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 $2.49B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:35 UTC, saw $828.4M 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 +$51.7M; the heaviest selling in BTC −$1.00B.
- AKE+$51.7M
- XYZ:SILVER+$12.7M
- SOXS+$12.4M
- AAPL+$7.7M
- XYZ:XYZ100+$7.0M
- BTC−$1.00B
- ETH−$310.2M
- SPCX−$227.7M
- SOL−$114.4M
- HYPE−$93.3M
← 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 2.48 bps on SAND, the 200th: 170 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.78 bps
- #5ZEC0.11 bps
- #10SPCX0.73 bps
- #25BARD7.18 bps
- #50AVAX1.21 bps
- #100PAXG0.026 bps
- #200SAND2.48 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$599.8K rests at BTC's best bid and ask on Binance; the 200th most traded, SAND, has $926.
- #1BTC$599.8K
- #2ETH$251.6K
- #3SOXL$83.5K
- #5ZEC$8.1K
- #10SPCX$24.0K
- #25BARD$4.1K
- #50AVAX$5.0K
- #100PAXG$52.4K
- #200SAND$926
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 Binance50% bid
- SOL Binance49% bid
- ZEC Binance53% bid
- SNDK Binance48% bid
- NVDA Binance52% bid
- AKE Binance46% bid
- HYPE Binance46% 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 $484.2M within 20 price levels at their deepest, 18:35 UTC, and $332.5M at their thinnest, 22:35 UTC: −31.3%.
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 +26.1% and fell most on SOXL −8.3% over the last 24 hours.
- NVDA+26.1%
- XYZ:XYZ100+8.7%
- XYZ:NVDA+6.7%
- SNDK+6.5%
- SOXL−8.3%
- SKHY−5.3%
- GOOGL−3.7%
- BTC−3.6%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 56.3 bps above its index; AKE on OKX, 225.6 bps below.
- JCT Binance+56.3
- BULLA Binance+30.6
- SOXS Binance+10.3
- GOOGL Binance+8.72
- TSLA Binance+6.20
- AKE OKX−225.6
- AKE Binance−134.9
- BERA Binance−116.5
- SOPH Binance−112.2
- BARD OKX−98.1
← belowabove →
basis.basis_bps100 most traded contracts · now
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