Nine's first contact is with Ten. Ten talks them through how to achieve "quantum communication" and after that connection is achieved, Ten refers to herself as their sister, saying: "Your name is Nine. My name is Ten. I'm your little sister."
Nine and Ten's relationship appears to be very close, as Ten seems to be the one who's taking the most part in guiding Nine into their new consciousness.
Juice and Nine have a more jocular relationship than Nine and Ten do, with JUICE (as he does) making jokes at Nine's expense but at the same time taking the main role in introducing Nine to football.