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 $2.20B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:00 UTC, saw $1.01B 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 +$42.9M; the heaviest selling in BTC −$878.4M.
- AKE+$42.9M
- XYZ:SILVER+$14.2M
- SOXS+$13.5M
- XYZ:XYZ100+$10.2M
- AAPL+$8.5M
- BTC−$878.4M
- ETH−$238.7M
- SPCX−$231.2M
- SOL−$103.6M
- HYPE−$83.2M
← 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 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
- #50WLD3.38 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$627.7K rests at BTC's best bid and ask on Binance; the 200th most traded, SLX, has $183.
- #1BTC$627.7K
- #2ETH$259.9K
- #3SOXL$85.1K
- #5ZEC$8.1K
- #10SPCX$23.3K
- #25BARD$4.2K
- #50WLD$18.2K
- #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 Binance50% 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 $487.4M within 20 price levels at their deepest, 20:00 UTC, and $338.8M at their thinnest, 23:00 UTC: −30.5%.
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 +27.6% and fell most on SOXL −9.5% over the last 24 hours.
- NVDA+27.6%
- XYZ:XYZ100+7.5%
- SNDK+7.3%
- SKHYNIX+4.6%
- SOXL−9.5%
- SKHY−5.7%
- GOOGL−3.8%
- ZEC−3.0%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisBULLA on Binance trades 41.0 bps above its index; BARD on OKX, 130.8 bps below.
- BULLA Binance+41.0
- IDOL Binance+32.2
- ARIA Binance+16.1
- SOXS Binance+10.5
- TSLA Binance+7.85
- BARD OKX−130.8
- BARD Binance−120.7
- BERA Binance−110.9
- SHELL Binance−41.5
- 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.