Historical data of calendar spreads

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CNY

Calendar spread

CNY-12.22-3.23

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Spread identifier	Date	Last	Bid	Ask	Daily high	Daily low	Amount	Volume	Trades
CNY-12.22-3.23	09.09.2022	0	0.2	0.4	0	0	0	0.00	0
CNY-12.22-3.23	12.09.2022	0.3	0.2	0.5	0.3	0.3	10	182,000.00	2
CNY-12.22-3.23	13.09.2022	0.26	0.11	0.5	0.28	0.25	138	2,663,450.00	25
CNY-12.22-3.23	14.09.2022	0.18	0.1	0.5	0.3	0.13	877	18,290,340.00	113
CNY-12.22-3.23	15.09.2022	0.22	0.03	0.5	0.22	0.18	790	32,316,630.00	103
CNY-12.22-3.23	16.09.2022	0.18	0.04	0.5	0.22	0.16	9962	208,831,480.00	193
CNY-12.22-3.23	19.09.2022	0.19	0.04	0.5	0.19	0.17	877	224,392,320.00	108
CNY-12.22-3.23	20.09.2022	0.18	0.04	0.5	0.2	0.18	1920	258,450,860.00	140
CNY-12.22-3.23	21.09.2022	0.19	0.04	0.5	0.22	0.17	7040	384,083,160.00	323
CNY-12.22-3.23	22.09.2022	0.19	0.04	0.5	0.19	0.17	3547	445,826,000.00	223
CNY-12.22-3.23	23.09.2022	0.18	0.04	0.5	0.2	0.15	10289	618,444,970.00	612
CNY-12.22-3.23	26.09.2022	0.18	0	0.5	0.19	0.16	7281	740,587,740.00	388
CNY-12.22-3.23	27.09.2022	0.19	0.03	0.5	0.19	0.17	1094	758,999,490.00	124
CNY-12.22-3.23	28.09.2022	0.21	0.04	0.5	0.25	0.17	2856	806,994,270.00	230
CNY-12.22-3.23	29.09.2022	0.2	0.04	0.5	0.22	0.18	5415	897,082,020.00	334
CNY-12.22-3.23	30.09.2022	0.22	0.04	0.5	0.23	0.19	22355	1,276,406,910.00	912
CNY-12.22-3.23	03.10.2022	0.23	0.04	0.5	0.5	0.2	11491	1,472,854,040.00	638
CNY-12.22-3.23	04.10.2022	0.26	0.04	0.4	0.26	0.22	3061	1,525,001,920.00	274
CNY-12.22-3.23	05.10.2022	0.21	0.04	0.43	0.27	0.21	6674	1,641,042,200.00	445
CNY-12.22-3.23	06.10.2022	0.17	0.04	0.43	0.23	0.17	7605	134,225,200.00	359
CNY-12.22-3.23	07.10.2022	0.19	0.01	0.43	0.22	0.17	7563	133,077,231.00	960
CNY-12.22-3.23	10.10.2022	0.2	0.02	0.43	0.22	0.18	6472	114,409,495.00	1082
CNY-12.22-3.23	11.10.2022	0.2	0.02	0.43	0.21	0.19	8792	157,856,249.00	855
CNY-12.22-3.23	12.10.2022	0.21	0.02	0.4	0.22	0.19	9268	165,518,513.00	1521
CNY-12.22-3.23	13.10.2022	0.2	0.02	0.4	0.22	0.2	2592	46,151,936.00	555
CNY-12.22-3.23	14.10.2022	0.2	0.02	0.4	0.2	0.2	4147	73,568,849.00	457
CNY-12.22-3.23	17.10.2022	0.2	0.02	0.4	0.2	0.19	5745	100,115,180.00	968
CNY-12.22-3.23	18.10.2022	0.19	0.02	0.4	0.2	0.19	3805	66,145,958.00	404
CNY-12.22-3.23	19.10.2022	0.19	0.02	0.4	0.2	0.18	6223	107,683,746.00	824
CNY-12.22-3.23	20.10.2022	0.19	0.02	0.4	0.2	0.18	4536	78,142,053.00	466
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Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)