decade,variable,mean,sd,p1,p5,p50,p95,p99,n
1992–1999,Minute log return (bps),-0.16508506365621442,90.41569076185154,-158.31465216680664,-65.57400546159275,0.0,65.08623627388133,157.4835696813892,8844318
1992–1999,High--low log range (bps),17.603834894125068,93.48379813568077,0.0,0.0,0.0,83.21823337492278,190.4819497069441,8890611
1992–1999,Dollar volume per bar (\$000),228.72338039445984,910.9268420530758,1.6,3.125,42.0875,948.24375,2942.86875,8890611
2000–2009,Minute log return (bps),-0.03808465146150037,333.0703936728912,-61.16227017435971,-23.501773449536856,0.0,23.174981403624173,60.6062461169099,21554950
2000–2009,High--low log range (bps),14.423067955503454,348.9633536247991,0.0,0.0,5.264543422460413,47.732787526575905,112.99555253933465,21619622
2000–2009,Dollar volume per bar (\$000),386.35872276945645,23791.543436448308,2.2960000000000003,5.3500000000000005,87.61500000000002,1315.95,4372.705,21619622
2010–2019,Minute log return (bps),-0.01313424702718676,45.03800832811408,-26.392203231906386,-12.535257047243675,0.0,12.494795461468478,26.212334798740855,23038817
2010–2019,High--low log range (bps),7.262749285756802,64.62091022590623,0.0,0.0,4.61787124345804,22.25933028153911,42.64398786457518,23103541
2010–2019,Dollar volume per bar (\$000),586.5077853470777,3504.4998414109,5.10714,14.99025,173.83925,1939.15904,6120.18741,23103541
2020–2026,Minute log return (bps),0.0019555292408286397,13.100956425066721,-36.192583843130954,-17.137964777349524,0.0,17.167386190544143,36.243510519593514,22114997
2020–2026,High--low log range (bps),9.471326726463126,14.11362987384148,0.0,0.0,5.850519400462764,30.534374868902482,59.570641752953186,22180658
2020–2026,Dollar volume per bar (\$000),1338.6566051629095,7744.214885495558,15.800540000000002,41.867599999999996,337.03452000000004,4125.48237,16852.30568,22180658