Table 3 Run rates
From: A theory of very short-time price change: security price drivers in times of high-frequency trading
Date | 03-May | 04-May | 05-May | 06-May | 07-May |
|---|---|---|---|---|---|
Runs | 11,399 | 9293 | 8843 | 12824 | 6656 |
Runs/sec | 1.7 | 2.6 | 3.0 | 33.1 | 3.1 |
From: A theory of very short-time price change: security price drivers in times of high-frequency trading
Date | 03-May | 04-May | 05-May | 06-May | 07-May |
|---|---|---|---|---|---|
Runs | 11,399 | 9293 | 8843 | 12824 | 6656 |
Runs/sec | 1.7 | 2.6 | 3.0 | 33.1 | 3.1 |