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 $3.41B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:15 UTC, saw $1.26B 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 BZ +$32.8M; the heaviest selling in BTC −$1.73B.
- BZ+$32.8M
- AKE+$31.4M
- XYZ:SILVER+$16.9M
- CL+$14.0M
- AMD+$9.2M
- BTC−$1.73B
- ETH−$430.4M
- SPCX−$231.3M
- XAU−$120.1M
- SOL−$117.2M
← 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 1.06 bps on OKB, the 200th: 73 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.57 bps
- #5SOL1.25 bps
- #10SPCX0.71 bps
- #25XYZ:SP5000.13 bps
- #50INTC1.65 bps
- #100COIN0.78 bps
- #200OKB1.06 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$656.4K rests at BTC's best bid and ask on Binance; the 200th most traded, OKB, has $952.
- #1BTC$656.4K
- #2ETH$269.0K
- #3SOXL$87.6K
- #5SOL$157.2K
- #10SPCX$17.6K
- #25XYZ:SP500$111.9K
- #50INTC$13.0K
- #100COIN$1.1K
- #200OKB$952
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: 54% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance50% bid
- ZEC Binance53% bid
- SOL Binance49% bid
- SNDK Binance47% bid
- NVDA Binance51% bid
- XAU Binance51% bid
- AKE Binance49% bid
- SPCX Binance46% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $485.3M within 20 price levels at their deepest, 20:15 UTC, and $329.3M at their thinnest, 22:15 UTC: −32.2%.
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 +25.2% and fell most on SOXL −13.6% over the last 24 hours.
- XYZ:XYZ100+25.2%
- NVDA+10.6%
- SKHYNIX+8.8%
- SNDK+6.9%
- SOXL−13.6%
- BZ−10.6%
- XAU−8.0%
- XYZ:NVDA−6.5%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisAKE on Binance trades 30.0 bps above its index; BARD on Binance, 245.9 bps below.
- AKE Binance+30.0
- JCT Binance+28.6
- MSTR Binance+25.9
- NVDA Binance+18.3
- AGT Binance+17.0
- BARD Binance−245.9
- BARD OKX−208.6
- INIT Binance−170.8
- SKHYNIX Binance−10.6
- SNXX Binance−10.6
← belowabove →
basis.basis_bps100 most traded contracts · now
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