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Conditional Frequency: Small Stocks Q4 2015

Trade Frequency

Cancel Frequency

0.58% of total trades 1.91% of total cancels

Trade Frequency

Cancel Frequency

4.30% of total trades 7.62% of total cancels

Trade Frequency

Cancel Frequency

9.60% of total trades 15.40% of total cancels

Trade Frequency

Cancel Frequency

15.84% of total trades 19.91% of total cancels

Trade Frequency

Cancel Frequency

21.19% of total trades 30.08% of total cancels

Trade Frequency

Cancel Frequency

34.89% of total trades 47.11% of total cancels

Trade Frequency

Cancel Frequency

57.62% of total trades 66.82% of total cancels

Trade Frequency

Cancel Frequency

82.34% of total trades 85.32% 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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