Rinse the asparagus in a colander; leave wet. In a medium nonstick skillet, add the olive oil and asparagus and cook over medium heat until crisp-tender, 3 to 4 minutes. Season with salt and pepper.
In a medium bowl, stir together the chives, mayonnaise, lemon juice and ketchup. Add the crab and toss gently to coat. Season with pepper.
Divide the asparagus among 4 plates and top with a mound of the crab mixture. Serve with the lemon wedges.