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 $2.25B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 15:05 UTC, saw $964.2M 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 +$43.4M; the heaviest selling in BTC −$903.0M.
- AKE+$43.4M
- XYZ:SILVER+$14.3M
- SOXS+$13.6M
- XYZ:XYZ100+$10.2M
- AAPL+$8.5M
- BTC−$903.0M
- ETH−$254.8M
- SPCX−$231.6M
- SOL−$103.7M
- HYPE−$85.9M
← 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 5.54 bps on SLX, the 200th: 380 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.78 bps
- #5ZEC0.11 bps
- #10SPCX0.72 bps
- #25BARD7.12 bps
- #50AVAX1.20 bps
- #100AAOI2.05 bps
- #200SLX5.54 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$626.2K rests at BTC's best bid and ask on Binance; the 200th most traded, SLX, has $183.
- #1BTC$626.2K
- #2ETH$259.3K
- #3SOXL$84.9K
- #5ZEC$8.2K
- #10SPCX$23.4K
- #25BARD$4.2K
- #50AVAX$5.1K
- #100AAOI$1.2K
- #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 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, 20:05 UTC, and $345.1M at their thinnest, 08:05 UTC: −29.4%.
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 −9.2% over the last 24 hours.
- NVDA+27.8%
- XYZ:XYZ100+7.5%
- SNDK+7.0%
- SKHYNIX+4.5%
- SOXL−9.2%
- SKHY−5.7%
- GOOGL−3.7%
- ZEC−3.1%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisIDOL on Binance trades 34.2 bps above its index; BERA on Binance, 102.8 bps below.
- IDOL Binance+34.2
- JCT Binance+24.1
- ARIA Binance+13.1
- BULLA Binance+12.1
- SOXS Binance+8.63
- BERA Binance−102.8
- BARD OKX−98.2
- BARD Binance−95.6
- AKE OKX−46.4
- SHELL Binance−45.0
← 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.