本页面展示玻璃期货主连与次主连合约跨期套利历史数据回测分析情况，以下是简要说明：
如果您对期货套利以及其它低风险投资感兴趣，可以关注我们的公众号：财有你我 ，加群交流。
注意：历史数据仅供参考，并不能确保100%盈利，投资有风险，决策需谨慎。
关于玻璃期货跨期套利的详细数据分析，请查看文章：。
| 年份 | 开盘价差均值 | 开盘价差最小值 | 开盘价差最大值 | 收盘价差均值 | 收盘价差最小值 | 收盘价差最大值 | 最高价差均值 | 最高价差最小值 | 最高价差最大值 | 最低价差均值 | 最低价差最小值 | 最低价差最大值 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 暂无数据 | |||||||||||||
| 月份 | 开盘价差均值 | 开盘价差最小值 | 开盘价差最大值 | 收盘价差均值 | 收盘价差最小值 | 收盘价差最大值 | 最高价差均值 | 最高价差最小值 | 最高价差最大值 | 最低价差均值 | 最低价差最小值 | 最低价差最大值 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 暂无数据 | |||||||||||||
| 日期 | 主连开盘价 | 主连收盘价 | 主连最高价 | 主连最低价 | 次主连开盘价 | 次主连收盘价 | 次主连最高价 | 次主连最低价 | 开盘价差值 | 收盘价差值 | 最高价差值 | 最低价差值 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 1678.00 | 1685.00 | 1694.00 | 1671.00 | 1606.00 | 1609.00 | 1625.00 | 1595.00 | 72.00 | 76.00 | 69.00 | 76.00 |
| 2023-11-14 | 1700.00 | 1672.00 | 1701.00 | 1656.00 | 1616.00 | 1596.00 | 1616.00 | 1581.00 | 84.00 | 76.00 | 85.00 | 75.00 |
| 2023-11-13 | 1755.00 | 1707.00 | 1767.00 | 1697.00 | 1677.00 | 1616.00 | 1682.00 | 1608.00 | 78.00 | 91.00 | 85.00 | 89.00 |
| 2023-11-10 | 1710.00 | 1749.00 | 1779.00 | 1703.00 | 1650.00 | 1674.00 | 1702.00 | 1631.00 | 60.00 | 75.00 | 77.00 | 72.00 |
| 2023-11-09 | 1682.00 | 1703.00 | 1714.00 | 1661.00 | 1622.00 | 1630.00 | 1640.00 | 1597.00 | 60.00 | 73.00 | 74.00 | 64.00 |
| 2023-11-08 | 1683.00 | 1688.00 | 1706.00 | 1673.00 | 1609.00 | 1625.00 | 1648.00 | 1607.00 | 74.00 | 63.00 | 58.00 | 66.00 |
| 2023-11-07 | 1678.00 | 1690.00 | 1724.00 | 1674.00 | 1605.00 | 1615.00 | 1639.00 | 1601.00 | 73.00 | 75.00 | 85.00 | 73.00 |
| 2023-11-06 | 1677.00 | 1670.00 | 1691.00 | 1652.00 | 1596.00 | 1601.00 | 1615.00 | 1576.00 | 81.00 | 69.00 | 76.00 | 76.00 |
| 2023-11-03 | 1660.00 | 1677.00 | 1684.00 | 1649.00 | 1560.00 | 1592.00 | 1600.00 | 1555.00 | 100.00 | 85.00 | 84.00 | 94.00 |
| 2023-11-02 | 1634.00 | 1663.00 | 1668.00 | 1633.00 | 1549.00 | 1562.00 | 1566.00 | 1547.00 | 85.00 | 101.00 | 102.00 | 86.00 |
| 2023-11-01 | 1646.00 | 1625.00 | 1654.00 | 1614.00 | 1559.00 | 1544.00 | 1567.00 | 1535.00 | 87.00 | 81.00 | 87.00 | 79.00 |
| 2023-10-31 | 1634.00 | 1643.00 | 1651.00 | 1621.00 | 1554.00 | 1557.00 | 1564.00 | 1541.00 | 80.00 | 86.00 | 87.00 | 80.00 |
| 2023-10-30 | 1629.00 | 1629.00 | 1648.00 | 1601.00 | 1549.00 | 1551.00 | 1562.00 | 1529.00 | 80.00 | 78.00 | 86.00 | 72.00 |
