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 $2.21B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:00 UTC, saw $1.01B 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 +$41.3M; the heaviest selling in BTC −$890.7M.
- AKE+$41.3M
- XYZ:XYZ100+$15.6M
- XYZ:SILVER+$14.2M
- XYZ:SKHX+$9.5M
- AAPL+$8.7M
- BTC−$890.7M
- ETH−$289.1M
- SPCX−$230.1M
- SOL−$105.0M
- HYPE−$86.7M
← 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 3.89 bps on SKDD, the 200th: 267 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
- #100PONS6.95 bps
- #200SKDD3.89 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$662.2K rests at BTC's best bid and ask on Binance; the 200th most traded, SKDD, has $328.
- #1BTC$662.2K
- #2ETH$264.2K
- #3SOXL$84.9K
- #5ZEC$8.2K
- #10XAU$383.0K
- #25XYZ:XYZ100$158.8K
- #50WLD$18.1K
- #100PONS$3.5K
- #200SKDD$328
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: 53% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance50% bid
- SOL Binance49% bid
- ZEC Binance53% bid
- SNDK Binance47% bid
- NVDA Binance52% bid
- AKE Binance47% 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 $487.4M within 20 price levels at their deepest, 20:00 UTC, and $338.8M at their thinnest, 23:00 UTC: −30.5%.
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 +26.7% and fell most on SOXL −10.4% over the last 24 hours.
- NVDA+26.7%
- XYZ:XYZ100+9.8%
- SNDK+8.0%
- SKHYNIX+4.6%
- SOXL−10.4%
- SKHY−5.8%
- GOOGL−4.2%
- ZEC−3.2%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisSOPH on Binance trades 34.5 bps above its index; BERA on Binance, 145.0 bps below.
- SOPH Binance+34.5
- ARIA Binance+18.7
- IDOL Binance+18.1
- BZ Binance+14.1
- MUU Binance+13.6
- BERA Binance−145.0
- BARD OKX−126.5
- BARD Binance−106.7
- INIT Binance−80.0
- AKE OKX−19.2
← 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.