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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
            GOLDM-6.26-9.2618.02.202625-37.267.825226460,535.316
            GOLDM-6.26-9.2619.02.20268.1-4040255282,169,609.3827
            GOLDM-6.26-9.2620.02.202616-4540165.87548,606.417
            GOLDM-6.26-9.2624.02.20266.3-11240155524,166,854.9752
            GOLDM-6.26-9.2625.02.202611.6-34.318.512.56.5131,047,330.9613
            GOLDM-6.26-9.2626.02.202613.2-5.915.613.26.6221,792,773.3822
            GOLDM-6.26-9.2627.02.202610.2-5.915.615.67.9231,879,311.4123
            GOLDM-6.26-9.2602.03.202625.2-9.982.139.14.3534,474,483.5952
            GOLDM-6.26-9.2603.03.202630.52.644.332.48.9524,265,461.2650
            GOLDM-6.26-9.2604.03.202629.47100.636.418.1131,056,706.4113
            GOLDM-6.26-9.2605.03.20263.7-15.144.328.5-229123,600,934.50173
            GOLDM-6.26-9.2606.03.202618.2-580.734.63.719215,623,275.24100
            GOLDM-6.26-9.2609.03.202624.1-1337.724.114131,067,052.0213
            GOLDM-6.26-9.2610.03.202620.4-25.936.926.95.3383,130,785.0825
            GOLDM-6.26-9.2611.03.202625.5-99.734.525.55.3282,317,366.0624
            GOLDM-6.26-9.2612.03.202620.3-99.734.5258332,716,624.3129
            GOLDM-6.26-9.2613.03.202628.1-99.754.828.1121058,641,430.2689
            GOLDM-6.26-9.2616.03.202620.4-99.744.528.415.91068,695,873.7491
            GOLDM-6.26-9.2617.03.202619-99.75019.814252,082,497.0422
            GOLDM-6.26-9.2618.03.202624.5-99.741.42515.817214,395,022.52114
            GOLDM-6.26-9.2619.03.202631.6-99.746.83220.950641,361,712.36392
            GOLDM-6.26-9.2620.03.202648.1-99.784.548.128.527622,114,304.66194
            GOLDM-6.26-9.2623.03.202642.1-99.715062.630.41485108,925,833.441076
            GOLDM-6.26-9.2624.03.202648.8-99.797.458.841.5109280,839,577.67652
            GOLDM-6.26-9.2625.03.202648.9-99.710053.14325719,402,830.43202
            GOLDM-6.26-9.2626.03.202650.5-99.710052.24877758,152,051.31471
            GOLDM-6.26-9.2627.03.202648.7-99.7100524765548,902,334.73505
            GOLDM-6.26-9.2630.03.202646.9-99.710054.746113285,372,731.00575
            GOLDM-6.26-9.2631.03.202625.4-99.710048.11976858,219,238.19434
            GOLDM-6.26-9.2601.04.202624.1-99.7126.726.322.466151,230,582.48445
            12
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)