| 2023-10-27 | 1620.00 | 1629.00 | 1632.00 | 1607.00 | 1699.00 | 1695.00 | 1704.00 | 1673.00 | -79.00 | -66.00 | -72.00 | -66.00 |
| 2023-10-26 | 1632.00 | 1623.00 | 1632.00 | 1597.00 | 1531.00 | 1537.00 | 1539.00 | 1515.00 | 101.00 | 86.00 | 93.00 | 82.00 |
| 2023-10-25 | 1626.00 | 1632.00 | 1651.00 | 1615.00 | 1702.00 | 1705.00 | 1733.00 | 1697.00 | -76.00 | -73.00 | -82.00 | -82.00 |
| 2023-10-24 | 1609.00 | 1620.00 | 1625.00 | 1604.00 | 1510.00 | 1520.00 | 1525.00 | 1508.00 | 99.00 | 100.00 | 100.00 | 96.00 |
| 2023-10-23 | 1643.00 | 1606.00 | 1652.00 | 1591.00 | 1552.00 | 1509.00 | 1555.00 | 1500.00 | 91.00 | 97.00 | 97.00 | 91.00 |
| 2023-10-20 | 1686.00 | 1643.00 | 1688.00 | 1637.00 | 1579.00 | 1552.00 | 1579.00 | 1545.00 | 107.00 | 91.00 | 109.00 | 92.00 |
| 2023-10-19 | 1651.00 | 1689.00 | 1706.00 | 1645.00 | 1543.00 | 1581.00 | 1588.00 | 1540.00 | 108.00 | 108.00 | 118.00 | 105.00 |
| 2023-10-18 | 1638.00 | 1645.00 | 1674.00 | 1632.00 | 1542.00 | 1542.00 | 1566.00 | 1538.00 | 96.00 | 103.00 | 108.00 | 94.00 |
| 2023-10-17 | 1640.00 | 1632.00 | 1658.00 | 1620.00 | 1548.00 | 1539.00 | 1559.00 | 1534.00 | 92.00 | 93.00 | 99.00 | 86.00 |
| 2023-10-16 | 1636.00 | 1643.00 | 1649.00 | 1598.00 | 1547.00 | 1553.00 | 1557.00 | 1523.00 | 89.00 | 90.00 | 92.00 | 75.00 |
| 2023-10-13 | 1659.00 | 1635.00 | 1668.00 | 1614.00 | 1562.00 | 1543.00 | 1570.00 | 1526.00 | 97.00 | 92.00 | 98.00 | 88.00 |
| 2023-10-12 | 1629.00 | 1654.00 | 1655.00 | 1623.00 | 1542.00 | 1558.00 | 1561.00 | 1537.00 | 87.00 | 96.00 | 94.00 | 86.00 |
| 2023-10-11 | 1639.00 | 1624.00 | 1657.00 | 1608.00 | 1537.00 | 1539.00 | 1555.00 | 1530.00 | 102.00 | 85.00 | 102.00 | 78.00 |
| 2023-10-10 | 1730.00 | 1637.00 | 1731.00 | 1620.00 | 1598.00 | 1537.00 | 1599.00 | 1517.00 | 132.00 | 100.00 | 132.00 | 103.00 |
| 2023-10-09 | 1711.00 | 1724.00 | 1744.00 | 1704.00 | 1860.00 | 1882.00 | 1899.00 | 1850.00 | -149.00 | -158.00 | -155.00 | -146.00 |
| 2023-09-28 | 1698.00 | 1668.00 | 1716.00 | 1661.00 | 1834.00 | 1792.00 | 1853.00 | 1791.00 | -136.00 | -124.00 | -137.00 | -130.00 |
| 2023-09-27 | 1690.00 | 1693.00 | 1705.00 | 1666.00 | 1826.00 | 1832.00 | 1838.00 | 1810.00 | -136.00 | -139.00 | -133.00 | -144.00 |
