Aperiodic indices on the BTC perp · Binance · last 24 h
Aperiodic metrics · the 200 most traded perps · built from every trade and order book update
Are takers buying or selling?
FlowTakers sold $3.66B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:15 UTC, saw $1.26B of net selling.
flow.volume_delta_notionalall three venues · hourly · 24 h
Which perps are they buying and selling?
FlowThe heaviest net buying was in AKE +$37.9M; the heaviest selling in BTC −$1.71B.
- AKE+$37.9M
- BZ+$18.3M
- XYZ:SILVER+$16.6M
- AMD+$8.8M
- AAPL+$8.3M
- BTC−$1.71B
- ETH−$574.4M
- SPCX−$228.2M
- SOL−$148.5M
- XAU−$106.1M
← soldbought →
flow.taker_buy_sell_ratioevery venue added up · 24 h
What does it cost to cross the spread?
L1 liquidityCrossing the spread costs 0.015 bps on BTC, the most traded perp, and 1.95 bps on XYZ:CRWV, the 200th: 135 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.66 bps
- #5ZEC0.11 bps
- #10SPCX0.71 bps
- #25XYZ:SP5000.13 bps
- #50CRCL1.60 bps
- #100COIN0.79 bps
- #200XYZ:CRWV1.95 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$658.0K rests at BTC's best bid and ask on Binance; the 200th most traded, XYZ:CRWV, has $3.8K.
- #1BTC$658.0K
- #2ETH$270.0K
- #3SOXL$86.0K
- #5ZEC$7.7K
- #10SPCX$19.6K
- #25XYZ:SP500$111.5K
- #50CRCL$6.2K
- #100COIN$1.1K
- #200XYZ:CRWV$3.8K
l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h
Which way are the books leaning?
L2 imbalance6 of the 10 most traded books leaned to the ask over the day. SPCX's leaned most: 56% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance50% bid
- SOL Binance49% bid
- ZEC Binance52% bid
- SNDK Binance47% bid
- NVDA Binance52% bid
- XAU Binance52% bid
- AKE Binance49% bid
- SPCX Binance44% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $485.3M within 20 price levels at their deepest, 20:15 UTC, and $329.3M at their thinnest, 22:15 UTC: −32.2%.
l2_liquidity.bid_agg_20 + ask_agg_20top 20 levels · all three venues · hourly
Where is leverage building?
Open interestAmong the 30 largest markets, open interest grew most on XYZ:XYZ100 +23.7% and fell most on SOXL −13.4% over the last 24 hours.
- XYZ:XYZ100+23.7%
- NVDA+16.3%
- SKHYNIX+9.1%
- SNDK+4.1%
- SOXL−13.4%
- GOOGL−6.4%
- XAU−6.3%
- XYZ:NVDA−4.8%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisKORU on OKX trades 39.0 bps above its index; INIT on Binance, 188.5 bps below.
- KORU OKX+39.0
- JCT Binance+35.1
- NVDA OKX+30.9
- SOPH Binance+30.1
- SOXL OKX+25.0
- INIT Binance−188.5
- BARD OKX−177.8
- BARD Binance−145.8
- AKE OKX−47.9
- SOXS OKX−30.3
← belowabove →
basis.basis_bps100 most traded contracts · now
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Expand the dashboardEvery number is from Aperiodic's own 5-minute bars, 15 minutes behind.