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 132 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% |
| 2026-06-24 00:28:22 | 0.42584331 | 17.098 | 6.885 | 2.4834 | +0.000002% |
| 2026-06-23 22:17:40 | 0.84776293 | 44.52 | 3.668 | 12.1374 | +0.000002% |
| 2026-06-23 18:52:08 | -0.14139608 | 10.326 | 13.727 | 0.75224011 | +0.000002% |
| 2026-06-23 16:52:40 | -0.22952315 | 10.559 | 16.85 | 0.62664688 | +0.000002% |
| 2026-06-23 14:48:06 | -0.35520225 | 11.214 | 23.569 | 0.47579448 | +0.000002% |
| 2026-06-23 13:40:04 | 0.44602165 | 21.036 | 8.059 | 2.6102 | +0.000002% |
| 2026-06-23 12:24:15 | 0.32237029 | 16.324 | 8.365 | 1.9515 | +0.000002% |
| 2026-06-23 11:36:15 | -0.85425761 | 2.771 | 35.255 | 0.07859878 | +0.000002% |
| 2026-06-23 10:33:16 | 0.54456322 | 12.209 | 3.6 | 3.3914 | +0.000002% |
| 2026-06-23 09:45:16 | -0.24971356 | 6.221 | 10.362 | 0.60036672 | +0.000002% |
| 2026-06-23 08:42:17 | -0.00672827 | 22.144 | 22.444 | 0.9866334 | +0.000002% |
| 2026-06-23 07:54:17 | -0.21537451 | 11.942 | 18.498 | 0.64558331 | +0.000002% |
| 2026-06-23 07:06:17 | 0.69471624 | 12.124 | 2.184 | 5.5513 | +0.000002% |
| 2026-06-23 06:18:17 | -0.45462146 | 6.523 | 17.398 | 0.37492815 | +0.000002% |
| 2026-06-23 05:30:17 | 0.12644869 | 17.398 | 13.492 | 1.2895 | +0.000002% |
| 2026-06-23 04:42:17 | 0.33284606 | 16.412 | 8.215 | 1.9978 | +0.000002% |
| 2026-06-23 03:54:17 | -0.6391762 | 3.942 | 17.908 | 0.22012508 | +0.000002% |
| 2026-06-23 03:06:17 | -0.38156318 | 8.775 | 19.603 | 0.44763557 | +0.000002% |
| 2026-06-23 02:18:17 | 0.52347158 | 23.399 | 7.319 | 3.197 | +0.000002% |
| 2026-06-23 01:30:17 | 0.00381248 | 11.98 | 11.889 | 1.0077 | +0.000002% |
| 2026-06-23 00:26:36 | -0.6295586 | 5.795 | 25.492 | 0.22732622 | +0.000002% |
| 2026-06-22 23:38:36 | -0.19792595 | 9.9 | 14.786 | 0.66955228 | +0.000002% |
| 2026-06-22 22:37:39 | 0.26995608 | 19.664 | 11.304 | 1.7396 | +0.000002% |
| 2026-06-22 21:35:25 | 0.52957819 | 23.788 | 7.316 | 3.2515 | +0.000002% |
| 2026-06-22 20:32:59 | -0.77449359 | 3.273 | 25.755 | 0.12708212 | +0.000002% |
| 2026-06-22 19:44:59 | 0.5342598 | 30.195 | 9.166 | 3.2942 | +0.000002% |
| 2026-06-22 18:56:59 | -0.31061499 | 9.063 | 17.23 | 0.52600116 | +0.000002% |
| 2026-06-22 18:08:59 | -0.13280012 | 11.222 | 14.659 | 0.76553653 | +0.000002% |
| 2026-06-22 17:20:59 | -0.45076321 | 7.934 | 20.957 | 0.37858472 | +0.000002% |
| 2026-06-22 16:10:21 | 0.23651292 | 12.801 | 7.904 | 1.6196 | +0.000002% |
