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Conditional Frequency: Small Stocks Q3 2018

Trade Frequency

Cancel Frequency

1.19% of total trades 5.03% of total cancels

Trade Frequency

Cancel Frequency

5.98% of total trades 11.65% of total cancels

Trade Frequency

Cancel Frequency

12.02% of total trades 15.94% of total cancels

Trade Frequency

Cancel Frequency

20.62% of total trades 24.31% of total cancels

Trade Frequency

Cancel Frequency

28.32% of total trades 31.21% of total cancels

Trade Frequency

Cancel Frequency

46.68% of total trades 47.29% of total cancels

Trade Frequency

Cancel Frequency

69.83% of total trades 68.35% of total cancels

Trade Frequency

Cancel Frequency

89.52% of total trades 86.51% 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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