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 121 条)
| 时间 | 不均衡 | 买方量 | 卖方量 | 买卖比 | 价差 |
|---|---|---|---|---|---|
| 2026-06-25 14:17:00 | -0.03883873 | 14.799 | 15.995 | 0.92522663 | +0.000162% |
| 2026-06-25 13:29:00 | 0.41811603 | 17.245 | 7.076 | 2.4371 | +0.000162% |
| 2026-06-25 12:41:00 | -0.53690867 | 9.52 | 31.595 | 0.3013135 | +0.000164% |
| 2026-06-25 11:53:00 | -0.03008857 | 22.339 | 23.725 | 0.94158061 | +0.000164% |
| 2026-06-25 11:05:00 | 0.50729233 | 26.147 | 8.547 | 3.0592 | +0.000165% |
| 2026-06-25 09:53:46 | 0.49107598 | 23.392 | 7.984 | 2.9299 | +0.000164% |
| 2026-06-25 08:49:52 | -0.80196921 | 3.57 | 32.485 | 0.10989688 | +0.000165% |
| 2026-06-24 00:54:23 | -0.65944078 | 3.252 | 15.846 | 0.20522529 | +0.000160% |
| 2026-06-23 22:59:05 | -0.74543293 | 4.926 | 33.775 | 0.14584752 | +0.000160% |
| 2026-06-23 19:15:38 | 0.48891372 | 17.325 | 5.947 | 2.9132 | +0.000160% |
| 2026-06-23 17:06:40 | 0.87316467 | 78.332 | 5.304 | 14.7685 | +0.002885% |
| 2026-06-23 15:11:27 | -0.57125733 | 6.438 | 23.594 | 0.27286598 | +0.000159% |
| 2026-06-23 14:14:06 | -0.34195342 | 9.466 | 19.304 | 0.49036469 | +0.000158% |
| 2026-06-23 12:44:15 | 0.65688749 | 24.285 | 5.029 | 4.829 | +0.000157% |
| 2026-06-23 11:50:15 | -0.59734766 | 6.71 | 26.619 | 0.25207559 | +0.000156% |
| 2026-06-23 10:47:16 | 0.35397929 | 13.925 | 6.644 | 2.0959 | +0.000156% |
| 2026-06-23 09:59:16 | 0.43800884 | 21.637 | 8.456 | 2.5588 | +0.000156% |
| 2026-06-23 08:56:17 | 0.39436017 | 22.795 | 9.901 | 2.3023 | +0.000156% |
| 2026-06-23 08:08:17 | 0.11892272 | 10.345 | 8.146 | 1.2699 | +0.000156% |
| 2026-06-23 07:20:17 | 0.49707485 | 14.97 | 5.029 | 2.9767 | +0.000157% |
| 2026-06-23 06:32:17 | 0.37460135 | 13.146 | 5.981 | 2.198 | +0.000156% |
| 2026-06-23 05:44:17 | -0.42095567 | 5.029 | 12.341 | 0.40750344 | +0.000156% |
| 2026-06-23 04:56:17 | 0.34757815 | 19.141 | 9.267 | 2.0655 | +0.000155% |
| 2026-06-23 04:08:17 | 0.27810482 | 13.461 | 7.603 | 1.7705 | +0.000155% |
| 2026-06-23 03:20:17 | 0.29344509 | 15.046 | 8.219 | 1.8306 | +0.000155% |
| 2026-06-23 02:32:17 | 0.36015733 | 12.795 | 6.019 | 2.1258 | +0.000155% |
| 2026-06-23 01:44:17 | 0.61815761 | 32.207 | 7.6 | 4.2378 | +0.000155% |
| 2026-06-23 00:40:36 | 0.57582253 | 22.056 | 5.937 | 3.715 | +0.000155% |
| 2026-06-22 23:52:36 | -0.70688151 | 5.712 | 33.262 | 0.1717275 | +0.000154% |
| 2026-06-22 22:51:39 | 0.62766007 | 17.477 | 3.998 | 4.3714 | +0.000154% |
