

14.47% of total trades 17.91% of total cancels

Trade Frequency

Cancel Frequency

19.50% of total trades 27.61% of total cancels

Trade Frequency

Cancel Frequency

25.99% of total trades 39.82% of total cancels

Trade Frequency

Cancel Frequency

46.00% of total trades 65.43% of total cancels

Trade Frequency

Cancel Frequency

80.56% of total trades 88.34% of total cancels

Trade Frequency

Cancel Frequency

97.50% of total trades 97.69% 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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