订单簿不均衡 & 基差
bid/ask imbalance + spread · Basis = (mark − index) / index
订单簿不均衡
基差 Basis
订单簿数据 (共 22 条)
| 时间 | 不均衡 | 买方量 | 卖方量 | 买卖比 | 价差 |
|---|---|---|---|---|---|
| 2026-06-24 01:28:23 | -0.16591868 | 6.226 | 8.703 | 0.7153855 | +0.000002% |
| 2026-06-23 13:40:04 | 0.44602165 | 21.036 | 8.059 | 2.6102 | +0.000002% |
| 2026-06-23 07:54:17 | -0.21537451 | 11.942 | 18.498 | 0.64558331 | +0.000002% |
| 2026-06-23 03:06:17 | -0.38156318 | 8.775 | 19.603 | 0.44763557 | +0.000002% |
| 2026-06-22 21:35:25 | 0.52957819 | 23.788 | 7.316 | 3.2515 | +0.000002% |
| 2026-06-22 16:10:21 | 0.23651292 | 12.801 | 7.904 | 1.6196 | +0.000002% |
| 2026-06-22 10:26:02 | 0.10970401 | 11.041 | 8.858 | 1.2464 | +0.000002% |
| 2026-06-22 04:48:19 | -0.2536445 | 11.545 | 19.392 | 0.5953486 | +0.000002% |
| 2026-06-21 23:30:50 | 0.37199596 | 15.614 | 7.147 | 2.1847 | +0.000002% |
| 2026-06-21 14:40:00 | 0.90605813 | 22.197 | 1.094 | 20.2898 | +0.000002% |
| 2026-06-21 05:50:44 | -0.41135574 | 4.826 | 11.571 | 0.41707718 | +0.000002% |
| 2026-06-20 22:53:24 | 0.51093245 | 20.109 | 6.509 | 3.0894 | +0.000002% |
| 2026-06-20 17:10:50 | 0.52298054 | 27.47 | 8.604 | 3.1927 | +0.000002% |
| 2026-06-20 11:06:27 | 0.37770928 | 14.302 | 6.46 | 2.2139 | +0.000002% |
| 2026-06-20 04:40:56 | 0.87742637 | 68.236 | 4.455 | 15.3167 | +0.000002% |
| 2026-06-19 23:01:30 | 0.18822781 | 15.867 | 10.84 | 1.4637 | +0.000002% |
| 2026-06-19 17:09:03 | 0.72787216 | 69.311 | 10.916 | 6.3495 | +0.000002% |
| 2026-06-19 11:18:11 | -0.81003364 | 3.247 | 30.938 | 0.10495184 | +0.000002% |
| 2026-06-18 22:18:13 | -0.1002692 | 16.21 | 19.823 | 0.81773697 | +0.000002% |
| 2026-06-18 15:01:55 | 0.92371674 | 135.648 | 5.379 | 25.2181 | +0.000002% |
| 2026-06-18 08:56:29 | 0.15177682 | 15.606 | 11.493 | 1.3579 | +0.000002% |
| 2026-06-17 18:41:33 | -0.8359739 | 2.376 | 26.595 | 0.0893401 | +0.000002% |
Basis 价差数据 (共 7 条)
| 时间 | Mark 价 | Index 价 | Basis % |
|---|---|---|---|
| 2026-06-24 12:25:00 | 62,580.2 | 62,593.3 | -0.0210% |
| 2026-06-23 08:50:00 | 64,075.0 | 64,101.9 | -0.0420% |
| 2026-06-22 08:50:00 | 63,727.0 | 63,755.0 | -0.0440% |
| 2026-06-21 08:40:00 | 64,274.0 | 64,297.0 | -0.0358% |
| 2026-06-20 07:25:00 | 63,277.3 | 63,303.6 | -0.0415% |
| 2026-06-19 02:10:00 | 62,692.0 | 62,704.1 | -0.0192% |
| 2026-06-17 15:55:00 | 65,357.2 | 65,377.2 | -0.0305% |