3 ms·That order can disappear in between. The probability of such event is not zero.by polskibus 9y agoThat order can disappear in between. The probability of such event is not zero.runeks 9y agoHow does exchange volume affect the risk of this occurring?polskibus 9y agoThe more liquidity there is, the higher the chance that someone will jump in the place of another order that has been withdrawn. Low liquidity and volume means that such chance is lower.