| 2026-06-22 15:22:21 | -0.24282946 | 7.814 | 12.826 | 0.60923125 | +0.000002% |
| 2026-06-22 14:24:35 | -0.69576576 | 2.795 | 15.579 | 0.17940818 | +0.000002% |
| 2026-06-22 13:25:22 | -0.01522032 | 9.867 | 10.172 | 0.97001573 | +0.000002% |
| 2026-06-22 12:25:24 | -0.03142826 | 8.999 | 9.583 | 0.93905875 | +0.000002% |
| 2026-06-22 11:26:21 | -0.85887782 | 2.324 | 30.612 | 0.07591794 | +0.000002% |
| 2026-06-22 10:26:02 | 0.10970401 | 11.041 | 8.858 | 1.2464 | +0.000002% |
| 2026-06-22 09:00:04 | -0.61423447 | 5.431 | 22.726 | 0.23897738 | +0.000002% |
| 2026-06-22 08:12:04 | -0.08764514 | 16.619 | 19.812 | 0.83883505 | +0.000002% |
| 2026-06-22 07:24:04 | 0.68840373 | 20.726 | 3.825 | 5.4186 | +0.000002% |
| 2026-06-22 06:36:04 | 0.59859758 | 29.865 | 7.499 | 3.9825 | +0.000002% |
| 2026-06-22 05:48:04 | 0.67525914 | 12.283 | 2.381 | 5.1588 | +0.000002% |
| 2026-06-22 04:48:19 | -0.2536445 | 11.545 | 19.392 | 0.5953486 | +0.000002% |
| 2026-06-22 04:00:19 | 0.47799896 | 15.703 | 5.546 | 2.8314 | +0.000002% |
| 2026-06-22 03:12:19 | 0.69415527 | 23.841 | 4.304 | 5.5393 | +0.000002% |
| 2026-06-22 02:24:19 | -0.14231101 | 6.955 | 9.263 | 0.75083666 | +0.000002% |
| 2026-06-22 01:36:19 | -0.43252821 | 6.966 | 17.585 | 0.39613307 | +0.000002% |
| 2026-06-22 00:48:19 | 0.33089813 | 11.477 | 5.77 | 1.9891 | +0.000002% |
| 2026-06-21 23:30:50 | 0.37199596 | 15.614 | 7.147 | 2.1847 | +0.000002% |
| 2026-06-21 21:32:20 | 0.37644573 | 37.131 | 16.821 | 2.2074 | +0.000002% |
| 2026-06-21 20:17:38 | -0.13099122 | 10.389 | 13.521 | 0.76836033 | +0.000002% |
| 2026-06-21 18:31:56 | 0.06066088 | 14.364 | 12.721 | 1.1292 | +0.000002% |
| 2026-06-21 17:33:44 | 0.14265533 | 23.457 | 17.6 | 1.3328 | +0.000002% |
| 2026-06-21 16:19:38 | -0.01799141 | 30.757 | 31.884 | 0.96465312 | +0.000002% |
| 2026-06-21 14:40:00 | 0.90605813 | 22.197 | 1.094 | 20.2898 | +0.000002% |
| 2026-06-21 13:13:00 | 0.31499616 | 21.418 | 11.157 | 1.9197 | +0.000002% |
| 2026-06-21 11:57:41 | 0.86582675 | 32.137 | 2.311 | 13.9061 | +0.000002% |
| 2026-06-21 10:19:15 | 0.54430012 | 26.572 | 7.841 | 3.3889 | +0.000002% |
| 2026-06-21 07:51:51 | -0.28326975 | 6.576 | 11.774 | 0.55851877 | +0.000002% |
| 2026-06-21 06:51:54 | -0.06715108 | 11.426 | 13.071 | 0.87414888 | +0.000002% |
| 2026-06-21 05:50:44 | -0.41135574 | 4.826 | 11.571 | 0.41707718 | +0.000002% |
| 2026-06-21 04:55:39 | 0.12370259 | 11.909 | 9.287 | 1.2823 | +0.000002% |
| 2026-06-21 03:58:29 | 0.20066418 | 11.931 | 7.943 | 1.5021 | +0.000002% |
