In the early construction stage of electricity spot markets in China, the market participation methods and response behaviors of electricity customers are quite unique. A high proportion of customers are managed by power grid companies to participate in the spot market indirectly, who cannot actively respond to dynamic market prices, while their inherent electricity consumption behaviors will affect market prices. Furthermore, the customers may even cause extreme market prices in the intense scenarios of power supply and demand. To this end, taking into account the load adjustment ability of a high proportion of customers who indirectly participate in the market, a demand response mechanism suitable for the initial electricity spot market is designed. Firstly, a demand response mechanism framework that considers different response behaviors of customers is established, trigger conditions of the demand response mechanism are proposed, and under the mechanism framework, the mechanism of customers participating in demand response is analyzed. Then, a market clearing model considering the active demand response of customers who indirectly participate in the market is constructed. A settlement method to ensure the sustainable operation of the demand response mechanism is proposed. Finally, case studies verify the rationality and effectiveness of the proposed mechanism.