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Conditional Frequency: Small Stocks Q3 2014

Trade Frequency

Cancel Frequency

0.22% of total trades 0.90% of total cancels

Trade Frequency

Cancel Frequency

4.26% of total trades 3.13% of total cancels

Trade Frequency

Cancel Frequency

9.16% of total trades 12.14% of total cancels

Trade Frequency

Cancel Frequency

14.55% of total trades 21.48% of total cancels

Trade Frequency

Cancel Frequency

20.46% of total trades 34.84% of total cancels

Trade Frequency

Cancel Frequency

36.31% of total trades 48.32% of total cancels

Trade Frequency

Cancel Frequency

61.33% of total trades 72.07% of total cancels

Trade Frequency

Cancel Frequency

85.09% of total trades 87.75% 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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