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Table 4 Statistics on arbitrage occurrences in quotes on 3nb contract

From: Oil futures volatility smiles in 2020: Why the bachelier smile is flatter

Date \(\#\) of quotes \(\#\) of arbitrages Av. change in quotes Max change in quotes
1/3/20 146 14 0.00064 0.0038
3/09/20 214 27 0.00087 0.0043
3/18/20 217 28 0.00083 0.0042
4/20/20 230 31 0.002 0.0045
4/21/20 231 33 0.0047 0.0082
6/1/20 259 49 0.0013 0.0043
11/13/20 142 13 0.0005 0.003