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Conditional Frequency: Mid Cap Stocks Q2 2014

Trade Frequency

Cancel Frequency

1.61% of total trades 4.36% of total cancels

Trade Frequency

Cancel Frequency

6.87% of total trades 9.25% of total cancels

Trade Frequency

Cancel Frequency

11.92% of total trades 17.11% of total cancels

Trade Frequency

Cancel Frequency

17.41% of total trades 26.31% of total cancels

Trade Frequency

Cancel Frequency

24.20% of total trades 38.67% of total cancels

Trade Frequency

Cancel Frequency

43.80% of total trades 62.03% of total cancels

Trade Frequency

Cancel Frequency

77.27% of total trades 87.34% of total cancels

Trade Frequency

Cancel Frequency

96.55% of total trades 97.38% 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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