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 $3.58B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:20 UTC, saw $1.59B 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 +$37.7M; the heaviest selling in BTC −$1.68B.
- AKE+$37.7M
- BZ+$19.2M
- XYZ:SILVER+$16.6M
- AMD+$8.7M
- CL+$8.6M
- BTC−$1.68B
- ETH−$572.0M
- SPCX−$227.5M
- SOL−$136.5M
- XAU−$102.7M
← 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 1.77 bps on RAM, the 200th: 121 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.68 bps
- #5ZEC0.11 bps
- #10SPCX0.71 bps
- #25XYZ:SP5000.13 bps
- #50CRCL1.60 bps
- #100HBAR1.61 bps
- #200RAM1.77 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$657.6K rests at BTC's best bid and ask on Binance; the 200th most traded, RAM, has $811.
- #1BTC$657.6K
- #2ETH$270.1K
- #3SOXL$85.9K
- #5ZEC$7.7K
- #10SPCX$19.7K
- #25XYZ:SP500$111.5K
- #50CRCL$6.2K
- #100HBAR$3.3K
- #200RAM$811
l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h
Which way are the books leaning?
L2 imbalance5 of the 10 most traded books leaned to the bid 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 $486.5M within 20 price levels at their deepest, 19:20 UTC, and $332.5M at their thinnest, 22:20 UTC: −31.7%.
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 +23.7% and fell most on SOXL −13.5% over the last 24 hours.
- XYZ:XYZ100+23.7%
- NVDA+16.2%
- SKHYNIX+9.1%
- SNDK+4.4%
- SOXL−13.5%
- GOOGL−6.3%
- XAU−6.1%
- XYZ:NVDA−4.7%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisIDOL on Binance trades 40.8 bps above its index; BARD on OKX, 238.3 bps below.
- IDOL Binance+40.8
- JCT Binance+34.6
- ARIA Binance+21.5
- AGT Binance+20.8
- CL Binance+12.7
- BARD OKX−238.3
- INIT Binance−187.6
- BARD Binance−176.1
- SNXX Binance−24.1
- MSTR Binance−20.7
← belowabove →
basis.basis_bps100 most traded contracts · now
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