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Conditional Frequency: Small Stocks Q3 2015

Trade Frequency

Cancel Frequency

0.81% of total trades 1.57% of total cancels

Trade Frequency

Cancel Frequency

6.21% of total trades 5.09% of total cancels

Trade Frequency

Cancel Frequency

12.39% of total trades 15.87% of total cancels

Trade Frequency

Cancel Frequency

19.48% of total trades 26.16% of total cancels

Trade Frequency

Cancel Frequency

26.12% of total trades 39.14% of total cancels

Trade Frequency

Cancel Frequency

42.10% of total trades 54.22% of total cancels

Trade Frequency

Cancel Frequency

66.04% of total trades 71.23% of total cancels

Trade Frequency

Cancel Frequency

86.83% of total trades 87.40% 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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