| 2026-06-22 21:49:25 | -0.29713468 | 7.126 | 13.151 | 0.54185993 | +0.000153% |
| 2026-06-22 20:46:59 | 0.28101449 | 17.678 | 9.922 | 1.7817 | +0.000154% |
| 2026-06-22 19:58:59 | -0.47753349 | 8.151 | 23.051 | 0.35360722 | +0.000155% |
| 2026-06-22 19:10:59 | -0.82769845 | 1.985 | 21.056 | 0.09427242 | +0.000156% |
| 2026-06-22 18:22:59 | 0.16327743 | 12.728 | 9.155 | 1.3903 | +0.000156% |
| 2026-06-22 17:34:59 | 0.29714984 | 15.929 | 8.631 | 1.8456 | +0.000156% |
| 2026-06-22 16:24:21 | -0.09696588 | 10.03 | 12.184 | 0.82321077 | +0.000156% |
| 2026-06-22 15:36:21 | 0.51674299 | 18.05 | 5.751 | 3.1386 | +0.000156% |
| 2026-06-22 14:38:35 | 0.22032257 | 12.598 | 8.049 | 1.5652 | +0.000156% |
| 2026-06-22 13:39:22 | 0.24702729 | 18.143 | 10.955 | 1.6561 | +0.000156% |
| 2026-06-22 12:39:07 | -0.81021658 | 2.883 | 27.499 | 0.10484018 | +0.000156% |
| 2026-06-22 11:51:24 | -0.08567577 | 11.531 | 13.692 | 0.84217061 | +0.000156% |
| 2026-06-22 10:52:21 | 0.74593528 | 27.866 | 4.055 | 6.872 | +0.000156% |
| 2026-06-22 09:52:02 | 0.31493194 | 15.697 | 8.178 | 1.9194 | +0.000155% |
| 2026-06-22 08:26:04 | 0.70080778 | 24.319 | 4.278 | 5.6847 | +0.000157% |
| 2026-06-22 07:38:04 | 0.78646506 | 19.376 | 2.316 | 8.3661 | +0.000158% |
| 2026-06-22 06:50:04 | 0.68075696 | 31.352 | 5.955 | 5.2648 | +0.000157% |
| 2026-06-22 06:02:04 | 0.39748897 | 20.592 | 8.878 | 2.3194 | +0.000157% |
| 2026-06-22 05:14:04 | 0.07046345 | 15.845 | 13.759 | 1.1516 | +0.000157% |
| 2026-06-22 04:14:19 | 0.12009696 | 10.166 | 7.986 | 1.273 | +0.000156% |
| 2026-06-22 03:26:19 | 0.65501812 | 26.261 | 5.474 | 4.7974 | +0.000156% |
| 2026-06-22 02:38:19 | 0.6732822 | 21.162 | 4.132 | 5.1215 | +0.000156% |
| 2026-06-22 01:50:19 | 0.82526921 | 24.747 | 2.369 | 10.4462 | +0.000156% |
| 2026-06-22 01:02:19 | -0.77166128 | 3.252 | 25.232 | 0.12888396 | +0.000156% |
| 2026-06-21 23:53:53 | 0.64186404 | 28.873 | 6.298 | 4.5845 | +0.000156% |
| 2026-06-21 21:55:35 | -0.02312465 | 10.392 | 10.884 | 0.95479603 | +0.000156% |
| 2026-06-21 20:49:40 | 0.50643335 | 20.489 | 6.713 | 3.0521 | +0.000156% |
| 2026-06-21 19:03:01 | 0.14198258 | 14.55 | 10.932 | 1.331 | +0.000155% |
| 2026-06-21 17:47:44 | 0.15208826 | 14.62 | 10.76 | 1.3587 | +0.000156% |
| 2026-06-21 16:42:43 | 0.43057851 | 24.234 | 9.646 | 2.5123 | +0.000156% |
| 2026-06-21 15:02:05 | -0.07807105 | 11.614 | 13.581 | 0.8551653 | +0.000156% |
