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, 03:40 UTC, saw $1.27B 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 +$39.1M; the heaviest selling in BTC −$1.49B.
- AKE+$39.1M
- BZ+$18.9M
- XYZ:SILVER+$16.8M
- AMD+$9.1M
- AAPL+$8.4M
- BTC−$1.49B
- ETH−$559.0M
- SPCX−$226.8M
- SOL−$128.9M
- XAU−$105.2M
← 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 1.77 bps on RAM, the 200th: 122 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.71 bps
- #5ZEC0.11 bps
- #10SPCX0.71 bps
- #25XYZ:SP5000.13 bps
- #50INTC1.68 bps
- #100MSFT0.19 bps
- #200RAM1.77 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$657.9K rests at BTC's best bid and ask on Binance; the 200th most traded, RAM, has $812.
- #1BTC$657.9K
- #2ETH$269.9K
- #3SOXL$85.1K
- #5ZEC$7.7K
- #10SPCX$19.6K
- #25XYZ:SP500$110.8K
- #50INTC$13.1K
- #100MSFT$2.2K
- #200RAM$812
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 bid over the day. SPCX's leaned most: 56% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance51% 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 $486.9M within 20 price levels at their deepest, 19:40 UTC, and $340.9M at their thinnest, 22:40 UTC: −30.0%.
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 +23.9% and fell most on SOXL −11.8% over the last 24 hours.
- XYZ:XYZ100+23.9%
- NVDA+17.0%
- SKHYNIX+9.1%
- XYZ:SKHX+4.3%
- SOXL−11.8%
- GOOGL−6.2%
- XAU−5.8%
- BZ−4.3%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 33.8 bps above its index; INIT on Binance, 214.7 bps below.
- JCT Binance+33.8
- ARIA Binance+17.3
- NVDA OKX+12.3
- NVDA Binance+9.82
- XYZ:NVDA Hyperliquid+8.65
- INIT Binance−214.7
- BARD OKX−202.4
- BARD Binance−180.6
- AKE Binance−62.3
- AKE OKX−54.9
← belowabove →
basis.basis_bps100 most traded contracts · now
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