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 $3.16B 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 +$39.2M; the heaviest selling in BTC −$1.41B.
- AKE+$39.2M
- BZ+$19.3M
- XYZ:SILVER+$17.1M
- AMD+$8.9M
- AAPL+$8.2M
- BTC−$1.41B
- ETH−$465.3M
- SPCX−$226.5M
- SOL−$122.7M
- XAU−$99.7M
← 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$656.5K rests at BTC's best bid and ask on Binance; the 200th most traded, RAM, has $813.
- #1BTC$656.5K
- #2ETH$270.2K
- #3SOXL$84.9K
- #5ZEC$7.8K
- #10SPCX$19.7K
- #25XYZ:SP500$110.5K
- #50INTC$13.1K
- #100MSFT$2.2K
- #200RAM$813
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 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 $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 +23.9% and fell most on SOXL −10.9% over the last 24 hours.
- XYZ:XYZ100+23.9%
- NVDA+17.5%
- SKHYNIX+9.2%
- XYZ:SKHX+4.2%
- SOXL−10.9%
- GOOGL−6.0%
- XAU−5.4%
- BZ−4.3%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 22.9 bps above its index; INIT on Binance, 239.0 bps below.
- JCT Binance+22.9
- ARIA Binance+13.6
- AGT Binance+11.9
- IDOL Binance+11.3
- NVDA OKX+9.26
- INIT Binance−239.0
- BARD OKX−215.2
- BARD Binance−164.3
- MSTR Binance−52.8
- AKE OKX−35.2
← belowabove →
basis.basis_bps100 most traded contracts · now
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