Soft X-ray absorption of high-z quasars has been known for more than a decade, but has no good physical explanation. Attempts to detect its origin so far revealed ambiguous results. We measure soft X-ray absorption of more than 50 high redshift quasars (z > 0.5) from the XMM-Newton archive in an attempt to find which physical parameters of the quasars drive the absorption, e.g., the radio loudness R, the redshift, or the luminosity.  For each object, we measure the optical depth τ at 0.5 keV. Subsequently, we try to fit the measurements to the absorption pattern expected if the missing baryons reside in the intergalactic medium (IGM), taking ΛCDM as the cosmological model.  We find that although the z > 2 quasar opacity is consistent with this picture, intermediate z (0.5 < z < 2) absorption is too low. Generally, z < 2 and radio quiet objects usually show no significant absorption, and provide only upper limits for their optical depth.  We find a weak correlation between τ and z as well as between τ and R.