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 $3.59B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:30 UTC, saw $1.50B 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 +$38.1M; the heaviest selling in BTC −$1.67B.
- AKE+$38.1M
- BZ+$19.0M
- XYZ:SILVER+$16.7M
- AMD+$8.7M
- AAPL+$8.3M
- BTC−$1.67B
- ETH−$575.9M
- SPCX−$226.6M
- SOL−$134.3M
- XAU−$106.6M
← 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: 257 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
- #100COIN0.79 bps
- #2001000BONK3.73 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$656.0K rests at BTC's best bid and ask on Binance; the 200th most traded, 1000BONK, has $3.8K.
- #1BTC$656.0K
- #2ETH$269.4K
- #3SOXL$85.6K
- #5ZEC$7.7K
- #10SPCX$19.7K
- #25XYZ:SP500$111.0K
- #50INTC$13.1K
- #100COIN$1.1K
- #2001000BONK$3.8K
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 ask 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 $482.2M within 20 price levels at their deepest, 19:30 UTC, and $324.8M at their thinnest, 22:30 UTC: −32.6%.
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 XYZ:XYZ100 +24.0% and fell most on SOXL −13.2% over the last 24 hours.
- XYZ:XYZ100+24.0%
- NVDA+16.4%
- SKHYNIX+9.1%
- XYZ:SKHX+4.4%
- SOXL−13.2%
- GOOGL−6.2%
- XAU−6.1%
- BZ−4.4%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisMUU on Binance trades 51.8 bps above its index; INIT on Binance, 211.5 bps below.
- MUU Binance+51.8
- MU Binance+29.0
- MU OKX+28.4
- SOPH Binance+24.2
- SOXL OKX+21.4
- INIT Binance−211.5
- BARD OKX−197.8
- BARD Binance−184.9
- AKE OKX−42.1
- SOXS OKX−26.5
← 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.