Is it commonplace for brother and sister to have sexual relations?

I rarely ask a question like this, but I have a reason. In my teenage years, I dated this girl and had been plans for us. All of a sudden, she called off our engagement and gave no reason why. For some strange reason, I had always thought she and her brother were being intimate with each other. Her brother never dated anyone and he always hung around his sister, like she was his girlfriend. I could sense jealousy for me, when I was with her. Question: are sexual relations between brother and sister more common than we suspect?