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Conditional Frequency: Mid Cap Stocks Q1 2015

Trade Frequency

Cancel Frequency

2.06% of total trades 3.98% of total cancels

Trade Frequency

Cancel Frequency

8.96% of total trades 10.66% of total cancels

Trade Frequency

Cancel Frequency

14.20% of total trades 21.09% of total cancels

Trade Frequency

Cancel Frequency

19.77% of total trades 30.16% of total cancels

Trade Frequency

Cancel Frequency

26.52% of total trades 42.05% of total cancels

Trade Frequency

Cancel Frequency

46.17% of total trades 65.67% of total cancels

Trade Frequency

Cancel Frequency

79.69% of total trades 88.03% of total cancels

Trade Frequency

Cancel Frequency

97.27% of total trades 97.26% 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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