| 2026-06-21 13:36:12 | 0.4686582 | 20.747 | 7.506 | 2.7641 | +0.000156% |
| 2026-06-21 12:11:41 | -0.23930696 | 7.354 | 11.981 | 0.61380519 | +0.000155% |
| 2026-06-21 10:42:57 | 0.77445899 | 27.387 | 3.481 | 7.8676 | +0.000156% |
| 2026-06-21 08:05:51 | 0.3305331 | 21.065 | 10.599 | 1.9875 | +0.000156% |
| 2026-06-21 07:06:04 | 0.2194826 | 14.071 | 9.006 | 1.5624 | +0.000156% |
| 2026-06-21 06:04:34 | -0.67402168 | 2.12 | 10.887 | 0.19472766 | +0.000156% |
| 2026-06-21 05:16:44 | 0.46338769 | 43.707 | 16.027 | 2.7271 | +0.000156% |
| 2026-06-21 04:21:39 | -0.51003323 | 7.667 | 23.629 | 0.32447416 | +0.000156% |
| 2026-06-21 03:24:29 | -0.48465651 | 8.338 | 24.021 | 0.34711294 | +0.000157% |
| 2026-06-21 02:13:57 | 0.39168071 | 18.167 | 7.941 | 2.2877 | +0.000157% |
| 2026-06-21 00:17:42 | -0.80079394 | 14.101 | 127.471 | 0.11062124 | +0.000156% |
| 2026-06-20 23:20:31 | 0.64428031 | 18.032 | 3.901 | 4.6224 | +0.000155% |
| 2026-06-20 22:19:24 | -0.09790643 | 10.923 | 13.294 | 0.82164886 | +0.000158% |
| 2026-06-20 21:18:15 | 0.33540244 | 12.908 | 6.424 | 2.0093 | +0.000157% |
| 2026-06-20 20:20:08 | -0.5277999 | 4.446 | 14.385 | 0.30907195 | +0.000157% |
| 2026-06-20 19:20:59 | -0.10334517 | 9.596 | 11.808 | 0.81266938 | +0.000157% |
| 2026-06-20 18:19:39 | -0.01969079 | 19.466 | 20.248 | 0.9613789 | +0.000157% |
| 2026-06-20 17:24:50 | -0.09010634 | 14.632 | 17.53 | 0.8346834 | +0.000157% |
| 2026-06-20 16:25:51 | 0.47768456 | 52.842 | 18.678 | 2.8291 | +0.000158% |
| 2026-06-20 15:26:04 | -0.37196661 | 10.572 | 23.095 | 0.45776142 | +0.000157% |
| 2026-06-20 14:23:53 | 0.34176426 | 15.066 | 7.391 | 2.0384 | +0.000157% |
| 2026-06-20 13:22:50 | 0.0979462 | 20.368 | 16.734 | 1.2172 | +0.000157% |
| 2026-06-20 12:21:30 | 0.04047966 | 15.358 | 14.163 | 1.0844 | +0.000158% |
| 2026-06-20 11:20:27 | -0.32908587 | 10.899 | 21.591 | 0.50479366 | +0.000158% |
| 2026-06-20 09:53:29 | 0.65562914 | 25.625 | 5.33 | 4.8077 | +0.000157% |
| 2026-06-20 08:45:37 | 0.90435525 | 27.875 | 1.4 | 19.9107 | +0.000157% |
| 2026-06-20 07:47:39 | -0.24583426 | 8.441 | 13.944 | 0.60534997 | +0.000158% |
| 2026-06-20 06:46:20 | 0.15667356 | 34.946 | 25.479 | 1.3716 | +0.000158% |
| 2026-06-20 05:51:07 | -0.4464455 | 6.424 | 16.786 | 0.38269987 | +0.000159% |
| 2026-06-20 05:03:07 | 0.10500845 | 14.385 | 11.651 | 1.2347 | +0.000158% |
| 2026-06-20 04:06:56 | 0.41682225 | 14.798 | 6.091 | 2.4295 | +0.000159% |
