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Conditional Frequency: Small Stocks Q2 2017

Trade Frequency

Cancel Frequency

0.74% of total trades 1.73% of total cancels

Trade Frequency

Cancel Frequency

4.87% of total trades 5.69% of total cancels

Trade Frequency

Cancel Frequency

9.59% of total trades 10.96% of total cancels

Trade Frequency

Cancel Frequency

14.92% of total trades 18.83% of total cancels

Trade Frequency

Cancel Frequency

20.73% of total trades 26.99% of total cancels

Trade Frequency

Cancel Frequency

39.87% of total trades 49.80% of total cancels

Trade Frequency

Cancel Frequency

65.99% of total trades 73.83% of total cancels

Trade Frequency

Cancel Frequency

87.55% of total trades 88.94% 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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