Roll effective spread proxy
Can a price series provide a rough proxy for the spread?
CSV 다운로드
샘플 JSON
사양 JSON
샘플 기준일
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 32 bp
- Period average
- 64 bp
- Period high
- 254 bp
- Period low
- -100 bp
Roll effective spread proxy
Roll spread (quote currency) (선)
Relative to historical baseline (x)
Relative to historical baseline (x) (막대)
Event detail and data date
Roll spread (quote currency) and Relative to historical baseline (x) (표)
샘플 데이터 행
| Trading day/observation period | Roll spread (quote currency) | Relative to historical baseline (x) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 86 | 1.54 | 2025-10-16 |
| 2025-11-03 | 122 | 1.22 | 2025-11-03 |
| 2025-11-17 | -100 | 0.9 | 2025-11-17 |
| 2025-12-03 | -40 | 0.83 | 2025-12-03 |
| 2025-12-19 | 105 | 1.92 | 2025-12-19 |
| 2026-01-02 | 95 | 0.78 | 2026-01-02 |
| 2026-01-20 | 254 | 0.96 | 2026-01-20 |
| 2026-02-05 | 218 | 0.96 | 2026-02-05 |
| 2026-02-23 | 71 | 0.46 | 2026-02-23 |
| 2026-03-09 | 101 | 0.88 | 2026-03-09 |
| 2026-03-25 | -100 | 1.41 | 2026-03-25 |
| 2026-04-10 | 91 | 1.69 | 2026-04-10 |
| 2026-04-24 | 80 | 0.9 | 2026-04-24 |
| 2026-05-12 | 245 | 0.76 | 2026-05-12 |
| 2026-05-28 | 81 | 0.46 | 2026-05-28 |
| 2026-06-11 | 46 | 0.34 | 2026-06-11 |
| 2026-06-29 | 56 | 1.22 | 2026-06-29 |
| 2026-07-15 | 4 | 0.6 | 2026-07-15 |
| 2026-07-31 | 45 | 0.75 | 2026-07-31 |
| 2026-08-14 | -100 | 0.33 | 2026-08-14 |
| 2026-09-01 | -70 | 0.62 | 2026-09-01 |
| 2026-09-17 | 209 | 0.59 | 2026-09-17 |
| 2026-10-01 | 78 | 0.75 | 2026-10-01 |
| 2026-10-16 | 32 | 1.53 | 2026-10-16 |