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Conditional Frequency: Large Stocks Q2 2013

Trade Frequency

Cancel Frequency

1.39% of total trades 5.02% of total cancels

Trade Frequency

Cancel Frequency

6.35% of total trades 12.78% of total cancels

Trade Frequency

Cancel Frequency

13.25% of total trades 21.08% of total cancels

Trade Frequency

Cancel Frequency

20.83% of total trades 32.66% of total cancels

Trade Frequency

Cancel Frequency

34.4% of total trades 51.5% of total cancels

Trade Frequency

Cancel Frequency

64.05% of total trades 74.8% of total cancels

Trade Frequency

Cancel Frequency

92.56% of total trades 94.18% of total cancels

Trade Frequency

Cancel Frequency

98.98% of total trades 99.36% of total cancels

Trade Frequency

Cancel Frequency

99.9999% of total trades 99.9995% 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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