| 2023-09-26 | 1700.00 | 1680.00 | 1704.00 | 1668.00 | 1832.00 | 1822.00 | 1846.00 | 1810.00 | -132.00 | -142.00 | -142.00 | -142.00 |
| 2023-09-25 | 1749.00 | 1691.00 | 1753.00 | 1678.00 | 1869.00 | 1829.00 | 1871.00 | 1810.00 | -120.00 | -138.00 | -118.00 | -132.00 |
| 2023-09-22 | 1688.00 | 1742.00 | 1756.00 | 1687.00 | 1582.00 | 1624.00 | 1630.00 | 1582.00 | 106.00 | 118.00 | 126.00 | 105.00 |
| 2023-09-21 | 1722.00 | 1683.00 | 1723.00 | 1675.00 | 1841.00 | 1813.00 | 1845.00 | 1802.00 | -119.00 | -130.00 | -122.00 | -127.00 |
| 2023-09-20 | 1717.00 | 1715.00 | 1749.00 | 1689.00 | 1608.00 | 1610.00 | 1632.00 | 1590.00 | 109.00 | 105.00 | 117.00 | 99.00 |
| 2023-09-19 | 1708.00 | 1717.00 | 1749.00 | 1703.00 | 1595.00 | 1608.00 | 1628.00 | 1595.00 | 113.00 | 109.00 | 121.00 | 108.00 |
| 2023-09-18 | 1702.00 | 1708.00 | 1713.00 | 1670.00 | 1591.00 | 1594.00 | 1595.00 | 1568.00 | 111.00 | 114.00 | 118.00 | 102.00 |
| 2023-09-15 | 1726.00 | 1707.00 | 1734.00 | 1660.00 | 1591.00 | 1591.00 | 1612.00 | 1567.00 | 135.00 | 116.00 | 122.00 | 93.00 |
| 2023-09-14 | 1702.00 | 1714.00 | 1727.00 | 1690.00 | 1574.00 | 1583.00 | 1594.00 | 1570.00 | 128.00 | 131.00 | 133.00 | 120.00 |
| 2023-09-13 | 1774.00 | 1695.00 | 1774.00 | 1680.00 | 1625.00 | 1570.00 | 1627.00 | 1560.00 | 149.00 | 125.00 | 147.00 | 120.00 |
| 2023-09-12 | 1753.00 | 1767.00 | 1776.00 | 1732.00 | 1845.00 | 1859.00 | 1873.00 | 1823.00 | -92.00 | -92.00 | -97.00 | -91.00 |
| 2023-09-11 | 1695.00 | 1748.00 | 1766.00 | 1675.00 | 1804.00 | 1849.00 | 1875.00 | 1789.00 | -109.00 | -101.00 | -109.00 | -114.00 |
| 2023-09-08 | 1741.00 | 1689.00 | 1767.00 | 1684.00 | 1850.00 | 1798.00 | 1874.00 | 1795.00 | -109.00 | -109.00 | -107.00 | -111.00 |
| 2023-09-07 | 1780.00 | 1745.00 | 1788.00 | 1722.00 | 1889.00 | 1851.00 | 1895.00 | 1835.00 | -109.00 | -106.00 | -107.00 | -113.00 |
| 2023-09-06 | 1745.00 | 1779.00 | 1783.00 | 1712.00 | 1853.00 | 1886.00 | 1891.00 | 1816.00 | -108.00 | -107.00 | -108.00 | -104.00 |
| 2023-09-05 | 1744.00 | 1757.00 | 1785.00 | 1738.00 | 1849.00 | 1856.00 | 1890.00 | 1839.00 | -105.00 | -99.00 | -105.00 | -101.00 |
| 2023-09-04 | 1821.00 | 1748.00 | 1839.00 | 1736.00 | 1927.00 | 1845.00 | 1960.00 | 1836.00 | -106.00 | -97.00 | -121.00 | -100.00 |
| 2023-09-01 | 1770.00 | 1812.00 | 1849.00 | 1743.00 | 1923.00 | 1987.00 | 2031.00 | 1904.00 | -153.00 | -175.00 | -182.00 | -161.00 |
