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 $2.38B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 01:55 UTC, saw $1.12B 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 +$50.3M; the heaviest selling in BTC −$991.3M.
- AKE+$50.3M
- XYZ:SILVER+$14.3M
- SOXS+$14.0M
- XYZ:XYZ100+$8.7M
- AAPL+$8.5M
- BTC−$991.3M
- ETH−$271.9M
- SPCX−$226.0M
- SOL−$105.3M
- HYPE−$94.3M
← 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 1.72 bps on WDC, the 200th: 118 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.78 bps
- #5ZEC0.11 bps
- #10SPCX0.72 bps
- #25BARD7.13 bps
- #50AVAX1.21 bps
- #100AGT2.30 bps
- #200WDC1.72 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$608.0K rests at BTC's best bid and ask on Binance; the 200th most traded, WDC, has $215.
- #1BTC$608.0K
- #2ETH$254.4K
- #3SOXL$84.4K
- #5ZEC$8.2K
- #10SPCX$23.7K
- #25BARD$4.2K
- #50AVAX$5.1K
- #100AGT$309
- #200WDC$215
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 Binance49% 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 $488.9M within 20 price levels at their deepest, 18:55 UTC, and $345.4M at their thinnest, 22:55 UTC: −29.3%.
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 +27.9% and fell most on SOXL −8.6% over the last 24 hours.
- NVDA+27.9%
- XYZ:XYZ100+8.7%
- SNDK+6.7%
- XYZ:NVDA+5.0%
- SOXL−8.6%
- SKHY−5.7%
- GOOGL−3.6%
- ZEC−3.0%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 65.0 bps above its index; AKE on OKX, 615.4 bps below.
- JCT Binance+65.0
- IDOL Binance+37.5
- BULLA Binance+27.9
- ARIA Binance+24.8
- SOPH Binance+24.3
- AKE OKX−615.4
- AKE Binance−516.5
- BARD OKX−109.2
- BARD Binance−105.1
- BERA Binance−96.1
← belowabove →
basis.basis_bps100 most traded contracts · now
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