XPL: Daily Returns by Weekday
The daily XPL price change on each day of the week, with the average, the median and the share of rising days for each weekday.
Why use it. Shows whether the market has behaved differently at weekends and on particular weekdays. How to read it. Each row summarises every closed day that fell on that UTC weekday. Differences between weekdays are small next to the spread of single days, so a gap of a few hundredths of a percent is noise; the share of rising days is the steadier figure. Past behaviour does not predict future days.
Calculation. 100 × (the day's close ÷ the previous day's close − 1), for UTC days, grouped by weekday. The open day uses its latest hourly price and is partial; the summaries use closed days only. Daily closes are the published XPL daily price chart (CryptoKeyhole's own index of public exchange markets; a day's close is its last hourly close). Closed days take the finality of the price; the open day is a partial from the latest hourly close, updated every ten minutes.