| 2023-08-31 | 1748.00 | 1768.00 | 1797.00 | 1726.00 | 1915.00 | 1924.00 | 1976.00 | 1885.00 | -167.00 | -156.00 | -179.00 | -159.00 |
| 2023-08-30 | 1585.00 | 1716.00 | 1716.00 | 1585.00 | 1740.00 | 1881.00 | 1881.00 | 1740.00 | -155.00 | -165.00 | -165.00 | -155.00 |
| 2023-08-29 | 1573.00 | 1578.00 | 1596.00 | 1549.00 | 1725.00 | 1738.00 | 1760.00 | 1722.00 | -152.00 | -160.00 | -164.00 | -173.00 |
| 2023-08-28 | 1627.00 | 1572.00 | 1653.00 | 1553.00 | 1746.00 | 1721.00 | 1779.00 | 1713.00 | -119.00 | -149.00 | -126.00 | -160.00 |
| 2023-08-25 | 1614.00 | 1618.00 | 1632.00 | 1592.00 | 1763.00 | 1739.00 | 1776.00 | 1705.00 | -149.00 | -121.00 | -144.00 | -113.00 |
| 2023-08-24 | 1620.00 | 1615.00 | 1666.00 | 1612.00 | 1773.00 | 1752.00 | 1802.00 | 1750.00 | -153.00 | -137.00 | -136.00 | -138.00 |
| 2023-08-23 | 1620.00 | 1618.00 | 1654.00 | 1605.00 | 1781.00 | 1774.00 | 1821.00 | 1765.00 | -161.00 | -156.00 | -167.00 | -160.00 |
| 2023-08-22 | 1647.00 | 1613.00 | 1665.00 | 1592.00 | 1829.00 | 1774.00 | 1844.00 | 1747.00 | -182.00 | -161.00 | -179.00 | -155.00 |
| 2023-08-21 | 1568.00 | 1663.00 | 1682.00 | 1549.00 | 1740.00 | 1840.00 | 1868.00 | 1706.00 | -172.00 | -177.00 | -186.00 | -157.00 |
| 2023-08-18 | 1589.00 | 1574.00 | 1621.00 | 1555.00 | 1758.00 | 1741.00 | 1795.00 | 1718.00 | -169.00 | -167.00 | -174.00 | -163.00 |
| 2023-08-17 | 1559.00 | 1586.00 | 1592.00 | 1546.00 | 1736.00 | 1755.00 | 1781.00 | 1731.00 | -177.00 | -169.00 | -189.00 | -185.00 |
| 2023-08-16 | 1556.00 | 1555.00 | 1576.00 | 1523.00 | 1801.00 | 1819.00 | 1821.00 | 1798.00 | -245.00 | -264.00 | -245.00 | -275.00 |
| 2023-08-15 | 1578.00 | 1562.00 | 1588.00 | 1545.00 | 1817.00 | 1807.00 | 1825.00 | 1805.00 | -239.00 | -245.00 | -237.00 | -260.00 |
| 2023-08-14 | 1592.00 | 1578.00 | 1602.00 | 1541.00 | 1827.00 | 1815.00 | 1828.00 | 1797.00 | -235.00 | -237.00 | -226.00 | -256.00 |
| 2023-08-11 | 1785.00 | 1818.00 | 1823.00 | 1781.00 | 1535.00 | 1590.00 | 1594.00 | 1530.00 | 250.00 | 228.00 | 229.00 | 251.00 |
| 2023-08-10 | 1791.00 | 1794.00 | 1826.00 | 1765.00 | 1538.00 | 1539.00 | 1572.00 | 1530.00 | 253.00 | 255.00 | 254.00 | 235.00 |
| 2023-08-09 | 1799.00 | 1798.00 | 1844.00 | 1791.00 | 1534.00 | 1541.00 | 1557.00 | 1521.00 | 265.00 | 257.00 | 287.00 | 270.00 |
