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 $2.55B 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 +$41.5M; the heaviest selling in BTC −$1.02B.
- AKE+$41.5M
- XYZ:SILVER+$14.1M
- XYZ:XYZ100+$9.8M
- SOXS+$9.6M
- XYZ:SKHX+$9.2M
- BTC−$1.02B
- ETH−$363.5M
- SPCX−$231.0M
- SOL−$111.7M
- HYPE−$92.1M
← 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 1.76 bps on RAM, the 200th: 121 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.77 bps
- #5ZEC0.11 bps
- #10SPCX0.72 bps
- #25XYZ:XYZ1000.36 bps
- #50WLD3.37 bps
- #100ZRO0.64 bps
- #200RAM1.76 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$654.2K rests at BTC's best bid and ask on Binance; the 200th most traded, RAM, has $863.
- #1BTC$654.2K
- #2ETH$264.2K
- #3SOXL$85.8K
- #5ZEC$8.2K
- #10SPCX$22.6K
- #25XYZ:XYZ100$168.5K
- #50WLD$18.2K
- #100ZRO$477
- #200RAM$863
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: 57% asks.
- BTC Binance49% bid
- ETH Binance49% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance53% bid
- SNDK Binance48% bid
- NVDA Binance52% bid
- AKE Binance47% bid
- HYPE Binance47% bid
- SPCX Binance43% 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 +26.9% and fell most on SOXL −9.7% over the last 24 hours.
- NVDA+26.9%
- SNDK+6.4%
- XYZ:XYZ100+6.3%
- SKHYNIX+4.8%
- SOXL−9.7%
- SKHY−6.0%
- GOOGL−4.0%
- ZEC−3.0%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisBULLA on Binance trades 25.3 bps above its index; BARD on OKX, 118.5 bps below.
- BULLA Binance+25.3
- IDOL Binance+15.7
- ARIA Binance+14.9
- XYZ:BRENTOIL Hyperliquid+14.7
- SOXS Binance+13.9
- BARD OKX−118.5
- BARD Binance−74.6
- BERA Binance−57.1
- SHELL Binance−39.8
- SNXX Binance−37.8
← belowabove →
basis.basis_bps100 most traded contracts · now
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