Historical data of calendar spreads

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CNY

Calendar spread

CNY-3.24-6.24

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Spread identifier	Date	Last	Bid	Ask	Daily high	Daily low	Amount	Volume	Trades
CNY-3.24-6.24	14.12.2023	0	0	0	0	0	0	0.00	0
CNY-3.24-6.24	15.12.2023	0.34	0.08	0.56	0.34	0.29	191	10,048,626.00	55
CNY-3.24-6.24	18.12.2023	0.33	0.28	0.42	0.37	0.3	656	34,371,558.00	104
CNY-3.24-6.24	19.12.2023	0.32	0.29	0.41	0.37	0.32	1400	73,621,082.00	192
CNY-3.24-6.24	20.12.2023	0.33	0.28	0.41	0.34	0.3	1673	88,438,660.00	188
CNY-3.24-6.24	21.12.2023	0.36	0.27	0.55	0.39	0.31	11561	617,617,254.00	1087
CNY-3.24-6.24	22.12.2023	0.35	0.14	0.45	0.37	0.35	9681	515,917,092.00	1209
CNY-3.24-6.24	25.12.2023	0.35	0.12	0.58	0.36	0.34	6418	341,080,238.00	1391
CNY-3.24-6.24	26.12.2023	0.33	0.12	0.47	0.36	0.32	8490	447,432,856.00	1263
CNY-3.24-6.24	27.12.2023	0.34	0.1	0.56	0.34	0.32	7584	401,637,580.00	1498
CNY-3.24-6.24	28.12.2023	0.35	0.11	0.57	0.35	0.32	10471	550,634,676.00	1790
CNY-3.24-6.24	29.12.2023	0.35	0.12	0.58	0.35	0.34	7043	367,667,344.00	1202
CNY-3.24-6.24	03.01.2024	0.34	0.29	0.4	0.35	0.33	8103	427,186,078.00	989
CNY-3.24-6.24	04.01.2024	0.32	0.25	0.45	0.34	0.32	10318	541,721,566.00	1149
CNY-3.24-6.24	05.01.2024	0.33	0.1	0.56	0.33	0.32	7918	413,360,720.00	964
CNY-3.24-6.24	08.01.2024	0.32	0.09	0.57	0.33	0.32	11403	596,498,090.00	1699
CNY-3.24-6.24	09.01.2024	0.34	0.25	0.57	0.35	0.32	21217	1,100,959,016.00	2694
CNY-3.24-6.24	10.01.2024	0.34	0.1	0.58	0.35	0.33	16855	867,215,738.00	2413
CNY-3.24-6.24	11.01.2024	0.35	0.11	0.58	0.36	0.33	20579	1,053,301,654.00	2178
CNY-3.24-6.24	12.01.2024	0.39	0.12	0.45	0.39	0.35	30737	1,560,108,502.00	2716
CNY-3.24-6.24	15.01.2024	0.39	0.15	0.54	0.41	0.37	77857	3,914,370,694.00	4131
CNY-3.24-6.24	16.01.2024	0.37	0.16	0.47	0.39	0.37	20198	1,016,967,296.00	1816
CNY-3.24-6.24	17.01.2024	0.36	0.13	0.47	0.37	0.36	32484	1,641,701,816.00	2360
CNY-3.24-6.24	18.01.2024	0.36	0.12	0.47	0.36	0.34	27026	1,370,352,722.00	1980
CNY-3.24-6.24	19.01.2024	0.37	0.11	0.6	0.37	0.34	18521	937,987,408.00	1672
CNY-3.24-6.24	22.01.2024	0.37	0.13	0.61	0.39	0.36	23436	1,180,719,380.00	1685
CNY-3.24-6.24	23.01.2024	0.37	0.13	0.47	0.38	0.37	12564	635,746,070.00	1652
CNY-3.24-6.24	24.01.2024	0.35	0.13	0.59	0.37	0.35	38878	1,976,219,358.00	2220
CNY-3.24-6.24	25.01.2024	0.34	0.11	0.6	0.35	0.32	30168	1,536,650,400.00	2356
CNY-3.24-6.24	26.01.2024	0.32	0.07	0.47	0.34	0.32	21838	1,119,229,750.00	2173
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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)