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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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            Calendar spread
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            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            GOLD-12.26-3.2713.03.20260000000.000
            GOLD-12.26-3.2716.03.202660-10089.9605032,481,057.383
            GOLD-12.26-3.2717.03.20260-70.689.90000.000
            GOLD-12.26-3.2718.03.202630.7-989.948.323.586,762,823.978
            GOLD-12.26-3.2719.03.202632.5-989.950.632.5119,081,566.3311
            GOLD-12.26-3.2720.03.202629-989.946.628.9129,759,801.2612
            GOLD-12.26-3.2723.03.202640.2-9.812069.8309771,909,997.4594
            GOLD-12.26-3.2724.03.202642.5-9.812059403727,874,188.0536
            GOLD-12.26-3.2725.03.202647.6-9.879.960405844,579,623.9947
            GOLD-12.26-3.2726.03.202637.7-9.879.959.2356549,451,168.1059
            GOLD-12.26-3.2727.03.202642.5-9.879.94530.12821,226,423.8328
            GOLD-12.26-3.2730.03.202665-9.8143.27733.111992,062,845.09105
            GOLD-12.26-3.2731.03.202671-9.8121.77158.91713,243,303.3216
            GOLD-12.26-3.2701.04.202670-0.1119.871.4571310,305,411.9913
            GOLD-12.26-3.2702.04.202660.1-0.11498554.15542,518,370.5047
            GOLD-12.26-3.2703.04.202655.2-5017060.155.232,306,297.573
            GOLD-12.26-3.2706.04.202655.1-5017064.255.121,530,993.962
            GOLD-12.26-3.2707.04.202656.1-0.1119.865.252.775,335,057.037
            GOLD-12.26-3.2708.04.202677.7-0.1119.877.7581713,238,281.5717
            GOLD-12.26-3.2709.04.202661.8-0.1119.87561.81713,130,294.9717
            GOLD-12.26-3.2710.04.202657.7-0.1119.86557.764,580,057.936
            GOLD-12.26-3.2713.04.202662.7-0.1119.862.754.842,999,776.604
            GOLD-12.26-3.2714.04.202655.1-0.1119.865.255.11410,613,387.3314
            GOLD-12.26-3.2715.04.202670-0.1119.87060.2107,511,339.7110
            GOLD-12.26-3.2716.04.202662.7-0.1119.87062.753,787,147.585
            GOLD-12.26-3.2717.04.202674.9-4017074.97053,841,005.965
            GOLD-12.26-3.2720.04.202674.8-40170757053,763,362.265
            GOLD-12.26-3.2721.04.202670-4017074.97075,135,948.387
            GOLD-12.26-3.2722.04.202674.9-4017074.96742,961,145.264
            GOLD-12.26-3.2723.04.202667-4017070.16753,673,128.885
            123
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)