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Conditional Frequency: Small Stocks Q1 2015

Trade Frequency

Cancel Frequency

0.21% of total trades 1.40% of total cancels

Trade Frequency

Cancel Frequency

3.43% of total trades 5.19% of total cancels

Trade Frequency

Cancel Frequency

9.12% of total trades 9.78% of total cancels

Trade Frequency

Cancel Frequency

14.86% of total trades 21.32% of total cancels

Trade Frequency

Cancel Frequency

20.56% of total trades 30.94% of total cancels

Trade Frequency

Cancel Frequency

35.42% of total trades 46.69% of total cancels

Trade Frequency

Cancel Frequency

59.77% of total trades 66.88% of total cancels

Trade Frequency

Cancel Frequency

83.78% of total trades 84.83% 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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