TRANSACTIONS - BASIC STATS (given in the order: BID & OFFER SIDE, BID, OFFER) !!!!! BID & OFFER SIDE !!!!! Entire Trading Day Total #, Volume: Mean, Median, Min, Max, SD 18741.000 17.159170 10.000000 10.000000 220.00000 11.419885 Price: Mean, Median, Min, Max, SD 138363.03 138125.00 114650.00 147450.00 4208.4393 Frequency: 10,20,...,100,<=150,<=200,<=250 0.54612881 0.32031375 0.072248012 0.023264500 0.027853370 0.0042153567 0.0019742810 0.0010671789 0.00080038418 0.0013339736 0.00058694840 0.00016007684 5.3358946e-05 Relative Frequency of Small (10 & 20) vs. Others 6.4874151 Hourly Results Time Interval 9:00 10:00 Total #, Volume: Mean, Median, Min, Max, SD 3877.0000 17.209182 10.000000 10.000000 120.00000 10.782149 Price: Mean, Median, Min, Max, SD 138315.22 138200.00 131100.00 147100.00 4197.2206 Frequency: 10,20,...,100,<=150,<=200,<=250 0.52927521 0.33402115 0.080990457 0.023987619 0.020376580 0.0056744906 0.0020634511 0.0010317256 0.00051586278 0.0015475883 0.00051586278 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 6.3150943 Time Interval 10:00 11:00 Total #, Volume: Mean, Median, Min, Max, SD 2818.0000 17.019163 10.000000 10.000000 140.00000 11.033897 Price: Mean, Median, Min, Max, SD 137933.72 137500.00 131500.00 147300.00 4223.9361 Frequency: 10,20,...,100,<=150,<=200,<=250 0.54932576 0.32008517 0.075230660 0.018452803 0.025195174 0.0049680625 0.0021291696 0.0021291696 0.0010645848 0.0010645848 0.00035486160 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 6.6576087 Time Interval 11:00 12:00 Total #, Volume: Mean, Median, Min, Max, SD 2154.0000 16.513463 10.000000 10.000000 150.00000 11.225761 Price: Mean, Median, Min, Max, SD 138365.89 138200.00 131200.00 147450.00 4210.6732 Frequency: 10,20,...,100,<=150,<=200,<=250 0.59331476 0.28644383 0.061281337 0.019498607 0.031569174 0.0013927577 0.0032497679 0.00092850511 0.00046425255 0.00092850511 0.00092850511 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 7.3166023 Time Interval 12:00 13:00 Total #, Volume: Mean, Median, Min, Max, SD 2483.0000 16.733790 10.000000 10.000000 140.00000 11.034541 Price: Mean, Median, Min, Max, SD 138592.14 138600.00 130750.00 147350.00 4261.7458 Frequency: 10,20,...,100,<=150,<=200,<=250 0.56544503 0.31574708 0.059202578 0.025372533 0.024969795 0.0048328635 0.0012082159 0.00040273862 0.00040273862 0.00080547725 0.0016109545 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 7.4169492 Time Interval 13:00 14:00 Total #, Volume: Mean, Median, Min, Max, SD 3135.0000 17.693780 10.000000 10.000000 200.00000 12.363176 Price: Mean, Median, Min, Max, SD 138675.65 138500.00 114650.00 147000.00 4201.2719 Frequency: 10,20,...,100,<=150,<=200,<=250 0.53301435 0.32089314 0.071451356 0.026156300 0.038596491 0.0038277512 0.0019138756 0.0012759171 0.00063795853 0.00095693780 0.00063795853 0.00063795853 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 5.8449782 Time Interval 14:00 15:00 Total #, Volume: Mean, Median, Min, Max, SD 4274.0000 17.386523 10.000000 10.000000 220.00000 11.803321 Price: Mean, Median, Min, Max, SD 138325.61 137600.00 131500.00 147350.00 4156.4784 Frequency: 10,20,...,100,<=150,<=200,<=250 0.53392606 0.32732803 0.076041179 0.024333177 0.028310716 0.0037435657 0.0016378100 0.00070191858 0.0014038372 