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 $3.73B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:55 UTC, saw $1.42B 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 +$32.7M; the heaviest selling in BTC −$1.99B.
- BZ+$32.7M
- AKE+$30.2M
- XYZ:SILVER+$17.0M
- CL+$13.5M
- SOXS+$10.0M
- BTC−$1.99B
- ETH−$450.6M
- SPCX−$229.3M
- SOL−$119.9M
- XAU−$119.5M
← 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
- #10AKE3.12 bps
- #25XYZ:SP5000.13 bps
- #50INJ1.28 bps
- #100PONS6.66 bps
- #200OKB1.06 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$655.4K rests at BTC's best bid and ask on Binance; the 200th most traded, OKB, has $957.
- #1BTC$655.4K
- #2ETH$268.8K
- #3SOXL$87.2K
- #5SOL$156.7K
- #10AKE$532
- #25XYZ:SP500$111.2K
- #50INJ$2.2K
- #100PONS$3.3K
- #200OKB$957
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
- SPCX Binance46% bid
- AKE Binance49% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $488.9M within 20 price levels at their deepest, 18:55 UTC, and $345.4M at their thinnest, 22:55 UTC: −29.3%.
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 −13.0% over the last 24 hours.
- XYZ:XYZ100+25.2%
- NVDA+9.6%
- SKHYNIX+8.6%
- SNDK+6.5%
- SOXL−13.0%
- BZ−10.6%
- XAU−8.2%
- XYZ:NVDA−6.8%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 35.6 bps above its index; BARD on Binance, 247.0 bps below.
- JCT Binance+35.6
- AKE Binance+20.0
- MSTR Binance+17.3
- SKHYNIX OKX+15.7
- XYZ:SKHX Hyperliquid+14.7
- BARD Binance−247.0
- BARD OKX−238.1
- INIT Binance−183.4
- EWY Binance−18.9
- WLD Binance−11.5
← belowabove →
basis.basis_bps100 most traded contracts · now
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