QuantorityBitcoin and Ethereum ETFs Return to Inflows After 8-Week Drought
Spot Bitcoin and Ethereum exchange-traded funds reversed course with positive flows in the week of July 10, ending a prolonged period of withdrawals.
BTC
Spot Bitcoin and Ethereum exchange-traded funds returned to positive territory during the week ending July 10, according to data cited by BeInCrypto. The shift marks a reversal after eight consecutive weeks of net outflows from both product categories.
Bitcoin ETFs saw inflows of $197.40 million during the week, while Ethereum funds attracted $84.42 million in new capital, according to SoSoValue data referenced in the report. The twin turnaround follows a substantial drawdown period that began in mid-May, during which the products had experienced significant net exits totaling billions of dollars.
The extended outflow phase had represented a notable headwind for the spot Bitcoin and Ethereum ETF complex, which has grown into a major vehicle for institutional and retail exposure to both cryptocurrencies since the approval of these financial products in recent years. The return to inflows suggests a potential shift in investor sentiment toward these holdings.
BeInCrypto's reporting raises the question of whether the restoration of capital inflows might correlate with price movement in the underlying assets, though such relationships are not always direct or immediate. Market participants will be watching for further data on ETF flows and their potential influence on Bitcoin and Ethereum valuations in coming weeks.
For full details on the ETF flow analysis and market context, see the original reporting at BeInCrypto.
*Source: [BeInCrypto](https://beincrypto.com/bitcoin-ethereum-etfs-flip-positive-after-8-weeks/). Summary by Quantority.*
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| Funding APR | Annualized, OI-weighted funding. Positive = longs pay shorts (crowded longs). |
| Percentile 90d | Where current funding sits within the coin's own last 90 days (0–100). |
| Open interest | Total USD value of outstanding perpetual contracts. |
| OI change 24h / 7d | How fast leverage is entering (+) or unwinding (−) over the period. |
| Liquidation skew | Imbalance of forced closures (−1…1): + = more longs liquidated, − = more shorts. |
| Leverage risk | 0–100 composite of funding extremity, OI momentum, liquidations and volatility. |
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