| daytime dummy | overnight dummy | lnsize | followerpctg | insitihold | lnnumber |
lnspread | 0.032* 0.000 | −0.007 0.433 | 0.030 0.440 | 0.017 0.749 | 0.904* 0.003 | 0.008 0.100 |
lnvolume | −0.026* 0.000 | 0.005 0.554 | — | −0.034 0.531 | 0.671 0.822 | 0.021* 0.000 |