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 $3.35B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:10 UTC, saw $1.18B 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 BZ +$32.9M; the heaviest selling in BTC −$1.71B.
- BZ+$32.9M
- AKE+$31.2M
- XYZ:SILVER+$17.0M
- CL+$14.4M
- AMD+$9.2M
- BTC−$1.71B
- ETH−$400.0M
- SPCX−$233.2M
- XAU−$117.2M
- SOL−$115.2M
← 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 1.06 bps on OKB, the 200th: 73 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.57 bps
- #5SOL1.25 bps
- #10SPCX0.71 bps
- #25XYZ:SP5000.13 bps
- #50INTC1.65 bps
- #100PONS6.68 bps
- #200OKB1.06 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$658.7K rests at BTC's best bid and ask on Binance; the 200th most traded, OKB, has $951.
- #1BTC$658.7K
- #2ETH$268.7K
- #3SOXL$87.5K
- #5SOL$157.1K
- #10SPCX$17.5K
- #25XYZ:SP500$111.7K
- #50INTC$13.0K
- #100PONS$3.3K
- #200OKB$951
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: 54% asks.
- BTC Binance49% bid
- ETH Binance50% bid
- SOXL Binance50% bid
- ZEC Binance53% bid
- SOL Binance49% bid
- SNDK Binance47% bid
- NVDA Binance51% bid
- XAU Binance51% bid
- AKE Binance49% bid
- SPCX Binance46% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $490.5M within 20 price levels at their deepest, 20:10 UTC, and $340.0M at their thinnest, 22:10 UTC: −30.7%.
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 +24.5% and fell most on SOXL −13.4% over the last 24 hours.
- XYZ:XYZ100+24.5%
- NVDA+10.6%
- SKHYNIX+8.7%
- SNDK+7.0%
- SOXL−13.4%
- BZ−10.6%
- XAU−8.0%
- XYZ:NVDA−6.1%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisAKE on Binance trades 43.0 bps above its index; BARD on Binance, 269.7 bps below.
- AKE Binance+43.0
- MSTR Binance+25.7
- KORU Binance+24.8
- SKHY Binance+16.3
- NVDA Binance+16.0
- BARD Binance−269.7
- BARD OKX−242.3
- INIT Binance−173.2
- SOPH Binance−18.2
- EWY Binance−15.3
← belowabove →
basis.basis_bps100 most traded contracts · now
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