| 2026-06-20 03:09:00 | -0.10190172 | 10.673 | 13.095 | 0.81504391 | +0.000159% |
| 2026-06-20 02:11:02 | 0.78509072 | 22.186 | 2.671 | 8.3063 | +0.000158% |
| 2026-06-20 01:10:08 | 0.27357231 | 11.92 | 6.799 | 1.7532 | +0.000159% |
| 2026-06-20 00:13:51 | 0.05230952 | 17.713 | 15.952 | 1.1104 | +0.000158% |
| 2026-06-19 23:15:30 | -0.13892762 | 11.426 | 15.113 | 0.75603785 | +0.000158% |
| 2026-06-19 22:16:19 | -0.18780281 | 11.986 | 17.529 | 0.68378116 | +0.000159% |
| 2026-06-19 21:18:02 | -0.21871477 | 6.237 | 9.729 | 0.64107308 | +0.000160% |
| 2026-06-19 20:17:07 | -0.46888126 | 8.282 | 22.905 | 0.36158044 | +0.000160% |
| 2026-06-19 19:16:24 | -0.47283722 | 5.405 | 15.101 | 0.35792332 | +0.000160% |
| 2026-06-19 18:20:07 | 0.45066373 | 18.414 | 6.973 | 2.6408 | +0.000160% |
| 2026-06-19 17:23:03 | 0.33824836 | 20.33 | 10.053 | 2.0223 | +0.000160% |
| 2026-06-19 16:22:47 | -0.47285615 | 6.098 | 17.038 | 0.35790586 | +0.000160% |
| 2026-06-19 15:24:35 | 0.72227972 | 24.13 | 3.891 | 6.2015 | +0.000159% |
| 2026-06-19 14:26:46 | -0.79679559 | 2.099 | 18.56 | 0.11309267 | +0.000159% |
| 2026-06-19 13:28:43 | -0.22588644 | 6.244 | 9.888 | 0.63147249 | +0.000160% |
| 2026-06-19 12:31:26 | -0.78911946 | 1.692 | 14.355 | 0.11786834 | +0.000160% |
| 2026-06-19 11:32:11 | -0.18258288 | 8.26 | 11.95 | 0.69121339 | +0.000159% |
| 2026-06-19 10:32:16 | -0.2262663 | 7.653 | 12.129 | 0.6309671 | +0.000159% |
| 2026-06-19 09:30:03 | -0.36190792 | 9.632 | 20.558 | 0.46852807 | +0.000159% |
| 2026-06-19 08:13:31 | 0.30551595 | 20.603 | 10.96 | 1.8798 | +0.000159% |
| 2026-06-19 01:12:32 | -0.89520647 | 2.619 | 47.365 | 0.05529399 | +0.000160% |
| 2026-06-18 23:56:29 | 0.00242094 | 13.25 | 13.186 | 1.0049 | +0.000160% |
| 2026-06-18 22:40:32 | 0.58406782 | 23.544 | 6.182 | 3.8085 | +0.000156% |
| 2026-06-18 21:24:19 | 0.11973536 | 13.878 | 10.91 | 1.272 | +0.000156% |
| 2026-06-18 19:13:28 | -0.12227764 | 10.559 | 13.501 | 0.78209022 | +0.000156% |
| 2026-06-18 18:11:22 | 0.27640122 | 50.818 | 28.809 | 1.764 | +0.000156% |
| 2026-06-18 17:13:07 | -0.43832723 | 7.978 | 20.43 | 0.39050416 | +0.000155% |
| 2026-06-18 16:13:50 | -0.20330257 | 12.303 | 18.582 | 0.66209235 | +0.000155% |
| 2026-06-18 15:15:33 | 0.73937466 | 34.991 | 5.243 | 6.6739 | +0.000156% |
Basis 价差数据 (共 42 条)
| 时间 | Mark 价 | Index 价 | Basis % |
|---|---|---|---|
| 2026-06-25 14:10:00 | 61,706.70 | 61,736.49 | -0.0483% |