| 2026-06-21 02:57:25 | -0.51187092 | 19.316 | 59.827 | 0.32286426 | +0.000002% |
| 2026-06-21 00:51:42 | -0.02809429 | 11.174 | 11.82 | 0.94534687 | +0.000002% |
| 2026-06-20 23:54:31 | 0.53928225 | 19.044 | 5.7 | 3.3411 | +0.000002% |
| 2026-06-20 22:53:24 | 0.51093245 | 20.109 | 6.509 | 3.0894 | +0.000002% |
| 2026-06-20 21:52:15 | 0.31768611 | 19.453 | 10.073 | 1.9312 | +0.000002% |
| 2026-06-20 21:04:15 | -0.3628747 | 6.844 | 14.64 | 0.46748634 | +0.000002% |
| 2026-06-20 20:06:08 | -0.55294275 | 6.692 | 23.246 | 0.28787748 | +0.000002% |
| 2026-06-20 19:06:59 | -0.21739884 | 9.032 | 14.05 | 0.64284698 | +0.000002% |
| 2026-06-20 18:05:39 | 0.34705285 | 18.557 | 8.995 | 2.063 | +0.000002% |
| 2026-06-20 17:10:50 | 0.52298054 | 27.47 | 8.604 | 3.1927 | +0.000002% |
| 2026-06-20 16:11:51 | 0.00939414 | 16.977 | 16.661 | 1.019 | +0.000002% |
| 2026-06-20 15:12:04 | 0.35213477 | 21.551 | 10.326 | 2.0871 | +0.000002% |
| 2026-06-20 14:09:53 | -0.28559553 | 9.024 | 16.239 | 0.55569924 | +0.000002% |
| 2026-06-20 13:05:50 | 0.34548592 | 24.173 | 11.759 | 2.0557 | +0.000002% |
| 2026-06-20 12:07:30 | 0.31325381 | 19.708 | 10.306 | 1.9123 | +0.000002% |
| 2026-06-20 11:06:27 | 0.37770928 | 14.302 | 6.46 | 2.2139 | +0.000002% |
| 2026-06-20 09:39:29 | 0.32446925 | 21.118 | 10.771 | 1.9606 | +0.000002% |
| 2026-06-20 08:31:37 | 0.75964375 | 31.612 | 4.318 | 7.321 | +0.000002% |
| 2026-06-20 07:33:38 | 0.29867129 | 16.86 | 9.105 | 1.8517 | +0.000002% |
| 2026-06-20 06:32:20 | 0.56042784 | 49.748 | 14.014 | 3.5499 | +0.000002% |
| 2026-06-20 05:37:07 | 0.37729573 | 23.81 | 10.765 | 2.2118 | +0.000002% |
| 2026-06-20 04:40:56 | 0.87742637 | 68.236 | 4.455 | 15.3167 | +0.000002% |
| 2026-06-20 03:43:00 | -0.84501306 | 2.017 | 24.011 | 0.08400317 | +0.000002% |
| 2026-06-20 02:45:02 | 0.64853379 | 19.395 | 4.135 | 4.6904 | +0.000002% |
| 2026-06-20 01:44:08 | -0.59479197 | 5.493 | 21.619 | 0.25408206 | +0.000002% |
| 2026-06-20 00:47:51 | -0.75433886 | 5.032 | 35.935 | 0.14003061 | +0.000002% |
| 2026-06-19 23:59:51 | 0.72793834 | 22.42 | 3.53 | 6.3513 | +0.000002% |
| 2026-06-19 23:01:30 | 0.18822781 | 15.867 | 10.84 | 1.4637 | +0.000002% |
| 2026-06-19 22:02:19 | 0.49771003 | 21.91 | 7.348 | 2.9818 | +0.000002% |
| 2026-06-19 21:04:02 | 0.5596289 | 13.869 | 3.916 | 3.5416 | +0.000002% |
| 2026-06-19 20:03:07 | 0.77081408 | 28.735 | 3.719 | 7.7265 | +0.000002% |
| 2026-06-19 19:02:24 | 0.87158062 | 18.815 | 1.291 | 14.574 | +0.000002% |
| 2026-06-19 18:06:07 | -0.07205254 | 7.489 | 8.652 | 0.86558021 | +0.000002% |
