date,Turnover,RelSpread,Amihud,LOT,Roll
19800331,0.0132525,0.0391982,1.15517,0.0521225,0.0122574
19800630,0.00683921,0.0396895,0.925763,0.050634,0.0136096
19800930,0.00648424,0.0386271,0.88709,0.0451038,0.0105856
19801231,0.0079583,0.0338552,1.2211,0.042344,0.0179832
19810331,0.0130338,0.049676,1.79712,0.054485,0.018891
19810630,0.0092562,0.0494737,1.38208,0.0573617,0.026685
19810930,0.0128856,0.045814,1.4446,0.053508,0.0229283
19811231,0.0111022,0.0432876,1.49967,0.0669895,0.0325553
19820331,0.0122836,0.0513613,1.35938,0.0538587,0.0194182
19820630,0.00841138,0.0516613,1.496,0.0534476,0.0206207
19820930,0.00922175,0.0475031,2.23052,0.0501664,0.0172811
19821231,0.0130038,0.0508767,1.55301,0.0576481,0.0242802
19830331,0.0339564,0.056881,1.49726,0.0770551,0.046977
19830630,0.034733,0.0459093,2.99319,0.0589313,0.025308
19830930,0.037967,0.0426484,0.843675,0.0511262,0.0139234
19831231,0.0432658,0.0360957,0.943396,0.0442804,0.023358
19840331,0.0794293,0.03568,0.875154,0.0526581,0.0280566
19840630,0.071807,0.0400346,0.723917,0.0550518,0.0291859
19840930,0.0455167,0.0428532,1.04333,0.0537268,0.0242591
19841231,0.088975,0.0328902,0.604746,0.0474198,0.0186152
19850331,0.0975397,0.0279824,0.6367,0.0500269,0.021317
19850630,0.0582642,0.0287001,0.896957,0.0389995,0.0188313
19850930,0.0724812,0.0283058,0.758649,0.0390168,0.0182003
19851231,0.103055,0.0235578,0.56041,0.0406563,0.0185514
19860331,0.0747086,0.0219717,0.507082,0.035652,0.0218486
19860630,0.0483767,0.0318083,0.861303,0.0470004,0.0270596
19860930,0.0398569,0.0306393,0.903323,0.0410297,0.0186811
19861231,0.0498765,0.0283205,0.876168,0.040979,0.0207718
19870331,0.0520444,0.0257997,0.802293,0.0370877,0.0149261
19870630,0.0535602,0.0259598,0.690936,0.0384163,0.0192417
19870930,0.0925002,0.0245095,0.468162,0.0435978,0.0248236
19871231,0.0642317,0.0417057,1.16577,0.0666999,0.048302
19880331,0.0565372,0.0436168,1.10224,0.0542008,0.0281222
19880630,0.0607808,0.0523429,1.39205,0.0630937,0.0285428
19880930,0.061526,0.0600232,1.83941,0.0699717,0.034885
19881231,0.107067,0.0547134,1.80241,0.0673388,0.029815
19890331,0.169453,0.0452215,1.91597,0.0647497,0.0291474
19890630,0.147499,0.0401694,0.772163,0.0525841,0.0272056
19890930,0.103169,0.0435653,1.88943,0.0497861,0.0271778
19891231,0.103797,0.0472933,1.13684,0.0540824,0.0326969
19900331,0.172525,0.0399714,0.736238,0.0580864,0.0227432
19900630,0.0874692,0.0430051,0.595581,0.0515556,0.0244715
19900930,0.101123,0.0460914,1.17741,0.0578853,0.0307156
19901231,0.118426,0.0631462,1.80615,0.0821147,0.0334833
19910331,0.115573,0.0593393,1.47898,0.0728845,0.0333911
19910630,0.107241,0.0495497,1.12452,0.0560578,0.0268948
19910930,0.0857491,0.0484501,1.99124,0.0543012,0.0261276
19911231,0.133438,0.0605891,2.90173,0.0793761,0.0415352
19920331,0.131984,0.0526896,1.80913,0.0634966,0.026929
19920630,0.121543,0.0518383,2.20505,0.0710347,0.0246024
19920930,0.111125,0.0683206,3.20512,0.0942296,0.0340728
19921231,0.144265,0.0654165,3.66274,0.0906251,0.0384176
19930331,0.211184,0.0510244,1.03119,0.0744629,0.0262161
19930630,0.225325,0.0425298,0.57878,0.060878,0.0282342
