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 $2.33B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:25 UTC, saw $852.9M 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 +$43.9M; the heaviest selling in BTC −$943.2M.
- AKE+$43.9M
- XYZ:SILVER+$14.4M
- SOXS+$13.2M
- XYZ:XYZ100+$10.9M
- AAPL+$8.6M
- BTC−$943.2M
- ETH−$271.0M
- SPCX−$230.9M
- SOL−$105.0M
- HYPE−$86.9M
← 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 5.53 bps on SLX, the 200th: 379 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.78 bps
- #5ZEC0.11 bps
- #10SPCX0.72 bps
- #25BARD7.13 bps
- #50AVAX1.20 bps
- #100AGT2.18 bps
- #200SLX5.53 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$618.1K rests at BTC's best bid and ask on Binance; the 200th most traded, SLX, has $183.
- #1BTC$618.1K
- #2ETH$257.3K
- #3SOXL$85.0K
- #5ZEC$8.2K
- #10SPCX$23.5K
- #25BARD$4.2K
- #50AVAX$5.1K
- #100AGT$309
- #200SLX$183
l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h
Which way are the books leaning?
L2 imbalance7 of the 10 most traded books leaned to the ask over the day. SPCX's leaned most: 56% asks.
- BTC Binance49% bid
- ETH Binance50% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance53% bid
- SNDK Binance48% bid
- NVDA Binance52% bid
- AKE Binance46% bid
- HYPE Binance47% 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 $486.5M within 20 price levels at their deepest, 19:25 UTC, and $337.8M at their thinnest, 22:25 UTC: −30.6%.
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 +27.8% and fell most on SOXL −8.7% over the last 24 hours.
- NVDA+27.8%
- XYZ:XYZ100+7.7%
- SNDK+6.8%
- SKHYNIX+4.7%
- SOXL−8.7%
- SKHY−5.8%
- GOOGL−3.6%
- XYZ:BRENTOIL−2.8%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisBULLA on Binance trades 28.2 bps above its index; AKE on Binance, 167.9 bps below.
- BULLA Binance+28.2
- JCT Binance+24.1
- SOPH Binance+17.0
- ARIA Binance+15.0
- IDOL Binance+13.3
- AKE Binance−167.9
- AKE OKX−128.3
- BARD OKX−119.1
- BARD Binance−113.6
- BERA Binance−81.7
← belowabove →
basis.basis_bps100 most traded contracts · now
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