| 2026-06-19 17:09:03 | 0.72787216 | 69.311 | 10.916 | 6.3495 | +0.000002% |
| 2026-06-19 16:08:47 | -0.03941646 | 10.601 | 11.471 | 0.92415657 | +0.000002% |
| 2026-06-19 15:10:35 | 0.36802864 | 18.532 | 8.561 | 2.1647 | +0.000002% |
| 2026-06-19 14:12:46 | -0.57144544 | 5.445 | 19.966 | 0.27271361 | +0.000002% |
| 2026-06-19 13:14:43 | 0.142561 | 14.33 | 10.754 | 1.3325 | +0.000002% |
| 2026-06-19 12:17:26 | -0.72548878 | 3.798 | 23.873 | 0.15909186 | +0.000002% |
| 2026-06-19 11:18:11 | -0.81003364 | 3.247 | 30.938 | 0.10495184 | +0.000002% |
| 2026-06-19 10:18:15 | -0.2870463 | 6.767 | 12.216 | 0.55394565 | +0.000002% |
| 2026-06-19 09:07:52 | 0.02631817 | 11.348 | 10.766 | 1.0541 | +0.000002% |
| 2026-06-19 02:06:21 | 0.7109995 | 27.595 | 4.661 | 5.9204 | +0.000002% |
| 2026-06-19 00:50:20 | 0.12712392 | 17.214 | 13.331 | 1.2913 | +0.000002% |
| 2026-06-18 23:34:16 | -0.24143829 | 9.314 | 15.243 | 0.61103457 | +0.000002% |
| 2026-06-18 22:18:13 | -0.1002692 | 16.21 | 19.823 | 0.81773697 | +0.000002% |
| 2026-06-18 21:02:08 | 0.54617801 | 41.092 | 12.061 | 3.407 | +0.000002% |
| 2026-06-18 18:59:28 | -0.3823437 | 5.898 | 13.2 | 0.44681818 | +0.000002% |
| 2026-06-18 17:57:22 | 0.50149474 | 21.346 | 7.087 | 3.012 | +0.000002% |
| 2026-06-18 16:59:07 | 0.07814889 | 13.396 | 11.454 | 1.1695 | +0.000002% |
| 2026-06-18 15:59:50 | 0.22939209 | 12.498 | 7.834 | 1.5954 | +0.000002% |
| 2026-06-18 15:01:55 | 0.92371674 | 135.648 | 5.379 | 25.2181 | +0.000002% |
| 2026-06-18 14:00:36 | -0.39786326 | 7.975 | 18.514 | 0.4307551 | +0.000002% |
| 2026-06-18 13:03:24 | -0.91485822 | 2.405 | 54.089 | 0.04446375 | +0.000002% |
| 2026-06-18 12:04:49 | -0.33009709 | 6.9 | 13.7 | 0.50364964 | +0.000002% |
| 2026-06-18 11:08:44 | -0.07486905 | 11.745 | 13.646 | 0.86069178 | +0.000002% |
| 2026-06-18 10:10:36 | -0.47170575 | 9.135 | 25.448 | 0.35896731 | +0.000002% |
| 2026-06-18 08:56:29 | 0.15177682 | 15.606 | 11.493 | 1.3579 | +0.000002% |
| 2026-06-18 00:49:56 | 0.59554013 | 23.898 | 6.058 | 3.9449 | +0.000002% |
| 2026-06-17 23:51:56 | -0.02018634 | 10.096 | 10.512 | 0.96042618 | +0.000002% |
| 2026-06-17 22:51:36 | -0.20851353 | 8.144 | 12.435 | 0.65492561 | +0.000002% |
| 2026-06-17 21:48:31 | 0.742586 | 27.911 | 4.123 | 6.7696 | +0.000002% |
| 2026-06-17 19:39:10 | 0.36315659 | 19.243 | 8.99 | 2.1405 | +0.000002% |
| 2026-06-17 18:41:33 | -0.8359739 | 2.376 | 26.595 | 0.0893401 | +0.000002% |
| 2026-06-17 17:39:55 | -0.72506864 | 5.908 | 37.07 | 0.15937416 | +0.000002% |
