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Conditional Frequency: Mid Cap Stocks Q3 2018

Trade Frequency

Cancel Frequency

2.74% of total trades 5.05% of total cancels

Trade Frequency

Cancel Frequency

10.11% of total trades 14.17% of total cancels

Trade Frequency

Cancel Frequency

14.63% of total trades 22.00% of total cancels

Trade Frequency

Cancel Frequency

17.86% of total trades 30.66% of total cancels

Trade Frequency

Cancel Frequency

23.36% of total trades 41.89% of total cancels

Trade Frequency

Cancel Frequency

39.75% of total trades 63.41% of total cancels

Trade Frequency

Cancel Frequency

71.58% of total trades 85.38% of total cancels

Trade Frequency

Cancel Frequency

96.03% of total trades 97.07% 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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