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 19 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 12:24:15 | 0.32237029 | 16.324 | 8.365 | 1.9515 | +0.000002% |
| 2026-06-23 06:18:17 | -0.45462146 | 6.523 | 17.398 | 0.37492815 | +0.000002% |
| 2026-06-23 00:26:36 | -0.6295586 | 5.795 | 25.492 | 0.22732622 | +0.000002% |
| 2026-06-22 18:08:59 | -0.13280012 | 11.222 | 14.659 | 0.76553653 | +0.000002% |
| 2026-06-22 11:26:21 | -0.85887782 | 2.324 | 30.612 | 0.07591794 | +0.000002% |
| 2026-06-22 04:48:19 | -0.2536445 | 11.545 | 19.392 | 0.5953486 | +0.000002% |
| 2026-06-21 21:32:20 | 0.37644573 | 37.131 | 16.821 | 2.2074 | +0.000002% |
| 2026-06-21 11:57:41 | 0.86582675 | 32.137 | 2.311 | 13.9061 | +0.000002% |
| 2026-06-21 02:57:25 | -0.51187092 | 19.316 | 59.827 | 0.32286426 | +0.000002% |
| 2026-06-20 19:06:59 | -0.21739884 | 9.032 | 14.05 | 0.64284698 | +0.000002% |
| 2026-06-20 12:07:30 | 0.31325381 | 19.708 | 10.306 | 1.9123 | +0.000002% |
| 2026-06-20 04:40:56 | 0.87742637 | 68.236 | 4.455 | 15.3167 | +0.000002% |
| 2026-06-19 22:02:19 | 0.49771003 | 21.91 | 7.348 | 2.9818 | +0.000002% |
| 2026-06-19 15:10:35 | 0.36802864 | 18.532 | 8.561 | 2.1647 | +0.000002% |
| 2026-06-19 02:06:21 | 0.7109995 | 27.595 | 4.661 | 5.9204 | +0.000002% |
| 2026-06-18 16:59:07 | 0.07814889 | 13.396 | 11.454 | 1.1695 | +0.000002% |
| 2026-06-18 10:10:36 | -0.47170575 | 9.135 | 25.448 | 0.35896731 | +0.000002% |
| 2026-06-17 18:41:33 | -0.8359739 | 2.376 | 26.595 | 0.0893401 | +0.000002% |
Basis 价差数据 (共 6 条)
| 时间 | Mark 价 | Index 价 | Basis % |
|---|---|---|---|
| 2026-06-24 12:15:00 | 62,612.9 | 62,644.2 | -0.0500% |
| 2026-06-23 04:45:00 | 64,430.6 | 64,460.4 | -0.0462% |
| 2026-06-22 00:45:00 | 64,094.8 | 64,116.4 | -0.0336% |
| 2026-06-20 19:30:00 | 63,655.2 | 63,686.5 | -0.0491% |
| 2026-06-19 15:20:00 | 62,762.9 | 62,784.3 | -0.0341% |
| 2026-06-17 21:20:00 | 65,007.2 | 65,048.0 | -0.0628% |