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Conditional Frequency: Mid Cap Stocks Q4 2015

Trade Frequency

Cancel Frequency

1.86% of total trades 3.39% of total cancels

Trade Frequency

Cancel Frequency

8.84% of total trades 8.43% of total cancels

Trade Frequency

Cancel Frequency

13.86% of total trades 16.78% of total cancels

Trade Frequency

Cancel Frequency

18.89% of total trades 26.10% of total cancels

Trade Frequency

Cancel Frequency

25.14% of total trades 36.41% of total cancels

Trade Frequency

Cancel Frequency

45.56% of total trades 62.91% of total cancels

Trade Frequency

Cancel Frequency

81.08% of total trades 87.52% of total cancels

Trade Frequency

Cancel Frequency

98.01% of total trades 97.56% 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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