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 $2.62B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 14:50 UTC, saw $914.4M 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 +$52.3M; the heaviest selling in BTC −$1.05B.
- AKE+$52.3M
- SOXS+$12.3M
- XYZ:SILVER+$8.7M
- AAPL+$7.8M
- AMD+$7.0M
- BTC−$1.05B
- ETH−$373.7M
- SPCX−$227.7M
- SOL−$114.6M
- HYPE−$97.0M
← 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
- #25QQQ0.15 bps
- #50BERA9.29 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$601.4K rests at BTC's best bid and ask on Binance; the 200th most traded, SAND, has $919.
- #1BTC$601.4K
- #2ETH$251.2K
- #3SOXL$84.1K
- #5ZEC$8.1K
- #10SPCX$24.1K
- #25QQQ$61.1K
- #50BERA$4.9K
- #100PAXG$52.3K
- #200SAND$919
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 $490.1M within 20 price levels at their deepest, 19:50 UTC, and $339.5M at their thinnest, 22:50 UTC: −30.7%.
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 +26.3% and fell most on SOXL −8.3% over the last 24 hours.
- NVDA+26.3%
- XYZ:XYZ100+8.4%
- XYZ:NVDA+6.4%
- SNDK+6.3%
- SOXL−8.3%
- SKHY−5.2%
- GOOGL−3.8%
- BTC−3.5%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisBULLA on Binance trades 33.0 bps above its index; AKE on OKX, 222.3 bps below.
- BULLA Binance+33.0
- ARIA Binance+16.3
- JCT Binance+10.9
- SOXS Binance+6.66
- NBIS Binance+6.08
- AKE OKX−222.3
- BERA Binance−109.3
- BARD OKX−91.3
- AKE Binance−90.9
- BARD Binance−63.0
← 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.