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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-9.26-12.2618.02.202621.4-16.710021.47.410774,355.424
            GOLDM-9.26-12.2619.02.202617.7-46.444.120.6116464,547.936
            GOLDM-9.26-12.2620.02.20260-40.926.30000.000
            GOLDM-9.26-12.2624.02.202614.8-28.8181.821.710.3433,430,885.0241
            GOLDM-9.26-12.2625.02.202617.2-28.826.317.210.9161,290,069.4516
            GOLDM-9.26-12.2626.02.2026197.922.91912.2181,468,414.4518
            GOLDM-9.26-12.2627.02.202612.17.940.928.612.19739,871.509
            GOLDM-9.26-12.2602.03.202614.5-25.681.122.28.4322,714,542.5332
            GOLDM-9.26-12.2603.03.202626.44.486.826.411383,144,830.7734
            GOLDM-9.26-12.2604.03.202621.64.44521.615.911899,453.4711
            GOLDM-9.26-12.2605.03.202624.51134.724.516.6433,488,294.3839
            GOLDM-9.26-12.2606.03.202615.3-27.827.521.815.3272,213,779.5926
            GOLDM-9.26-12.2609.03.202632-149.1163.339.714.4131,062,476.3612
            GOLDM-9.26-12.2610.03.202631.8-4.44337.821.511913,465.1011
            GOLDM-9.26-12.2611.03.202637.8-146.84337.836.33248,935.323
            GOLDM-9.26-12.2612.03.202635.3-146.84335.316.810828,626.1110
            GOLDM-9.26-12.2613.03.202643.6-146.854.143.636.48662,856.666
            GOLDM-9.26-12.2616.03.202633.5-146.866.154.111.8494,038,140.3246
            GOLDM-9.26-12.2617.03.202635.1-146.896.235.121.66502,412.195
            GOLDM-9.26-12.2618.03.202640.5-146.852.240.520.4302,519,638.8424
            GOLDM-9.26-12.2619.03.202638.6-146.848.44223.4463,803,322.3240
            GOLDM-9.26-12.2620.03.202655-146.810010030.2493,924,172.3720
            GOLDM-9.26-12.2623.03.202629.8-146.899.943.85.71067,748,490.8281
            GOLDM-9.26-12.2624.03.202631.9-146.890.146.831.4533,945,981.4932
            GOLDM-9.26-12.2625.03.202650.2-146.815050.236.7171,292,982.7715
            GOLDM-9.26-12.2626.03.202633-146.815062.227.31128,442,808.0962
            GOLDM-9.26-12.2627.03.202641-146.815049.524.3332,500,565.9622
            GOLDM-9.26-12.2630.03.202675.2-146.815075.244211,604,998.4712
            GOLDM-9.26-12.2631.03.202684.7-146.815084.784.72152,811.752
            GOLDM-9.26-12.2601.04.202675.5-146.815075.557.64312,403.644
            12
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)