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Conditional Frequency: Small Stocks Q2 2016

Trade Frequency

Cancel Frequency

0.60% of total trades 2.19% of total cancels

Trade Frequency

Cancel Frequency

5.81% of total trades 8.18% of total cancels

Trade Frequency

Cancel Frequency

11.80% of total trades 13.74% of total cancels

Trade Frequency

Cancel Frequency

19.31% of total trades 17.89% of total cancels

Trade Frequency

Cancel Frequency

24.36% of total trades 26.27% of total cancels

Trade Frequency

Cancel Frequency

39.61% of total trades 43.89% of total cancels

Trade Frequency

Cancel Frequency

62.05% of total trades 65.13% of total cancels

Trade Frequency

Cancel Frequency

85.06% of total trades 85.18% 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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