According to their announcements, the main Chinese exchanges should have just activated trading fees of 0.2% at 01/24 noon local time, which is 04:00 UTC. Trade volume was obviously affected. In BTC per half hour

period        OKCoin   BTCC
------------  ------ -------
11:30--12:00    3976   1011
12:00--12:30     823    169
drop:         -79.3% -83.3%

EDIT:

The number of trades per hour obviously dropped too, but I cannot see how to get that parameter.

And now finally we get to see their order books on bitcoinwisdom down to a couple hundred CNY, and a non-trivial spread. For the several years, there were robots that would instantly fill any non-trivial spread with dozens of tiny orders. They seem to have been turned off.