QuantorityBitcoin and Ether ETFs Return to Inflows After Eight Weeks
Spot ETFs for bitcoin and ether recorded their first combined weekly inflow in two months, though outflows dominated the prior period.
BTC
After eight consecutive weeks of investor withdrawals, bitcoin and ether exchange-traded funds attracted $282 million in combined inflows during the latest week, according to The Block.
The reversal marks the first time in two months that the two asset classes saw net inflows together. However, the magnitude of the rebound remains modest relative to the preceding period. Over the prior eight weeks, the funds experienced combined outflows totaling $9.46 billion—a significant volume that underscores sustained investor caution toward digital asset exposure through these vehicles.
The roughly $282 million in fresh inflows represents recovery of only about 3 percent of that earlier drainage. This suggests that while the outflow streak has ended, investor sentiment toward spot ETFs for these cryptocurrencies remains tepid. The data reflects fluctuating demand for regulated cryptocurrency investment products despite their growing availability and adoption among institutional and retail participants.
For further details on the flows and market dynamics, see The Block's full report.
*Source: [The Block](https://www.theblock.co/post/407957/bitcoin-ether-etfs-snap-eight-week-outflow-streaks-with-282-million-combined-inflow?utm_source=rss&utm_medium=rss). 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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Mei-Lin leads Quantority's derivatives research, focusing on perpetual funding regimes, basis term structure and open-interest dynamics across major venues. She previously built futures analytics at an institutional market-data desk.
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Every figure here is read directly from Quantority's cross-exchange data. This is descriptive market analysis — a read on positioning, not a forecast, and not financial advice.