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 $2.18B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:30 UTC, saw $855.7M 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 +$42.2M; the heaviest selling in BTC −$835.3M.
- AKE+$42.2M
- XYZ:SILVER+$14.2M
- XYZ:XYZ100+$10.0M
- XYZ:SKHX+$9.2M
- SOXS+$9.1M
- BTC−$835.3M
- ETH−$252.1M
- SPCX−$230.4M
- SOL−$104.0M
- HYPE−$84.2M
← 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 2.78 bps on ZHONGJI, the 200th: 191 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.78 bps
- #5ZEC0.11 bps
- #10SPCX0.72 bps
- #25XYZ:XYZ1000.36 bps
- #50WLD3.38 bps
- #100TAC8.67 bps
- #200ZHONGJI2.78 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$637.5K rests at BTC's best bid and ask on Binance; the 200th most traded, ZHONGJI, has $747.
- #1BTC$637.5K
- #2ETH$263.0K
- #3SOXL$85.6K
- #5ZEC$8.1K
- #10SPCX$23.2K
- #25XYZ:XYZ100$166.6K
- #50WLD$18.3K
- #100TAC$780
- #200ZHONGJI$747
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 Binance50% bid
- ETH Binance49% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance53% bid
- SNDK Binance48% bid
- NVDA Binance52% bid
- AKE Binance47% 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 $482.2M within 20 price levels at their deepest, 19:30 UTC, and $324.8M at their thinnest, 22:30 UTC: −32.6%.
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 +27.4% and fell most on SOXL −9.3% over the last 24 hours.
- NVDA+27.4%
- SNDK+7.0%
- XYZ:XYZ100+5.3%
- SKHYNIX+4.6%
- SOXL−9.3%
- SKHY−5.8%
- GOOGL−3.9%
- ZEC−3.4%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisARIA on Binance trades 21.0 bps above its index; BARD on Binance, 115.9 bps below.
- ARIA Binance+21.0
- KORU Binance+18.3
- BULLA Binance+16.7
- MSTR Binance+15.7
- JCT Binance+15.6
- BARD Binance−115.9
- BERA Binance−115.0
- BARD OKX−111.5
- AKE OKX−19.5
- IDOL Binance−14.7
← 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.