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Conditional Frequency: Mid Cap Stocks Q2 2015

Trade Frequency

Cancel Frequency

1.77% of total trades 3.67% of total cancels

Trade Frequency

Cancel Frequency

8.57% of total trades 10.32% of total cancels

Trade Frequency

Cancel Frequency

13.45% of total trades 20.39% of total cancels

Trade Frequency

Cancel Frequency

18.47% of total trades 29.67% of total cancels

Trade Frequency

Cancel Frequency

24.55% of total trades 39.24% of total cancels

Trade Frequency

Cancel Frequency

42.59% of total trades 62.21% of total cancels

Trade Frequency

Cancel Frequency

75.96% of total trades 85.57% of total cancels

Trade Frequency

Cancel Frequency

96.64% of total trades 96.91% 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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