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Conditional Frequency: Small Stocks Q4 2016

Trade Frequency

Cancel Frequency

0.63% of total trades 1.47% of total cancels

Trade Frequency

Cancel Frequency

4.18% of total trades 7.49% of total cancels

Trade Frequency

Cancel Frequency

8.63% of total trades 12.86% of total cancels

Trade Frequency

Cancel Frequency

13.76% of total trades 17.20% of total cancels

Trade Frequency

Cancel Frequency

18.97% of total trades 23.60% of total cancels

Trade Frequency

Cancel Frequency

36.64% of total trades 43.33% of total cancels

Trade Frequency

Cancel Frequency

63.35% of total trades 67.60% of total cancels

Trade Frequency

Cancel Frequency

86.77% of total trades 86.37% 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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