|
| spread | volume | daytimedummy | overnightdummy |
| spread | 1.000 | — | — | — |
| volume | −0.212* | 1.000 | — | — |
| daytimedummy | 0.087* | -0.010 | 1.000 | — |
| overnightdummy | 0.102* | 0.083* | 0.291* | 1.000 |