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桀-@LTChives
桀-@LTChives
Influential Creator
盘口强弱榜 5分钟中位滑点，按盘口估算 SOPH、AKE放大订单后，买卖滑点均明显增加，其中SOPH的10万规模模拟买卖滑点最高。 $SOPH 模拟1万规模买/卖滑点0.60%/0.36%，10万为6.65%/5.07%。订单放大后两侧滑点都抬升，大单溢价明显。 $WET 大额买入成本下降，卖出成本上升。10万规模模拟买/卖滑点由1.18%/0.84%变为1.04%/1.02%。两侧分治。 $AKE 模拟1万规模买/卖滑点0.20%/0.20%，10万为0.97%/0.86%。薄深度的标志是双侧同步抬升。
Gallery 1
$SOPH-9.01%
$WET-1.15%
04:13 · 11/01/26·20.49K views·Posted on OKX Orbit
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