Range in basis points expresses the bar high-low spread in a way that is directly comparable across symbols and price levels.

That normalization makes it much more actionable than a raw absolute range when you are screening for unusually active intervals.

Price Std Dev measures how dispersed transaction prices were around the mean within the interval.

Unlike the simple high-low range, it tells you whether activity was broadly scattered or concentrated near a central level.

Price Skewness captures whether the distribution of trade prices leaned toward the upper or lower tail of the interval.

Positive skew often means occasional bursts to the upside, while negative skew suggests the heavier excursions were downward.

Price Kurtosis highlights whether price observations were tightly clustered with a few extreme prints or more evenly spread out.

Elevated kurtosis is often a clue that the interval contained bursts, tails, or jump-like behavior despite a modest average move.

Price CV scales standard deviation by the mean price, creating a relative dispersion measure.

It is especially helpful when comparing instruments with very different nominal prices or when monitoring how variability changes through time.