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 $2.66B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:45 UTC, saw $815.7M 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 +$54.3M; the heaviest selling in BTC −$1.01B.
- AKE+$54.3M
- SOXS+$12.6M
- AAPL+$7.8M
- AMD+$6.4M
- XYZ:XYZ100+$6.2M
- BTC−$1.01B
- ETH−$365.2M
- SPCX−$227.5M
- HYPE−$116.7M
- SOL−$108.5M
← 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
- #50SOPH5.77 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 $921.
- #1BTC$588.9K
- #2ETH$251.5K
- #3SOXL$83.7K
- #5ZEC$8.3K
- #10SPCX$26.9K
- #25QQQ$58.0K
- #50SOPH$1.1K
- #100PAXG$51.3K
- #200SAND$921
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 $491.7M within 20 price levels at their deepest, 19:45 UTC, and $335.2M at their thinnest, 22:45 UTC: −31.8%.
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 +27.1% and fell most on SOXL −8.1% over the last 24 hours.
- NVDA+27.1%
- XYZ:NVDA+9.5%
- XYZ:XYZ100+9.4%
- SNDK+6.0%
- SOXL−8.1%
- SKHY−5.0%
- GOOGL−4.0%
- BTC−3.4%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 45.7 bps above its index; BARD on OKX, 87.8 bps below.
- JCT Binance+45.7
- ARIA Binance+14.1
- CRCL Binance+13.8
- SNXX Binance+10.4
- BULLA Binance+6.50
- BARD OKX−87.8
- BERA Binance−81.7
- BARD Binance−68.6
- IDOL Binance−42.0
- AKE OKX−38.4
← 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.