Questions:
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Which are days where price increase >20%?
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Which are days where price increase >100%?
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Which are days where price decrease >20%?
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Which are days where price decrease >100%?
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What are the volume patterns like during periods of low volatility (e.g. HL spread <= 5%)
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What are the volume patterns like during periods of mid volatility (e.g. 5% < HL spread <= 20%)
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What are the volume patterns like during periods of high volatility (e.g. 20% < HL spread <= 100%)
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What are the volume patterns like during periods of super high volatility (e.g. 100% < HL spread )