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Conditional Frequency: Small Stocks Q4 2014

Trade Frequency

Cancel Frequency

0.25% of total trades 0.90% of total cancels

Trade Frequency

Cancel Frequency

3.16% of total trades 5.66% of total cancels

Trade Frequency

Cancel Frequency

9.00% of total trades 13.61% of total cancels

Trade Frequency

Cancel Frequency

15.15% of total trades 20.52% of total cancels

Trade Frequency

Cancel Frequency

19.05% of total trades 31.26% of total cancels

Trade Frequency

Cancel Frequency

30.39% of total trades 43.79% of total cancels

Trade Frequency

Cancel Frequency

53.43% of total trades 65.07% of total cancels

Trade Frequency

Cancel Frequency

81.04% of total trades 84.09% 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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