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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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            Spread identifierDateLastBidAskDaily highDaily lowAmountVolumeTrades
            MOEX-12.21-3.2213.09.20210506000000.000
            MOEX-12.21-3.2214.09.20213001004003001504150,946.003
            MOEX-12.21-3.2215.09.20213201004403203201188,850.001
            MOEX-12.21-3.2216.09.202126010050046026019907,938.0013
            MOEX-12.21-3.2217.09.20214001505254004001945,008.001
            MOEX-12.21-3.2220.09.20213482006003483481982,202.001
            MOEX-12.21-3.2221.09.202134620054037034671,243,626.003
            MOEX-12.21-3.2222.09.202130020056030028331,355,367.003
            MOEX-12.21-3.2223.09.2021295-17376332029531,465,346.003
            MOEX-12.21-3.2224.09.2021295-1737630000.000
            MOEX-12.21-3.2227.09.2021389-173763389369202,196,368.009
            MOEX-12.21-3.2228.09.2021416-173763416390233,020,627.0017
            MOEX-12.21-3.2229.09.2021360-173763416341213,766,327.009
            MOEX-12.21-3.2230.09.2021356-173763428356264,688,061.0019
            MOEX-12.21-3.2201.10.2021414-1737634143571469,816,488.0057
            MOEX-12.21-3.2204.10.2021414-1737634403699313,054,506.0047
            MOEX-12.21-3.2205.10.20213712005984143702814,025,135.0013
            MOEX-12.21-3.2206.10.20213722005984093721914,704,858.0013
            MOEX-12.21-3.2207.10.20213732005984143733315,889,611.0017
            MOEX-12.21-3.2208.10.2021411200598416411716,144,015.002
            MOEX-12.21-3.2211.10.2021416260598416341616,359,153.005
            MOEX-12.21-3.2212.10.20213852605984163757419,095,438.0048
            MOEX-12.21-3.2213.10.20214042605984173739022,431,429.0044
            MOEX-12.21-3.2214.10.2021375160610375341322,542,748.002
            MOEX-12.21-3.2215.10.20213771606103953771222,989,884.004
            MOEX-12.21-3.2218.10.20213811988394073818326,126,259.0039
            MOEX-12.21-3.2219.10.20214051988394063706828,656,762.0033
            MOEX-12.21-3.2220.10.202141419883942437013733,573,900.0063
            MOEX-12.21-3.2221.10.202140113283941937612437,936,127.0049
            MOEX-12.21-3.2222.10.202143213283943237711341,895,749.0072
            123
            Data is aggregated for one trading day and includes all additional trading sessions, including weekend trading sessions (if them are held)