Table 1

Summary statistics of trading volume data

CSI300 spotCSI300 nearby futures contractCSI300 first distant futures contract
Mean275,0701,514292
Median222,0101,10154
Maximum9,550,87931,58630,849
Minimum000
Standard deviation230,8601,473718
Skewness4.9452.6916.327
Kurtosis79.90216.45077.031
Jarque–Bera p value<0.001<0.001<0.001

Source(s): Elaborated by the authors

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