0.0021057557 0.0000000 0.00023397286 0.00023397286 Relative Frequency of Small (10 & 20) vs. Others 6.2074199 !!!!! BID SIDE !!!!! Entire Trading Day Total #, Volume: Mean, Median, Min, Max, SD 9337.0000 16.254686 10.000000 10.000000 120.00000 9.6651653 Price: Mean, Median, Min, Max, SD 138316.45 138100.00 130500.00 147450.00 4194.6268 Frequency: 10,20,...,100,<=150,<=200,<=250 0.56185070 0.33576095 0.059440934 0.014887009 0.023776374 0.0010710078 0.00053550391 0.00053550391 0.00074970547 0.0012852094 0.00010710078 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 8.7667364 Hourly Results Time Interval 9:00 10:00 Total #, Volume: Mean, Median, Min, Max, SD 1929.0000 16.459305 10.000000 10.000000 100.00000 9.9406187 Price: Mean, Median, Min, Max, SD 138280.04 138100.00 131100.00 147100.00 4225.7771 Frequency: 10,20,...,100,<=150,<=200,<=250 0.54898911 0.34473821 0.063763608 0.016588906 0.019180923 0.0020736133 0.0010368066 0.00051840332 0.0010368066 0.0020736133 0.0000000 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 8.4097561 Time Interval 10:00 11:00 Total #, Volume: Mean, Median, Min, Max, SD 1465.0000 16.027304 10.000000 10.000000 100.00000 9.1615326 Price: Mean, Median, Min, Max, SD 137862.00 137400.00 131500.00 147300.00 4173.4262 Frequency: 10,20,...,100,<=150,<=200,<=250 0.56382253 0.33856655 0.063481229 0.010921502 0.019795222 0.00068259386 0.0000000 0.0013651877 0.0000000 0.0013651877 0.0000000 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 9.2447552 Time Interval 11:00 12:00 Total #, Volume: Mean, Median, Min, Max, SD 1073.0000 15.657036 10.000000 10.000000 50.000000 9.0067237 Price: Mean, Median, Min, Max, SD 138119.50 137700.00 131200.00 147450.00 4213.4237 Frequency: 10,20,...,100,<=150,<=200,<=250 0.61043802 0.28890960 0.055917987 0.013979497 0.030754893 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 8.9351852 Time Interval 12:00 13:00 Total #, Volume: Mean, Median, Min, Max, SD 1252.0000 15.982428 10.000000 10.000000 120.00000 9.6746272 Price: Mean, Median, Min, Max, SD 138778.51 138800.00 130750.00 147350.00 4270.2532 Frequency: 10,20,...,100,<=150,<=200,<=250 0.57188498 0.34185304 0.045527157 0.014376997 0.021565495 0.0015974441 0.00079872204 0.0000000 0.0000000 0.0015974441 0.00079872204 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 10.592593 Time Interval 13:00 14:00 Total #, Volume: Mean, Median, Min, Max, SD 1585.0000 16.712934 10.000000 10.000000 100.00000 10.112198 Price: Mean, Median, Min, Max, SD 138609.68 138450.00 130500.00 146950.00 4151.5824 Frequency: 10,20,...,100,<=150,<=200,<=250 0.54321767 0.34511041 0.059936909 0.013880126 0.033438486 0.0012618297 0.00063091483 0.00063091483 0.00063091483 0.0012618297 0.0000000 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 7.9548023 Time Interval 14:00 15:00 Total #, Volume: Mean, Median, Min, Max, SD 2033.0000 16.350221 10.000000 10.000000 100.00000 9.7133787 Price: Mean, Median, Min, Max, SD 138269.26 137500.00 131650.00 147300.00 4116.8189 Frequency: 10,20,...,100,<=150,<=200,<=250 0.55533694 0.33890802 0.062469257 0.017707821 0.021151008 0.00049188392 0.00049188392 0.00049188392 0.0019675357 0.00098376783 0.0000000 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 8.4558140 !!!!! OFFER SIDE !!!!! Entire