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桀-@LTChives
桀-@LTChives
Influential Creator
期限结构雷达 $BTC 首档正价差对应的规模很小。买近卖远报价差+1.29%，首档配对规模约45美元；按1万规模计，这档只覆盖约0.45%。首档量很小，曲线再好看也难按量成交。 $ETH 首档正价差对应的规模很小。买近卖远报价差+0.41%，首档配对规模约2美元；按1万规模计，这档只覆盖约0.02%。小单试探可以，放量必须看更深档位。 $SOL 标记价差为正，买近卖远首档报价却已倒挂。近月年化+3.87%、远月年化+0.64%，近端更贵；标记近远差+0.05%，买近卖远首档报价差-1.32%。正标记、负首档。
Gallery 1
$ETH-0.49%
$SOL+0.45%
$BTC+0.06%
10:59 · 09/11/26·1.18k views·Posted on OKX Orbit

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