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Conditional Frequency: Large Stocks Q3 2016

Trade Frequency

Cancel Frequency

1.86% of total trades 5.82% of total cancels

Trade Frequency

Cancel Frequency

7.93% of total trades 15.94% of total cancels

Trade Frequency

Cancel Frequency

13.34% of total trades 24.33% of total cancels

Trade Frequency

Cancel Frequency

19.05% of total trades 34.72% of total cancels

Trade Frequency

Cancel Frequency

31.88% of total trades 52.69% of total cancels

Trade Frequency

Cancel Frequency

64.77% of total trades 78.04% of total cancels

Trade Frequency

Cancel Frequency

93.41% of total trades 95.58% of total cancels

Trade Frequency

Cancel Frequency

98.98% of total trades 99.43% 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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