Trading Day Total #, Volume: Mean, Median, Min, Max, SD 9404.0000 18.057210 10.000000 10.000000 220.00000 12.866370 Price: Mean, Median, Min, Max, SD 138409.28 138200.00 114650.00 147450.00 4221.8233 Frequency: 10,20,...,100,<=150,<=200,<=250 0.53051893 0.30497661 0.084963845 0.031582305 0.031901319 0.0073373033 0.0034028073 0.0015950659 0.00085070183 0.0013823905 0.0010633773 0.00031901319 0.00010633773 Relative Frequency of Small (10 & 20) vs. Others 5.0788623 Hourly Results Time Interval 9:00 10:00 Total #, Volume: Mean, Median, Min, Max, SD 1948.0000 17.951745 10.000000 10.000000 120.00000 11.509748 Price: Mean, Median, Min, Max, SD 138350.05 138300.00 131200.00 147100.00 4169.5424 Frequency: 10,20,...,100,<=150,<=200,<=250 0.50975359 0.32340862 0.098049281 0.031314168 0.021560575 0.0092402464 0.0030800821 0.0015400411 0.0000000 0.0010266940 0.0010266940 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 4.9938462 Time Interval 10:00 11:00 Total #, Volume: Mean, Median, Min, Max, SD 1353.0000 18.093126 10.000000 10.000000 140.00000 12.671319 Price: Mean, Median, Min, Max, SD 138011.38 137600.00 131600.00 147300.00 4278.1433 Frequency: 10,20,...,100,<=150,<=200,<=250 0.53362897 0.30007391 0.087952698 0.026607539 0.031042129 0.0096082779 0.0044345898 0.0029563932 0.0022172949 0.00073909830 0.00073909830 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 5.0133333 Time Interval 11:00 12:00 Total #, Volume: Mean, Median, Min, Max, SD 1081.0000 17.363552 10.000000 10.000000 150.00000 13.009474 Price: Mean, Median, Min, Max, SD 138610.45 138600.00 131200.00 147450.00 4195.5935 Frequency: 10,20,...,100,<=150,<=200,<=250 0.57631822 0.28399630 0.066604995 0.024976873 0.032377428 0.0027752081 0.0064754857 0.0018501388 0.00092506938 0.0018501388 0.0018501388 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 6.1589404 Time Interval 12:00 13:00 Total #, Volume: Mean, Median, Min, Max, SD 1231.0000 17.497969 10.000000 10.000000 140.00000 12.220659 Price: Mean, Median, Min, Max, SD 138402.58 138400.00 130800.00 146900.00 4246.4221 Frequency: 10,20,...,100,<=150,<=200,<=250 0.55889521 0.28919578 0.073111292 0.036555646 0.028432169 0.0081234768 0.0016246954 0.00081234768 0.00081234768 0.0000000 0.0024370431 0.0000000 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 5.5828877 Time Interval 13:00 14:00 Total #, Volume: Mean, Median, Min, Max, SD 1550.0000 18.696774 10.000000 10.000000 200.00000 14.236939 Price: Mean, Median, Min, Max, SD 138743.10 138650.00 114650.00 147000.00 4251.7647 Frequency: 10,20,...,100,<=150,<=200,<=250 0.52258065 0.29612903 0.083225806 0.038709677 0.043870968 0.0064516129 0.0032258065 0.0019354839 0.00064516129 0.00064516129 0.0012903226 0.0012903226 0.0000000 Relative Frequency of Small (10 & 20) vs. Others 4.5160142 Time Interval 14:00 15:00 Total #, Volume: Mean, Median, Min, Max, SD 2241.0000 18.326640 10.000000 10.000000 220.00000 13.353452 Price: Mean, Median, Min, Max, SD 138376.73 137750.00 131500.00 147350.00 4192.3951 Frequency: 10,20,...,100,<=150,<=200,<=250 0.51450245 0.31682285 0.088353414 0.030343597 0.034805890 0.0066934404 0.0026773762 0.00089245872 0.00089245872 0.0031236055 0.0000000 0.00044622936 0.00044622936 Relative Frequency of Small (10 & 20) vs. Others 4.9285714