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 $3.50B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:35 UTC, saw $1.45B 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 +$38.7M; the heaviest selling in BTC −$1.62B.
- AKE+$38.7M
- BZ+$18.8M
- XYZ:SILVER+$16.7M
- AMD+$8.7M
- AAPL+$8.3M
- BTC−$1.62B
- ETH−$566.2M
- SPCX−$227.1M
- SOL−$131.7M
- XAU−$107.5M
← 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 3.73 bps on 1000BONK, the 200th: 256 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
- #2001000BONK3.73 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$656.5K rests at BTC's best bid and ask on Binance; the 200th most traded, 1000BONK, has $3.8K.
- #1BTC$656.5K
- #2ETH$269.4K
- #3SOXL$85.4K
- #5ZEC$7.7K
- #10SPCX$19.7K
- #25XYZ:SP500$110.9K
- #50INTC$13.1K
- #100MSFT$2.2K
- #2001000BONK$3.8K
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 $484.2M within 20 price levels at their deepest, 18:35 UTC, and $332.5M at their thinnest, 22:35 UTC: −31.3%.
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 +23.8% and fell most on SOXL −12.9% over the last 24 hours.
- XYZ:XYZ100+23.8%
- NVDA+16.2%
- SKHYNIX+9.1%
- SNDK+4.5%
- SOXL−12.9%
- GOOGL−6.2%
- XAU−6.0%
- BZ−4.3%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 62.1 bps above its index; INIT on Binance, 220.5 bps below.
- JCT Binance+62.1
- MUU Binance+17.5
- MU Binance+12.3
- ARIA Binance+10.3
- MU OKX+9.83
- INIT Binance−220.5
- BARD OKX−213.0
- BARD Binance−166.3
- AKE OKX−59.9
- AKE Binance−48.5
← belowabove →
basis.basis_bps100 most traded contracts · now
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