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Conditional Frequency: Large Stocks Q2 2016

Trade Frequency

Cancel Frequency

1.98 of total trades 5.03% of total cancels

Trade Frequency

Cancel Frequency

8.32% of total trades 14.15% of total cancels

Trade Frequency

Cancel Frequency

14.08% of total trades 22.86% of total cancels

Trade Frequency

Cancel Frequency

20.29% of total trades 34.14% of total cancels

Trade Frequency

Cancel Frequency

34.32% of total trades 53.36% of total cancels

Trade Frequency

Cancel Frequency

68.54% of total trades 79.44% of total cancels

Trade Frequency

Cancel Frequency

94.43% of total trades 96.33% of total cancels

Trade Frequency

Cancel Frequency

99.04% of total trades 99.51% 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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