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 $2.65B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 14:50 UTC, saw $914.4M 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 +$39.4M; the heaviest selling in BTC −$1.14B.
- AKE+$39.4M
- BZ+$19.2M
- XYZ:SILVER+$17.2M
- AMD+$8.9M
- AAPL+$8.3M
- BTC−$1.14B
- ETH−$376.4M
- SPCX−$225.9M
- SOL−$100.9M
- XAU−$83.0M
← 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: 256 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.72 bps
- #5ZEC0.11 bps
- #10SPCX0.71 bps
- #25XYZ:SP5000.13 bps
- #50INTC1.68 bps
- #100HBAR1.61 bps
- #2001000BONK3.73 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$656.2K rests at BTC's best bid and ask on Binance; the 200th most traded, 1000BONK, has $3.8K.
- #1BTC$656.2K
- #2ETH$270.3K
- #3SOXL$84.6K
- #5ZEC$7.8K
- #10SPCX$19.7K
- #25XYZ:SP500$110.4K
- #50INTC$13.1K
- #100HBAR$3.3K
- #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 bid over the day. SPCX's leaned most: 56% asks.
- BTC Binance51% bid
- ETH Binance50% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance52% bid
- SNDK Binance48% 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 $490.1M within 20 price levels at their deepest, 19:50 UTC, and $339.5M at their thinnest, 22:50 UTC: −30.7%.
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 +23.7% and fell most on SOXL −11.6% over the last 24 hours.
- XYZ:XYZ100+23.7%
- NVDA+18.2%
- SKHYNIX+8.9%
- SNDK+4.7%
- SOXL−11.6%
- GOOGL−5.8%
- BZ−4.2%
- XAU−3.7%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 40.9 bps above its index; INIT on Binance, 209.9 bps below.
- JCT Binance+40.9
- SOPH Binance+26.2
- ARIA Binance+16.3
- AGT Binance+10.8
- SHELL Binance+9.95
- INIT Binance−209.9
- BARD OKX−122.4
- BARD Binance−79.7
- AKE OKX−46.4
- MSTR Binance−39.2
← belowabove →
basis.basis_bps100 most traded contracts · now
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