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Judging from this list, not very often:

https://blockchain.info/double-spends

Why is this the case? I would have guessed they would have been more frequent.

Is it OK to always accept (small-to-medium) transactions as valid then?

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The wiki explains it better than I can:

But the short answer is that's the reason most participants wait for at least 6 confirmations before accepting a transaction as valid. The likelihood of hash collisions or other potential attacks having any success going undetected drops with each confirmation, and 6 confirmations is usually chosen as an "overkill" number.

To answer your question from the post title, though, refer to this question's answers:

Has there ever been a successful double spend attack on the Bitcoin network? If not, is it really necessary to wait for confirmations?

If what they say is correct, it seems we really don't know if and when (or how often) any double-spends have actually been successful.

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