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Historical data of calendar spreads
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Instruments
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NG
Calendar spread
NG-7.22-8.22
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Date
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Amount
Volume
Trades
NG-7.22-8.22
22.06.2022
0
0.07
0.33
0
0
0
0.00
0
NG-7.22-8.22
23.06.2022
0.21
0.05
0.33
0.33
0.21
28
2,050,101.94
23
NG-7.22-8.22
24.06.2022
0.21
0.05
0.36
0.32
0.18
75
7,336,039.50
53
NG-7.22-8.22
27.06.2022
0.16
0.05
0.36
0.24
0.08
190
20,540,622.37
149
NG-7.22-8.22
28.06.2022
0.17
0.05
0.36
0.19
0.14
727
71,152,461.12
511
NG-7.22-8.22
29.06.2022
0.19
0.04
0.36
0.2
0.16
712
124,456,181.11
567
NG-7.22-8.22
30.06.2022
0.19
0.05
0.36
0.19
0.16
1052
191,378,388.94
809
NG-7.22-8.22
01.07.2022
0.18
0.05
0.36
0.2
0.16
1445
295,489,733.18
1217
NG-7.22-8.22
04.07.2022
0.16
0.05
0.36
0.19
0.16
1056
371,585,999.56
878
NG-7.22-8.22
05.07.2022
0.18
0.05
0.36
0.2
0.16
1711
530,737,074.12
1359
NG-7.22-8.22
06.07.2022
0.17
0.05
0.36
0.19
0.17
1156
635,165,674.02
922
NG-7.22-8.22
07.07.2022
0.11
0.05
0.36
0.18
0.1
1768
748,006,410.25
1466
NG-7.22-8.22
08.07.2022
0.13
0.01
0.36
0.15
0.1
1488
851,999,180.05
1187
NG-7.22-8.22
11.07.2022
0.06
0
0.36
0.15
0.04
2081
978,225,721.79
1573
NG-7.22-8.22
12.07.2022
0.06
-0.07
0.36
0.1
-0.01
2051
1,132,107,958.65
1604
NG-7.22-8.22
13.07.2022
-0.01
-0.07
0.36
0.07
-0.02
2804
1,330,100,019.99
2022
NG-7.22-8.22
14.07.2022
0.08
-0.1
0.36
0.23
-0.01
5381
1,753,965,401.18
4124
NG-7.22-8.22
15.07.2022
-0.01
-0.1
0.36
0.17
-0.05
4436
2,058,777,346.54
3487
NG-7.22-8.22
18.07.2022
-0.07
-0.18
0.36
0
-0.18
5011
2,436,788,813.74
3647
NG-7.22-8.22
19.07.2022
-0.07
-0.17
0.36
-0.04
-0.12
4496
2,760,858,036.14
3609
NG-7.22-8.22
20.07.2022
-0.09
-0.17
0.36
-0.01
-0.09
3387
3,002,549,651.04
2568
NG-7.22-8.22
21.07.2022
-0.18
-0.31
0.36
-0.07
-0.31
6011
3,610,221,195.83
4679
NG-7.22-8.22
22.07.2022
-0.27
-0.32
0.36
-0.1
-0.32
5083
4,074,098,156.59
3692
NG-7.22-8.22
25.07.2022
-0.15
-0.36
0.36
-0.14
-0.34
7184
4,851,574,757.15
5865
NG-7.22-8.22
26.07.2022
-0.36
-0.63
0.36
-0.15
-0.63
8602
6,030,493,858.28
7008
NG-7.22-8.22
27.07.2022
-0.26
-1.26
0.57
0.04
-0.49
3941
6,383,778,618.85
3047