19930930,0.270522,0.0366066,0.952452,0.0489753,0.0270579
19931231,0.231925,0.0343276,1.05312,0.0464879,0.0205392
19940331,0.250824,0.0302292,0.384238,0.0399995,0.0204325
19940630,0.132942,0.0349725,0.412704,0.0400909,0.0249293
19940930,0.13267,0.0385067,0.456999,0.0390324,0.0211485
19941231,0.160379,0.0370531,0.40681,0.0361551,0.0194405
19950331,0.154547,0.038307,0.375737,0.0390133,0.0187449
19950630,0.226307,0.0320659,0.309145,0.039417,0.0153959
19950930,0.236073,0.0311176,0.259663,0.0433383,0.0158988
19951231,0.180941,0.035442,0.580364,0.0412219,0.0190515
19960331,0.284239,0.030826,0.414256,0.0397581,0.0165341
19960630,0.204214,0.0270926,0.338233,0.036287,0.0177067
19960930,0.165322,0.0329342,0.527238,0.0419322,0.0158173
19961231,0.23926,0.0242331,0.224657,0.0375868,0.0147755
19970331,0.259991,0.0266407,0.438091,0.0414074,0.0148813
19970630,0.172365,0.0292305,0.36221,0.0360814,0.0168468
19970930,0.193591,0.0295608,0.235476,0.0392042,0.0198202
19971231,0.201518,0.0340284,0.278494,0.0393236,0.0261858
19980331,0.161864,0.0350368,0.295738,0.0384391,0.0241575
19980630,0.137942,0.0312385,0.261377,0.0378282,0.0200611
19980930,0.112895,0.0479244,0.627209,0.0617904,0.0288479
19981231,0.143721,0.0599819,0.856132,0.0786734,0.0347276
19990331,0.168392,0.0469895,0.761594,0.0584186,0.0312926
19990630,0.164332,0.0429898,0.470927,0.0589667,0.025084
19990930,0.140755,0.0418899,0.38743,0.0515624,0.0257459
19991231,0.175683,0.0421191,0.388635,0.0526624,0.0286726
20000331,0.248905,0.0430423,0.456491,0.0538408,0.0292266
20000630,0.130767,0.0474214,0.566662,0.0533686,0.0288884
20000930,0.181853,0.043187,0.456856,0.0462637,0.0299625
20001231,0.14081,0.0477471,0.497787,0.0530377,0.0358087
20010331,0.179376,0.0454296,0.488506,0.0501165,0.0264101
20010630,0.134319,0.0462332,0.592547,0.0529663,0.0269496
20010930,0.107141,0.0563977,0.806114,0.0593578,0.0300644
20011231,0.170982,0.0530573,0.784103,0.0657413,0.02877
20020331,0.120977,0.0453034,0.439564,0.0475496,0.0240142
20020630,0.101663,0.0460164,0.410297,0.0448605,0.0218691
20020930,0.0875764,0.0631953,0.745727,0.067729,0.0327991
20021231,0.158577,0.0604262,1.13336,0.0732585,0.0281382
20030331,0.144067,0.0563821,0.76544,0.0655409,0.0278821
20030630,0.162976,0.0534664,0.636798,0.0633986,0.0182028
20030930,0.140982,0.0416895,0.492662,0.0456555,0.020614
20031231,0.161459,0.0339508,0.331993,0.0391128,0.0188223
20040331,0.251413,0.0315371,0.473055,0.03888,0.02038
20040630,0.121175,0.0367457,0.530802,0.0352595,0.0203658
20040930,0.129789,0.0325033,0.547516,0.0311236,0.0162556
20041231,0.182775,0.0261126,0.247827,0.032006,0.0166246
20050331,0.238038,0.0233027,0.220588,0.0305637,0.0181748
20050630,0.205572,0.0261752,0.222419,0.0356385,0.0158034
20050930,0.265417,0.0244473,0.202592,0.0329205,0.0170883
20051231,0.252722,0.0287679,0.265931,0.0311456,0.0185342
20060331,0.274288,0.0230046,0.178459,0.0314538,0.0166486
20060630,0.226627,0.0294923,0.286886,0.031069,0.0268063
20060930,0.188907,0.030953,0.298332,0.0342749,0.0198648
20061231,0.210543,0.0241549,0.252567,0.0294877,0.017227
20070331,0.23989,0.0231622,0.224861,0.0266413,0.0179364
