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Conditional Frequency: Large Stocks Q1 2018

Trade Frequency

Cancel Frequency

2.82% of total trades 7.87% of total cancels

Trade Frequency

Cancel Frequency

10.36% of total trades 17.32% of total cancels

Trade Frequency

Cancel Frequency

16.32% of total trades 28.68% of total cancels

Trade Frequency

Cancel Frequency

23.15% of total trades 42.86% of total cancels

Trade Frequency

Cancel Frequency

40.77% of total trades 63.81% of total cancels

Trade Frequency

Cancel Frequency

75.49% of total trades 86.05% of total cancels

Trade Frequency

Cancel Frequency

95.05% of total trades 97.24% of total cancels

Trade Frequency

Cancel Frequency

98.87% of total trades 99.59% 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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