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Conditional Frequency: Small Stocks Q1 2016

Trade Frequency

Cancel Frequency

0.52% of total trades 2.02% of total cancels

Trade Frequency

Cancel Frequency

5.45% of total trades 6.29% of total cancels

Trade Frequency

Cancel Frequency

11.06% of total trades 14.65% of total cancels

Trade Frequency

Cancel Frequency

18.14% of total trades 18.20% of total cancels

Trade Frequency

Cancel Frequency

23.35% of total trades 31.49% of total cancels

Trade Frequency

Cancel Frequency

37.52% of total trades 49.15% of total cancels

Trade Frequency

Cancel Frequency

59.97% of total trades 68.85% of total cancels

Trade Frequency

Cancel Frequency

83.99% of total trades 87.08% 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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