High frequency trading percentage of daily volume
6 Jun 2013 How the Robots Lost: High-Frequency Trading's Rise and Fall. Speed traders made billions staging market attacks like this one. Speed, it turns 1 May 2012 High Frequency Trading (HFT) has increased in prominence over the last decade . lower average trade volume and lower duration between trades. expressed as a percentage of the instrument's price. daily-stock effective spread is then converted to a daily-market-wide effective spread by equally. 7 Oct 2015 characterised by a high daily portfolio turnover and order-to-trade ratio (i.e. Figure 8: Percentage of high-frequency trader 'lit' orders that are.