\begin{tabular}{@{}llrrrr@{}}
\toprule
Asset & Session (UTC) & Days & Mean $|r|$ (\%) & Annualized vol.\ (\%) & Share of day (\%) \\
\midrule
ES & Asian 00:00--08:00 & 2583 & 0.024 & 5.1 & 16.2 \\
 & European 08:00--14:30 & 2581 & 0.037 & 7.3 & 30.8 \\
 & U.S. 14:30--21:00 & 2578 & 0.054 & 9.9 & 53.1 \\
\addlinespace
NQ & Asian 00:00--08:00 & 2583 & 0.029 & 6.2 & 14.3 \\
 & European 08:00--14:30 & 2581 & 0.046 & 9.5 & 31.8 \\
 & U.S. 14:30--21:00 & 2578 & 0.069 & 12.8 & 54.0 \\
\addlinespace
VIX & Asian 00:00--08:00 & 0 & 0.231 & -- & -- \\
 & European 08:00--14:30 & 2492 & 0.272 & 58.6 & 36.9 \\
 & U.S. 14:30--21:00 & 2518 & 0.444 & 80.6 & 63.5 \\
\addlinespace
BTC & Asian 00:00--08:00 & 2610 & 0.255 & 56.9 & 36.6 \\
 & European 08:00--14:30 & 2609 & 0.260 & 51.2 & 25.3 \\
 & U.S. 14:30--21:00 & 2608 & 0.287 & 56.8 & 38.2 \\
\bottomrule
\end{tabular}