spb/wp6_uqo

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1\begin{tabular}{@{}llrrrr@{}}2\toprule3Asset & Session (UTC) & Days & Mean $|r|$ (\%) & Annualized vol.\ (\%) & Share of day (\%) \\4\midrule5ES & Asian 00:00--08:00 & 2583 & 0.024 & 5.1 & 16.2 \\6 & European 08:00--14:30 & 2581 & 0.037 & 7.3 & 30.8 \\7 & U.S. 14:30--21:00 & 2578 & 0.054 & 9.9 & 53.1 \\8\addlinespace9NQ & Asian 00:00--08:00 & 2583 & 0.029 & 6.2 & 14.3 \\10 & European 08:00--14:30 & 2581 & 0.046 & 9.5 & 31.8 \\11 & U.S. 14:30--21:00 & 2578 & 0.069 & 12.8 & 54.0 \\12\addlinespace13VIX & Asian 00:00--08:00 & 0 & 0.231 & -- & -- \\14 & European 08:00--14:30 & 2492 & 0.272 & 58.6 & 36.9 \\15 & U.S. 14:30--21:00 & 2518 & 0.444 & 80.6 & 63.5 \\16\addlinespace17BTC & Asian 00:00--08:00 & 2610 & 0.255 & 56.9 & 36.6 \\18 & European 08:00--14:30 & 2609 & 0.260 & 51.2 & 25.3 \\19 & U.S. 14:30--21:00 & 2608 & 0.287 & 56.8 & 38.2 \\20\bottomrule21\end{tabular}