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 $3.21B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:45 UTC, saw $951.7M 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 +$38.8M; the heaviest selling in BTC −$1.50B.
- AKE+$38.8M
- BZ+$19.1M
- XYZ:SILVER+$17.3M
- CL+$10.2M
- AMD+$9.1M
- BTC−$1.50B
- ETH−$424.8M
- SPCX−$227.3M
- SOL−$138.4M
- XAU−$102.4M
← 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 0.75 bps on XYZ:AMZN, the 200th: 52 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.58 bps
- #5ZEC0.11 bps
- #10SPCX0.71 bps
- #25XYZ:SP5000.13 bps
- #50INTC1.65 bps
- #100MSFT0.19 bps
- #200XYZ:AMZN0.75 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$651.6K rests at BTC's best bid and ask on Binance; the 200th most traded, XYZ:AMZN, has $4.9K.
- #1BTC$651.6K
- #2ETH$269.3K
- #3SOXL$86.7K
- #5ZEC$7.7K
- #10SPCX$18.1K
- #25XYZ:SP500$111.8K
- #50INTC$13.2K
- #100MSFT$2.3K
- #200XYZ:AMZN$4.9K
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: 55% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance50% bid
- SOL Binance49% bid
- ZEC Binance52% bid
- SNDK Binance48% bid
- NVDA Binance52% bid
- XAU Binance52% bid
- AKE Binance49% bid
- SPCX Binance45% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $491.7M within 20 price levels at their deepest, 19:45 UTC, and $335.2M at their thinnest, 22:45 UTC: −31.8%.
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 +24.2% and fell most on SOXL −13.2% over the last 24 hours.
- XYZ:XYZ100+24.2%
- NVDA+14.7%
- SKHYNIX+9.4%
- SNDK+4.7%
- SOXL−13.2%
- GOOGL−6.4%
- XAU−6.2%
- XYZ:NVDA−5.3%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisAKE on Binance trades 33.7 bps above its index; BARD on OKX, 212.5 bps below.
- AKE Binance+33.7
- IDOL Binance+27.5
- ARIA Binance+14.2
- AGT Binance+9.70
- SPCX OKX+6.88
- BARD OKX−212.5
- INIT Binance−204.2
- BARD Binance−165.8
- AKE OKX−30.6
- MSTR Binance−28.4
← belowabove →
basis.basis_bps100 most traded contracts · now
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