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Conditional Frequency: Large Stocks Q4 2018

Trade Frequency

Cancel Frequency

2.89% of total trades 7.07% of total cancels

Trade Frequency

Cancel Frequency

11.26% of total trades 16.54% of total cancels

Trade Frequency

Cancel Frequency

17.98% of total trades 27.37% of total cancels

Trade Frequency

Cancel Frequency

26.11% of total trades 43.95% of total cancels

Trade Frequency

Cancel Frequency

46.98% of total trades 66.84% of total cancels

Trade Frequency

Cancel Frequency

81.66% of total trades 89.73% of total cancels

Trade Frequency

Cancel Frequency

96.51% of total trades 98.16% of total cancels

Trade Frequency

Cancel Frequency

99.25% of total trades 99.73% 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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