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 $2.75B 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 +$56.0M; the heaviest selling in BTC −$1.04B.
- AKE+$56.0M
- SOXS+$12.6M
- AAPL+$7.8M
- AMD+$6.3M
- XYZ:XYZ100+$6.3M
- BTC−$1.04B
- ETH−$422.6M
- SPCX−$228.5M
- HYPE−$116.6M
- SOL−$111.8M
← 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 2.49 bps on SAND, the 200th: 170 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.78 bps
- #5ZEC0.11 bps
- #10SPCX0.73 bps
- #25QQQ0.15 bps
- #50LINK1.02 bps
- #100PAXG0.026 bps
- #200SAND2.49 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$588.9K rests at BTC's best bid and ask on Binance; the 200th most traded, SAND, has $925.
- #1BTC$588.9K
- #2ETH$251.5K
- #3SOXL$83.7K
- #5ZEC$8.3K
- #10SPCX$26.9K
- #25QQQ$57.6K
- #50LINK$10.4K
- #100PAXG$51.2K
- #200SAND$925
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: 55% 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 Binance46% bid
- SPCX Binance45% 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 +26.8% and fell most on SOXL −8.3% over the last 24 hours.
- NVDA+26.8%
- XYZ:NVDA+9.4%
- XYZ:XYZ100+9.4%
- SNDK+5.9%
- SOXL−8.3%
- SKHY−5.0%
- GOOGL−3.9%
- BTC−3.3%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 19.0 bps above its index; BARD on OKX, 96.2 bps below.
- JCT Binance+19.0
- ARIA Binance+12.2
- SNXX Binance+11.6
- CRCL Binance+9.49
- SOXL OKX+8.92
- BARD OKX−96.2
- BARD Binance−76.1
- BERA Binance−71.8
- SOPH Binance−39.3
- AKE OKX−29.6
← 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.