20070630,0.184436,0.0237989,0.178671,0.0263288,0.0169294
20070930,0.162626,0.0316558,0.322834,0.0309073,0.0192326
20071231,0.201429,0.0335814,0.280556,0.0347777,0.023439
20080331,0.170247,0.0372853,0.461365,0.0356113,0.0257222
20080630,0.174269,0.0353273,0.463516,0.0346882,0.0217398
20080930,0.141477,0.0481081,0.633582,0.04028,0.0278973
20081231,0.174092,0.0558221,0.921059,0.0650093,0.0422866
20090331,0.129419,0.0520927,1.00172,0.0579953,0.0307874
20090630,0.160516,0.0436173,0.583275,0.0508774,0.0299958
20090930,0.132858,0.0420246,0.661393,0.0394159,0.0197742
20091231,0.145466,0.0362028,0.584343,0.0340312,0.0224147
20100331,0.146436,0.0362531,0.540788,0.0361836,0.0215472
20100630,0.154527,0.0367821,2.48318,0.0335449,0.0278969
20100930,0.115884,0.0395064,5.24914,0.0331061,0.0233663
20101231,0.127482,0.0304141,2.59619,0.0304383,0.0189365
20110331,0.101577,0.0278854,2.18549,0.0242684,0.0195199
20110630,0.084359,0.0320299,3.71212,0.0249245,0.0230429
20110930,0.101973,0.0374899,4.54193,0.0353332,0.0279103
20111231,0.0978215,0.0344687,4.24274,0.0332324,0.0265158
20120331,0.110082,0.0328467,5.73063,0.0317557,0.020963
20120630,0.087676,0.0345558,5.13612,0.0308221,0.0225589
20120930,0.0679053,0.0325081,6.00307,0.0254479,0.0205791
20121231,0.0723928,0.030209,3.96558,0.0295241,0.0193173
20130331,0.101386,0.0240197,6.19767,0.0268931,0.0169246
20130630,0.09675,0.0242184,1.76803,0.025054,0.0166663
20130930,0.0832557,0.0227296,3.14984,0.0254481,0.0170782
20131231,0.129602,0.0222196,2.08967,0.0243349,0.0208248
20140331,0.119478,0.019654,1.65284,0.0221044,0.0181758
20140630,0.101245,0.0198996,1.80923,0.0207696,0.0213988
20140930,0.0813226,0.0218655,1.41719,0.020923,0.019902
20141231,0.136042,0.0253428,1.60784,0.0261546,0.0290711
20150331,0.134379,0.0207496,1.76257,0.0261142,0.0198484
20150630,0.125478,0.0181198,1.29115,0.0236583,0.0198304
20150930,0.100321,0.0201905,1.58376,0.0229537,0.0183368
20151231,0.146503,0.0180364,1.44669,0.0237524,0.0189375
20160331,0.119967,0.0192149,1.21715,0.028176,0.0217134
20160630,0.118982,0.0164044,0.925253,0.0216112,0.0187907
20160930,0.0933276,0.015263,1.12141,0.0208708,0.0160675
20161231,0.132288,0.0126388,1.08297,0.023068,0.0176612
20170331,0.149259,0.0102721,0.415201,0.0198885,0.0144699
20170630,0.113367,0.0105992,0.502825,0.0208109,0.0151723
20170930,0.107352,0.0104875,0.576127,0.0195019,0.014889
20171231,0.143059,0.00981189,0.519545,0.0201857,0.0129275
20180331,0.12229,0.00999651,0.447548,0.017557,0.015021
20180630,0.131575,0.0108054,0.964226,0.0187635,0.0169457
20180930,0.0949203,0.0112209,0.859354,0.016648,0.015477
20181231,0.135834,0.0136429,0.8483,0.0202553,0.0221141
20190331,0.112955,0.0121065,0.788758,0.0186928,0.0152609
20190630,0.107239,0.0116463,0.962598,0.0177426,0.0165001
20190930,0.107289,0.0121308,0.948557,0.0178712,0.0166543
20191231,0.131689,0.010946,0.524278,0.0177752,0.0149376
20200331,0.197038,0.0132457,0.395722,0.0240808,0.031345
20200630,0.152242,0.0129976,0.765765,0.0222314,0.0216901
20200930,0.107685,0.0105271,0.614326,0.0174916,0.0158895
20201231,0.0825073,0.00924209,0.731807,0.0183249,0.0182335