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Conditional Frequency: Large Stocks Q4 2015

Trade Frequency

Cancel Frequency

2.31% of total trades 4.91% of total cancels

Trade Frequency

Cancel Frequency

9.44% of total trades 13.18% of total cancels

Trade Frequency

Cancel Frequency

15.77% of total trades 22.93% of total cancels

Trade Frequency

Cancel Frequency

22.49% of total trades 36.70% of total cancels

Trade Frequency

Cancel Frequency

36.88% of total trades 53.80% of total cancels

Trade Frequency

Cancel Frequency

71.14% of total trades 80.43% of total cancels

Trade Frequency

Cancel Frequency

95.15% of total trades 96.32% of total cancels

Trade Frequency

Cancel Frequency

99.13% of total trades 99.46% 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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