Pretty rare, I was in Dahab last week & dived into the crack one left in the coral - but the 'quake was millions of years ago.
They are more common in Greece or Turkey.

There was the earthquake near Cairo back in '93, and one in the sea off Nuweiba in '95, but tremors occur all over the place including Europe. I had just checked into my hotel room in Zurich just over a year ago when the area was hit by a tremor - very noticeable as I was on the 17th floor. And then more recently they had one in Kent. In fact they occur all over the place, ( Germany had one a few days ago measuring 4.2 on the richter scale, whilst the one in Indonesia yesterday was 7.5 ), though we do not really pay much attention to them.

Thanks for the reassurance peeps

Kazee