Table 2 Summary statistics for the full sample period
From: Novel modelling strategies for high-frequency stock trading data
| Â | MktCap | Volume | Spread | Midprice | Depth |
|---|---|---|---|---|---|
($billion) | (million) | (bps) | ($ per share) | (shares) | |
Mean | 367.878 | 9.801 | 1.637 | 98.296 | 2950.071 |
Median | 232.265 | 6.430 | 1.253 | 87.985 | 1200.000 |
Std Dev | 534.232 | 9.188 | 4.322 | 45.439 | 5795.606 |
Min | 37.162 | 0.955 | 0.000 | 30.320 | 200.000 |
Max | 2405.000 | 75.611 | 2196.646 | 246.415 | 580200.000 |