| 2023-08-08 | 1835.00 | 1809.00 | 1839.00 | 1776.00 | 1551.00 | 1535.00 | 1568.00 | 1523.00 | 284.00 | 274.00 | 271.00 | 253.00 |
| 2023-08-07 | 1867.00 | 1832.00 | 1867.00 | 1795.00 | 1624.00 | 1550.00 | 1629.00 | 1533.00 | 243.00 | 282.00 | 238.00 | 262.00 |
| 2023-08-04 | 1825.00 | 1850.00 | 1867.00 | 1825.00 | 1601.00 | 1615.00 | 1646.00 | 1598.00 | 224.00 | 235.00 | 221.00 | 227.00 |
| 2023-08-03 | 1825.00 | 1810.00 | 1846.00 | 1791.00 | 1639.00 | 1588.00 | 1662.00 | 1572.00 | 186.00 | 222.00 | 184.00 | 219.00 |
| 2023-08-02 | 1810.00 | 1813.00 | 1834.00 | 1793.00 | 1642.00 | 1634.00 | 1674.00 | 1621.00 | 168.00 | 179.00 | 160.00 | 172.00 |
| 2023-08-01 | 1727.00 | 1819.00 | 1826.00 | 1727.00 | 1574.00 | 1652.00 | 1653.00 | 1570.00 | 153.00 | 167.00 | 173.00 | 157.00 |
| 2023-07-31 | 1683.00 | 1718.00 | 1725.00 | 1656.00 | 1536.00 | 1569.00 | 1576.00 | 1521.00 | 147.00 | 149.00 | 149.00 | 135.00 |
| 2023-07-28 | 1720.00 | 1684.00 | 1734.00 | 1661.00 | 1544.00 | 1535.00 | 1561.00 | 1510.00 | 176.00 | 149.00 | 173.00 | 151.00 |
| 2023-07-27 | 1703.00 | 1720.00 | 1756.00 | 1686.00 | 1512.00 | 1541.00 | 1580.00 | 1501.00 | 191.00 | 179.00 | 176.00 | 185.00 |
| 2023-07-26 | 1670.00 | 1713.00 | 1748.00 | 1663.00 | 1471.00 | 1518.00 | 1551.00 | 1465.00 | 199.00 | 195.00 | 197.00 | 198.00 |
| 2023-07-25 | 1652.00 | 1675.00 | 1698.00 | 1644.00 | 1439.00 | 1471.00 | 1484.00 | 1435.00 | 213.00 | 204.00 | 214.00 | 209.00 |
| 2023-07-24 | 1703.00 | 1642.00 | 1719.00 | 1637.00 | 1476.00 | 1431.00 | 1485.00 | 1427.00 | 227.00 | 211.00 | 234.00 | 210.00 |
| 2023-07-21 | 1705.00 | 1691.00 | 1722.00 | 1668.00 | 1484.00 | 1464.00 | 1489.00 | 1450.00 | 221.00 | 227.00 | 233.00 | 218.00 |
| 2023-07-20 | 1739.00 | 1698.00 | 1773.00 | 1693.00 | 1493.00 | 1477.00 | 1527.00 | 1466.00 | 246.00 | 221.00 | 246.00 | 227.00 |
| 2023-07-19 | 1712.00 | 1747.00 | 1750.00 | 1712.00 | 1463.00 | 1499.00 | 1502.00 | 1461.00 | 249.00 | 248.00 | 248.00 | 251.00 |
| 2023-07-18 | 1686.00 | 1708.00 | 1712.00 | 1681.00 | 1436.00 | 1460.00 | 1464.00 | 1430.00 | 250.00 | 248.00 | 248.00 | 251.00 |
| 2023-07-17 | 1690.00 | 1670.00 | 1719.00 | 1666.00 | 1476.00 | 1426.00 | 1481.00 | 1423.00 | 214.00 | 244.00 | 238.00 | 243.00 |
