SP500 · Convergence Trade
Current Spread (mark)
updated 1m ago-0.793%higher than 1% of spread values(window 1D)
long $7,700.98 · short $7,639.9(long 1m / short 9s old)
Entry Spread (order book)+0.104%on $10,000
long $7,639.05 · short $7,646.97(average execution prices, not mark)
market median $7,630.8· long +0.9%· short +0.1%
⚠ Spread is inverted — OKX is cheaper than QFEX. Convergence trade only profits with positive spread.
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
Convergence trade not applicable
Current spread is negative — short leg is cheaper than long. Either wait for spread to flip positive, or swap legs (button in Hero above) to invert the trade direction.
Spread Statistics
Window: 24h · 284 samples
Current
-0.793%
1 pct
Median
+0.107%
Average
-0.126%
P25 → P75
-0.654% … +0.153%
Range
-0.849% … +0.247%
Std dev
±0.377%
Size per leg$= $20,000 total
chart range
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Live spread — order book
on size $10,000Collecting live order-book data…
Rebuilt from stored order books (last 3h) and updated every ~15s while the page is open. IN is the spread to open the position, OUT is the spread to close it; positive means the trade works in your favour. Both are walked for your position size, so they already include what depth costs you.
LONG
QFEX(cex)
QFEX(cex)- Mark Price
- $7,700.98
- Exchange Ticker
- US500-USD
- Taker / Maker
- 0.1% / 0.05%
- Funding APR(1h)
- -72.01%
- OI
- $9.40M
- 24h Vol
- $211.35K
SHORT
OKX(cex)
OKX(cex)- Mark Price
- $7,639.9
- Exchange Ticker
- US500-USDT-SWAP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(8h)
- +129.01%
- OI
- $111.97K
- 24h Vol
- $52.22K
283 long / 283 short samples · 2 days · auto-refresh every 30s