BRR

CME Group Bitcoin Futures (BTC)

Price (USD)

$\Delta s_t$

Price (USD)

$\Delta f_t$

Volume

Mean

6892.876

−40.35181

6887.473

−40.99398

3635.532

Standard deviation

2907.558

462.6823

2937.894

423.0727

2837.431

Median

6465.84

−7.57

6460

−5

2951

Min

3239.22

−2879.8

3145

−2785

299

Max

18,842.53

2880.33

19100

1715

21775

Range

15,603.31

5760.13

15955

4500

21476

Skewness

1.245295

−0.2108436

1.264137

−1.054242

2.221384

Kurtosis

1.99217

14.68115

2.074758

8.624834

7.5981

Standard Error

159.3332

25.39299

160.9956

23.21913

155.4902

Observations

333

332

333

332

333