| 2023-07-14 | 1620.00 | 1678.00 | 1685.00 | 1619.00 | 1432.00 | 1473.00 | 1480.00 | 1430.00 | 188.00 | 205.00 | 205.00 | 189.00 |
| 2023-07-13 | 1620.00 | 1617.00 | 1625.00 | 1573.00 | 1441.00 | 1431.00 | 1445.00 | 1408.00 | 179.00 | 186.00 | 180.00 | 165.00 |
| 2023-07-12 | 1625.00 | 1624.00 | 1640.00 | 1603.00 | 1425.00 | 1438.00 | 1443.00 | 1424.00 | 200.00 | 186.00 | 197.00 | 179.00 |
| 2023-07-11 | 1599.00 | 1623.00 | 1659.00 | 1593.00 | 1410.00 | 1425.00 | 1443.00 | 1407.00 | 189.00 | 198.00 | 216.00 | 186.00 |
| 2023-07-10 | 1595.00 | 1586.00 | 1612.00 | 1577.00 | 1409.00 | 1404.00 | 1423.00 | 1400.00 | 186.00 | 182.00 | 189.00 | 177.00 |
| 2023-07-07 | 1563.00 | 1595.00 | 1614.00 | 1559.00 | 1398.00 | 1409.00 | 1420.00 | 1394.00 | 165.00 | 186.00 | 194.00 | 165.00 |
| 2023-07-06 | 1576.00 | 1567.00 | 1576.00 | 1550.00 | 1415.00 | 1400.00 | 1416.00 | 1389.00 | 161.00 | 167.00 | 160.00 | 161.00 |
| 2023-07-05 | 1565.00 | 1566.00 | 1573.00 | 1535.00 | 1415.00 | 1408.00 | 1417.00 | 1393.00 | 150.00 | 158.00 | 156.00 | 142.00 |
| 2023-07-04 | 1527.00 | 1562.00 | 1564.00 | 1525.00 | 1390.00 | 1409.00 | 1419.00 | 1387.00 | 137.00 | 153.00 | 145.00 | 138.00 |
| 2023-07-03 | 1520.00 | 1520.00 | 1528.00 | 1506.00 | 1385.00 | 1390.00 | 1395.00 | 1377.00 | 135.00 | 130.00 | 133.00 | 129.00 |
| 2023-06-30 | 1500.00 | 1517.00 | 1551.00 | 1500.00 | 1367.00 | 1382.00 | 1410.00 | 1365.00 | 133.00 | 135.00 | 141.00 | 135.00 |
| 2023-06-29 | 1505.00 | 1506.00 | 1515.00 | 1488.00 | 1366.00 | 1371.00 | 1374.00 | 1350.00 | 139.00 | 135.00 | 141.00 | 138.00 |
| 2023-06-28 | 1500.00 | 1504.00 | 1513.00 | 1482.00 | 1362.00 | 1364.00 | 1370.00 | 1348.00 | 138.00 | 140.00 | 143.00 | 134.00 |
| 2023-06-27 | 1492.00 | 1496.00 | 1525.00 | 1471.00 | 1352.00 | 1361.00 | 1379.00 | 1336.00 | 140.00 | 135.00 | 146.00 | 135.00 |
| 2023-06-26 | 1491.00 | 1492.00 | 1513.00 | 1476.00 | 1351.00 | 1349.00 | 1376.00 | 1337.00 | 140.00 | 143.00 | 137.00 | 139.00 |
| 2023-06-21 | 1508.00 | 1510.00 | 1523.00 | 1481.00 | 1385.00 | 1368.00 | 1396.00 | 1360.00 | 123.00 | 142.00 | 127.00 | 121.00 |
| 2023-06-20 | 1508.00 | 1511.00 | 1523.00 | 1495.00 | 1396.00 | 1386.00 | 1398.00 | 1374.00 | 112.00 | 125.00 | 125.00 | 121.00 |
| 2023-06-19 | 1605.00 | 1510.00 | 1611.00 | 1507.00 | 1450.00 | 1392.00 | 1460.00 | 1381.00 | 155.00 | 118.00 | 151.00 | 126.00 |