Although they aren't seen interacting in the canon timeline, they are both part of the Liyue Qixing, meaning they work together and most likely see each other quite often.
Keqing has two voicelines about Ganyu, the first of which states her distaste towards Ganyu's devotion for Rex Lapis. "In the workplace, she'll carry out my instructions to the letter, even when I can tell she has her reservations. It's a good attitude to have as a career professional." However, she also praises Ganyu's work attitude and ethic.
Her second voiceline is titled "Reflection" and she seems to have changed some of her previous ideas of Ganyu. With all the events occuring in Liyue, Keqing talks about how she relies more on Ganyu. She says it feels a little awkward, especially since she used to be so critical of Rex Lapis in front of Ganyu, but Ganyu doesn't seem to mind.
Ganyu, similarly, has two voicelines about Keqing. Just like Keqing, the first voiceline describes her indignance towards Keqing for her lack of respect for Rex Lapis. Although Rex Lapis himself has said that Keqing's attitude is what Liyue needs in this time, Ganyu is still skeptical.
The second voiceline is about her changing perspectives like Keqing had. She talks about how Keqing had come to her for help, and slowly, Ganyu had began to understand her a bit more.
- “Who knows what Rex Lapis must have done to inspire such blind devotion from Ganyu... But her reluctance to be critical is not without its advantages. In the workplace, she'll carry out my instructions to the letter, even when I can tell she has her reservations. It's a good attitude to have as a career professional.”
- — Keqing's first voiceline about Ganyu
- “I find myself getting a second opinion from her a lot these days. Lots of things come up that I just have no idea about, and of everyone in Liyue, she's probably the most familiar with Rex Lapis. Heh... I feel a bit awkward, though, because I used to be openly disparaging of Rex Lapis in front of her... But she doesn't seem to mind, so I guess I've got nothing to worry about...”
- — Keqing's second voiceline about Ganyu
- “I cannot stand her disrespectful attitude towards Rex Lapis! But he says to me, "Ganyu, this is just the kind of person Liyue needs in this day and age." I guess I'm not smart enough, because I simply do not understand what he means by that. I think I need more life experience to become wise enough to comprehend his words.”
- — Ganyu's first voiceline about Keqing
- “She came to me recently to discuss the reopening of the Bishui trade route. She even asked me what Rex Lapis would do if it were him. Admittedly, what we came up with was not quite on par with what he would have chosen. But... seeing the way she kept starting her plan from scratch over and over again, I think I started to understand her a little bit.”
- — Ganyu's second voiceline about Keqing
This pair quickly became popular in the fandom because of the ship dynamic and aesthetic. The fact that they are both a part of the Liyue Qixing also helps boost their fame. The contrasting opinions regarding Rex Lapis has been used to write some light hearted rivalry stories, especially with the two learning to understand each other as mentioned before in their voicelines. Many people enjoy the purple and blue cross of the characters; with tons of fanart having been created with this in mind.
On Ao3, there are currently 330+ fanfics for this ship.