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Conditional Frequency: Small Stocks Q1 2017

Trade Frequency

Cancel Frequency

0.81% of total trades 1.92% of total cancels

Trade Frequency

Cancel Frequency

5.01% of total trades 7.62% of total cancels

Trade Frequency

Cancel Frequency

10.06% of total trades 13.16% of total cancels

Trade Frequency

Cancel Frequency

15.60% of total trades 19.59% of total cancels

Trade Frequency

Cancel Frequency

21.06% of total trades 27.41% of total cancels

Trade Frequency

Cancel Frequency

39.30% of total trades 48.31% of total cancels

Trade Frequency

Cancel Frequency

64.85% of total trades 71.75% of total cancels

Trade Frequency

Cancel Frequency

87.08% of total trades 88.12% 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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