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Conditional Frequency: Small Stocks Q4 2018

Trade Frequency

Cancel Frequency

1.45% of total trades 4.80% of total cancels

Trade Frequency

Cancel Frequency

6.60% of total trades 15.50% of total cancels

Trade Frequency

Cancel Frequency

12.13% of total trades 20.50% of total cancels

Trade Frequency

Cancel Frequency

22.38% of total trades 29.96% of total cancels

Trade Frequency

Cancel Frequency

28.29% of total trades 35.96% of total cancels

Trade Frequency

Cancel Frequency

44.87% of total trades 50.98% of total cancels

Trade Frequency

Cancel Frequency

68.18% of total trades 69.83% of total cancels

Trade Frequency

Cancel Frequency

89.19% of total trades 86.88% 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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