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套牢观察员
$AKE 盘口强弱榜:小单几乎对称,大单先撞“薄侧”
按盘口估算的5分钟中位滑点看,$AKE 的盘口并非小额阶段就明显偏弱,而是“规模一放大才露怯”。
模拟1万规模时,买入滑点0.25%,卖出0.23%,两侧成本十分接近,轻仓进出的摩擦差异不大。但把规模提到10万,买入滑点升至2.44%,卖出为1.68%,买方成本明显更重,买卖不对称被迅速拉开。
这说明其盘口强弱不能只看小单体验:小额阶段接近平衡,大额阶段才暴露出薄侧压力。尤其是大额买入,冲击成本抬升更快,说明上方承接深度相对吃紧;卖出侧虽也不低,但压力小于买入侧。
一句话概括:$AKE 的盘口是“小单看不出,大单见真章”,薄侧在规模放大后才显形。数据口径为5分钟中位滑点、按盘口估算,仅作盘口观察。
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