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Conditional Frequency: Small Stocks Q2 2015

Trade Frequency

Cancel Frequency

0.46% of total trades 1.34% of total cancels

Trade Frequency

Cancel Frequency

5.38% of total trades 5.74% of total cancels

Trade Frequency

Cancel Frequency

12.39% of total trades 11.46% of total cancels

Trade Frequency

Cancel Frequency

18.82% of total trades 21.05% of total cancels

Trade Frequency

Cancel Frequency

25.14% of total trades 33.61% of total cancels

Trade Frequency

Cancel Frequency

39.08% of total trades 50.93% of total cancels

Trade Frequency

Cancel Frequency

61.68% of total trades 69.69% of total cancels

Trade Frequency

Cancel Frequency

84.68% of total trades 86.95% 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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