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 $2.35B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:25 UTC, saw $852.9M 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 +$41.7M; the heaviest selling in BTC −$950.0M.
- AKE+$41.7M
- XYZ:SILVER+$14.0M
- XYZ:XYZ100+$11.3M
- SOXS+$9.6M
- XYZ:SKHX+$9.1M
- BTC−$950.0M
- ETH−$323.6M
- SPCX−$230.3M
- SOL−$103.5M
- HYPE−$90.4M
← 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 1.76 bps on RAM, the 200th: 121 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.77 bps
- #5ZEC0.11 bps
- #10SPCX0.72 bps
- #25XYZ:XYZ1000.36 bps
- #50WLD3.37 bps
- #100AAOI2.05 bps
- #200RAM1.76 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, RAM, has $860.
- #1BTC$658.7K
- #2ETH$263.7K
- #3SOXL$85.8K
- #5ZEC$8.2K
- #10SPCX$22.3K
- #25XYZ:XYZ100$158.7K
- #50WLD$18.2K
- #100AAOI$1.1K
- #200RAM$860
l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h
Which way are the books leaning?
L2 imbalance7 of the 10 most traded books leaned to the ask over the day. SPCX's leaned most: 57% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance52% bid
- SNDK Binance47% bid
- NVDA Binance52% bid
- AKE Binance47% bid
- HYPE Binance47% bid
- SPCX Binance43% 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, 19:25 UTC, and $337.8M at their thinnest, 22:25 UTC: −30.6%.
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 NVDA +27.2% and fell most on SOXL −9.4% over the last 24 hours.
- NVDA+27.2%
- SNDK+8.2%
- XYZ:XYZ100+6.5%
- SKHYNIX+4.5%
- SOXL−9.4%
- SKHY−5.8%
- GOOGL−4.0%
- BZ−3.5%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisBULLA on Binance trades 54.3 bps above its index; INIT on Binance, 116.4 bps below.
- BULLA Binance+54.3
- JCT Binance+18.9
- ARIA Binance+15.9
- IDOL Binance+14.1
- NVDA Binance+10.4
- INIT Binance−116.4
- BERA Binance−114.3
- BARD OKX−96.8
- BARD Binance−55.8
- AKE OKX−19.0
← 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.