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 $2.86B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:15 UTC, saw $822.7M 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 +$39.5M; the heaviest selling in BTC −$1.21B.
- AKE+$39.5M
- BZ+$19.4M
- XYZ:SILVER+$17.7M
- AMD+$8.7M
- AAPL+$8.2M
- BTC−$1.21B
- ETH−$449.5M
- SPCX−$225.5M
- SOL−$120.5M
- XAU−$81.6M
← 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 3.73 bps on 1000BONK, the 200th: 256 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.73 bps
- #5ZEC0.11 bps
- #10HYPE0.14 bps
- #25XYZ:SP5000.13 bps
- #50SPY0.13 bps
- #100HBAR1.61 bps
- #2001000BONK3.73 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$653.6K rests at BTC's best bid and ask on Binance; the 200th most traded, 1000BONK, has $3.8K.
- #1BTC$653.6K
- #2ETH$269.9K
- #3SOXL$83.9K
- #5ZEC$7.9K
- #10HYPE$9.4K
- #25XYZ:SP500$244.4K
- #50SPY$53.8K
- #100HBAR$3.3K
- #2001000BONK$3.8K
l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h
Which way are the books leaning?
L2 imbalance5 of the 10 most traded books leaned to the bid over the day. HYPE's leaned most: 54% asks.
- BTC Binance50% bid
- ETH Binance49% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance52% bid
- SNDK Binance47% bid
- NVDA Binance52% bid
- XAU Binance52% bid
- AKE Binance48% bid
- HYPE Binance46% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $485.3M within 20 price levels at their deepest, 20:15 UTC, and $329.3M at their thinnest, 22:15 UTC: −32.2%.
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 XYZ:XYZ100 +22.3% and fell most on SOXL −13.5% over the last 24 hours.
- XYZ:XYZ100+22.3%
- NVDA+19.4%
- SKHYNIX+7.4%
- SNDK+4.8%
- SOXL−13.5%
- GOOGL−5.6%
- BZ−3.9%
- XYZ:BRENTOIL−3.6%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 28.9 bps above its index; INIT on Binance, 303.4 bps below.
- JCT Binance+28.9
- IDOL Binance+26.1
- SOXS Binance+20.8
- SOXS OKX+20.8
- ARIA Binance+17.7
- INIT Binance−303.4
- BARD OKX−223.8
- BARD Binance−167.4
- MSTR Binance−50.5
- AKE OKX−48.9
← belowabove →
basis.basis_bps100 most traded contracts · now
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