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 $2.71B 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 +$56.4M; the heaviest selling in BTC −$1.00B.
- AKE+$56.4M
- SOXS+$11.8M
- AAPL+$7.8M
- XYZ:XYZ100+$6.5M
- AMD+$6.2M
- BTC−$1.00B
- ETH−$425.5M
- SPCX−$228.2M
- HYPE−$117.9M
- SOL−$113.3M
← 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 2.49 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
- #50LINK1.02 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$587.1K rests at BTC's best bid and ask on Binance; the 200th most traded, SAND, has $928.
- #1BTC$587.1K
- #2ETH$251.9K
- #3SOXL$84.7K
- #5ZEC$8.3K
- #10SPCX$27.0K
- #25QQQ$57.1K
- #50LINK$10.4K
- #100PAXG$51.3K
- #200SAND$928
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 Binance49% 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 $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 +26.9% and fell most on SOXL −8.5% over the last 24 hours.
- NVDA+26.9%
- XYZ:NVDA+9.9%
- XYZ:XYZ100+9.6%
- SNDK+5.8%
- SOXL−8.5%
- SKHY−5.0%
- GOOGL−3.8%
- BTC−3.3%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 32.7 bps above its index; BARD on OKX, 90.9 bps below.
- JCT Binance+32.7
- BULLA Binance+23.7
- IDOL Binance+14.5
- ARIA Binance+13.1
- BNB Binance+6.06
- BARD OKX−90.9
- BERA Binance−86.1
- BARD Binance−60.9
- KORU Binance−29.9
- NVDA Binance−20.2
← 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.