1\begin{tabular}{lrrrr}2\toprule3Statistic & Mean & SD & Min & Max \\4\midrule5ACF$_1$ of returns & -0.007 & 0.146 & -0.292 & 0.312 \\6Variance ratio (5) & 1.18 & 0.29 & 0.69 & 1.79 \\7Excess kurtosis & 20.4 & 15.3 & 1.8 & 66.0 \\8Vol. clustering $\sum_{1}^{10}\mathrm{ACF}|r|$ & 2.02 & 0.59 & 0.68 & 3.71 \\9Tick volatility (bp) & 17.0 & 7.7 & 6.0 & 38.6 \\10Quoted spread (bp) & 20.7 & 5.0 & 13.0 & 38.6 \\11Effective spread (bp) & 30.4 & 10.3 & 17.4 & 69.2 \\12Depth, 5 levels (lots) & 139 & 5 & 133 & 150 \\13Price impact (bp/100 lots) & 10.8 & 3.9 & 5.4 & 22.3 \\14Mean $|P/V-1|$ (\%) & 0.63 & 0.15 & 0.41 & 0.98 \\15Bubble episodes & 0.00 & 0.00 & 0.00 & 0.00 \\16Max drawdown & 0.033 & 0.012 & 0.010 & 0.060 \\17MM P\&L (\%) & 4.9 & 1.2 & 1.9 & 7.1 \\18Wealth Gini (final) & 0.285 & 0.023 & 0.243 & 0.338 \\19\midrule20Runs (seeds) & 30 & & & \\21\bottomrule22\end{tabular}