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Derivatives Market

Derivatives Market

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            4. Synthetic Matching of Calendar Spreads
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            Historical data of calendar spreads

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            Basic asset
            Calendar spread
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            Скачать данные в формате: Download CSV (spacers – commas)   Download CSV (spacers – semicolons)   Download Metastock
            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            Eu-12.21-3.2210.09.2021146012501750146014602355,280.002
            Eu-12.21-3.2213.09.20211595125018601595144541,062,608.004
            Eu-12.21-3.2214.09.2021142811501875171414277814,853,203.0029
            Eu-12.21-3.2215.09.2021164013511870164014291717,854,923.0012
            Eu-12.21-3.2216.09.20211574137017901619151143594,100,102.00157
            Eu-12.21-3.2217.09.2021162914201850164715561453349,243,703.00333
            Eu-12.21-3.2220.09.202116141000230016551614747481,028,754.00291
            Eu-12.21-3.2221.09.202116431000230016431592461562,421,611.00166
            Eu-12.21-3.2222.09.202116301000230016501624232603,102,467.00105
            Eu-12.21-3.2223.09.202116301000230016621630437679,631,098.00205
            Eu-12.21-3.2224.09.2021165810002300166116261458935,480,837.00333
            Eu-12.21-3.2227.09.2021165110002300167216418861,090,001,981.00267
            Eu-12.21-3.2228.09.2021163210002300168316328631,240,394,552.00358
            Eu-12.21-3.2229.09.2021166110002300166116316551,354,341,731.00246
            Eu-12.21-3.2230.09.2021164210002300166716372161,391,709,589.0096
            Eu-12.21-3.2201.10.2021166010002300166616366451,503,471,239.00319
            Eu-12.21-3.2204.10.2021167010002300167216429421,666,502,560.00268
            Eu-12.21-3.2205.10.202116839502350168316607591,797,434,808.00230
            Eu-12.21-3.2206.10.2021171295023501713167310881,984,233,501.00316
            Eu-12.21-3.2207.10.202117099502350172616966952,102,958,663.00276
            Eu-12.21-3.2208.10.202117019502350172216997292,226,980,177.00383
            Eu-12.21-3.2211.10.202117099502350171116973792,291,372,882.00242
            Eu-12.21-3.2212.10.202117079502350170916924282,364,117,433.00265
            Eu-12.21-3.2213.10.2021168695023501728168114042,602,896,483.00546
            Eu-12.21-3.2214.10.20211712100023501722168412192,810,474,077.00373
            Eu-12.21-3.2215.10.2021171510002350173017064912,893,408,583.00227
            Eu-12.21-3.2218.10.20211705100023501729170510523,070,937,384.00486
            Eu-12.21-3.2219.10.2021171710002350171817033933,137,345,773.00178
            Eu-12.21-3.2220.10.2021170710002350171817062643,181,925,917.00162
            Eu-12.21-3.2221.10.2021170410002350171917014793,262,947,130.00222
            123
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)