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Conditional Frequency: Small Stocks Q3 2019

Trade Frequency

Cancel Frequency

1.48% of total trades 3.00% of total cancels

Trade Frequency

Cancel Frequency

6.11% of total trades 25.51% of total cancels

Trade Frequency

Cancel Frequency

12.46% of total trades 30.54% of total cancels

Trade Frequency

Cancel Frequency

21.20% of total trades 40.50% of total cancels

Trade Frequency

Cancel Frequency

28.08% of total trades 48.80% of total cancels

Trade Frequency

Cancel Frequency

46.72% of total trades 62.13% of total cancels

Trade Frequency

Cancel Frequency

71.59% of total trades 78.07% of total cancels

Trade Frequency

Cancel Frequency

90.90% of total trades 90.59% 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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