| 2026-06-17 16:09:57 | 0.10160939 | 18.447 | 15.044 | 1.2262 | +0.000002% |
| 2026-06-17 15:09:39 | 0.26914678 | 15.983 | 9.204 | 1.7365 | +0.000002% |
| 2026-06-17 14:09:34 | -0.28904628 | 8.733 | 15.834 | 0.55153467 | +0.000002% |
| 2026-06-17 13:09:30 | -0.59070889 | 4.414 | 17.155 | 0.25730108 | +0.000002% |
Basis 价差数据 (共 37 条)
| 时间 | Mark 价 | Index 价 | Basis % |
|---|---|---|---|
| 2026-06-24 12:35:00 | 62,673.7 | 62,698.5 | -0.0396% |
| 2026-06-24 08:00:00 | 62,701.4 | 62,739.9 | -0.0613% |
| 2026-06-24 03:55:00 | 62,336.9 | 62,365.0 | -0.0451% |
| 2026-06-23 23:50:00 | 62,204.0 | 62,229.9 | -0.0417% |
| 2026-06-23 18:15:00 | 62,400.6 | 62,431.1 | -0.0489% |
| 2026-06-23 13:05:00 | 63,683.8 | 63,711.0 | -0.0427% |
| 2026-06-23 09:00:00 | 64,153.6 | 64,192.0 | -0.0599% |
| 2026-06-23 05:00:00 | 64,428.3 | 64,454.1 | -0.0399% |
| 2026-06-23 01:00:00 | 64,651.8 | 64,677.9 | -0.0404% |
| 2026-06-22 21:00:00 | 65,125.6 | 65,147.1 | -0.0331% |
| 2026-06-22 17:00:00 | 64,175.2 | 64,198.3 | -0.0360% |
| 2026-06-22 13:00:00 | 64,059.7 | 64,095.5 | -0.0558% |
| 2026-06-22 09:00:00 | 63,983.3 | 64,000.2 | -0.0264% |
| 2026-06-22 05:00:00 | 63,818.8 | 63,845.7 | -0.0421% |
| 2026-06-22 01:00:00 | 64,102.7 | 64,130.4 | -0.0431% |
| 2026-06-21 21:00:00 | 64,084.3 | 64,121.2 | -0.0576% |
| 2026-06-21 17:00:00 | 63,951.9 | 63,976.7 | -0.0387% |
| 2026-06-21 13:00:00 | 64,270.9 | 64,302.9 | -0.0498% |
| 2026-06-21 08:50:00 | 64,279.1 | 64,303.3 | -0.0376% |
| 2026-06-21 04:40:00 | 63,841.9 | 63,872.8 | -0.0484% |
| 2026-06-20 23:50:00 | 64,120.7 | 64,145.6 | -0.0388% |
| 2026-06-20 19:50:00 | 63,752.6 | 63,774.8 | -0.0348% |
| 2026-06-20 15:40:00 | 63,727.9 | 63,757.5 | -0.0465% |
| 2026-06-20 11:40:00 | 63,453.9 | 63,483.0 | -0.0459% |
| 2026-06-20 07:35:00 | 63,314.5 | 63,342.8 | -0.0447% |
| 2026-06-20 03:35:00 | 62,952.9 | 62,982.4 | -0.0467% |
| 2026-06-19 23:35:00 | 63,132.4 | 63,159.7 | -0.0432% |
| 2026-06-19 19:35:00 | 62,568.7 | 62,602.7 | -0.0543% |
| 2026-06-19 15:35:00 | 62,501.5 | 62,532.2 | -0.0491% |
| 2026-06-19 11:35:00 | 62,708.2 | 62,743.2 | -0.0558% |
| 2026-06-19 02:55:00 | 62,649.8 | 62,674.6 | -0.0397% |
| 2026-06-18 22:20:00 | 64,115.6 | 64,143.8 | -0.0439% |
| 2026-06-18 17:10:00 | 64,306.0 | 64,341.1 | -0.0546% |
| 2026-06-18 13:05:00 | 63,734.0 | 63,757.0 | -0.0361% |
| 2026-06-18 04:30:00 | 64,403.0 | 64,436.2 | -0.0516% |
| 2026-06-17 21:40:00 | 65,175.4 | 65,206.4 | -0.0476% |
| 2026-06-17 16:05:00 | 65,461.9 | 65,488.7 | -0.0409% |