| 2026-06-25 10:10:00 | 60,740.38 | 60,764.98 | -0.0405% |
| 2026-06-25 06:10:00 | 61,085.90 | 61,103.67 | -0.0291% |
| 2026-06-25 02:10:00 | 59,511.77 | 59,549.78 | -0.0638% |
| 2026-06-24 22:10:00 | 61,302.76 | 61,333.75 | -0.0505% |
| 2026-06-24 18:10:00 | 62,580.19 | 62,603.95 | -0.0379% |
| 2026-06-24 14:10:00 | 62,850.70 | 62,873.73 | -0.0366% |
| 2026-06-24 10:10:00 | 62,848.50 | 62,879.35 | -0.0491% |
| 2026-06-24 06:10:00 | 62,694.60 | 62,730.29 | -0.0569% |
| 2026-06-24 02:10:00 | 62,350.00 | 62,375.73 | -0.0412% |
| 2026-06-23 22:10:00 | 62,554.40 | 62,577.46 | -0.0369% |
| 2026-06-23 18:10:00 | 62,425.10 | 62,456.15 | -0.0497% |
| 2026-06-23 14:10:00 | 63,165.50 | 63,193.16 | -0.0438% |
| 2026-06-23 10:10:00 | 64,055.30 | 64,084.95 | -0.0463% |
| 2026-06-23 06:10:00 | 64,317.37 | 64,347.83 | -0.0473% |
| 2026-06-23 02:10:00 | 64,657.80 | 64,680.40 | -0.0349% |
| 2026-06-22 22:10:00 | 65,293.77 | 65,320.34 | -0.0407% |
| 2026-06-22 18:10:00 | 64,205.27 | 64,236.59 | -0.0488% |
| 2026-06-22 14:10:00 | 64,254.03 | 64,289.59 | -0.0553% |
| 2026-06-22 10:10:00 | 64,544.90 | 64,571.27 | -0.0408% |
| 2026-06-22 06:10:00 | 63,569.20 | 63,593.29 | -0.0379% |
| 2026-06-22 02:10:00 | 63,965.80 | 63,992.62 | -0.0419% |
| 2026-06-21 22:10:00 | 64,063.80 | 64,091.60 | -0.0434% |
| 2026-06-21 18:10:00 | 64,257.31 | 64,282.12 | -0.0386% |
| 2026-06-21 14:10:00 | 64,185.90 | 64,215.92 | -0.0468% |
| 2026-06-21 10:10:00 | 64,218.44 | 64,251.40 | -0.0513% |
| 2026-06-21 06:10:00 | 64,099.23 | 64,130.84 | -0.0493% |
| 2026-06-21 02:10:00 | 63,796.40 | 63,831.79 | -0.0554% |
| 2026-06-20 22:10:00 | 63,217.60 | 63,242.16 | -0.0388% |
| 2026-06-20 18:10:00 | 63,659.04 | 63,689.45 | -0.0477% |
| 2026-06-20 14:10:00 | 63,634.99 | 63,663.49 | -0.0448% |
| 2026-06-20 10:10:00 | 63,452.60 | 63,485.76 | -0.0522% |
| 2026-06-20 06:10:00 | 63,051.59 | 63,076.82 | -0.0400% |
| 2026-06-20 02:10:00 | 63,134.00 | 63,159.49 | -0.0404% |
| 2026-06-19 22:10:00 | 63,056.20 | 63,087.69 | -0.0499% |
| 2026-06-19 18:10:00 | 62,457.30 | 62,487.74 | -0.0487% |
| 2026-06-19 14:10:00 | 62,757.20 | 62,783.41 | -0.0417% |
| 2026-06-19 10:10:00 | 63,008.11 | 63,037.39 | -0.0465% |
| 2026-06-19 06:10:00 | 62,892.70 | 62,921.36 | -0.0455% |
| 2026-06-19 02:10:00 | 62,692.00 | 62,704.05 | -0.0192% |
| 2026-06-18 22:10:00 | 63,726.20 | 63,747.29 | -0.0331% |
| 2026-06-18 18:10:00 | 64,009.97 | 64,038.06 | -0.0439% |