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Conditional Frequency: Large Stocks Q3 2018

Trade Frequency

Cancel Frequency

2.77% of total trades 6.91% of total cancels

Trade Frequency

Cancel Frequency

10.09% of total trades 15.55% of total cancels

Trade Frequency

Cancel Frequency

15.51% of total trades 24.63% of total cancels

Trade Frequency

Cancel Frequency

21.42% of total trades 37.81% of total cancels

Trade Frequency

Cancel Frequency

36.20% of total trades 63.19% of total cancels

Trade Frequency

Cancel Frequency

70.59% of total trades 85.38% of total cancels

Trade Frequency

Cancel Frequency

94.64% of total trades 96.96% of total cancels

Trade Frequency

Cancel Frequency

98.98% of total trades 99.44% 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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