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 $2.22B 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 +$41.2M; the heaviest selling in BTC −$918.3M.
- AKE+$41.2M
- XYZ:XYZ100+$16.0M
- XYZ:SILVER+$14.2M
- XYZ:SKHX+$8.9M
- BZ+$8.7M
- BTC−$918.3M
- ETH−$288.3M
- SPCX−$229.5M
- SOL−$100.3M
- HYPE−$84.7M
← 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 3.91 bps on SKDD, the 200th: 268 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.76 bps
- #5ZEC0.11 bps
- #10XAU0.026 bps
- #25XYZ:XYZ1000.36 bps
- #50WLD3.36 bps
- #100AAOI2.05 bps
- #200SKDD3.91 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$658.6K rests at BTC's best bid and ask on Binance; the 200th most traded, SKDD, has $330.
- #1BTC$658.6K
- #2ETH$265.5K
- #3SOXL$84.8K
- #5ZEC$8.2K
- #10XAU$383.2K
- #25XYZ:XYZ100$159.3K
- #50WLD$18.1K
- #100AAOI$1.1K
- #200SKDD$330
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. AKE's leaned most: 54% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance52% bid
- SNDK Binance47% bid
- NVDA Binance52% bid
- AKE Binance46% bid
- HYPE Binance47% bid
- XAU Binance53% 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 NVDA +26.0% and fell most on SOXL −11.6% over the last 24 hours.
- NVDA+26.0%
- XYZ:XYZ100+9.7%
- SNDK+7.9%
- SKHYNIX+4.6%
- SOXL−11.6%
- SKHY−5.5%
- GOOGL−4.4%
- ZEC−3.6%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisBULLA on Binance trades 44.3 bps above its index; BERA on Binance, 162.3 bps below.
- BULLA Binance+44.3
- IDOL Binance+22.2
- MUU Binance+19.1
- CRCL Binance+17.4
- ARIA Binance+13.4
- BERA Binance−162.3
- BARD OKX−118.3
- BARD Binance−113.3
- INIT Binance−75.6
- AKE OKX−33.7
← 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.