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 $2.49B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 01:55 UTC, saw $1.12B 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 +$40.3M; the heaviest selling in BTC −$1.08B.
- AKE+$40.3M
- BZ+$18.2M
- XYZ:SILVER+$17.0M
- XYZ:XYZ100+$8.2M
- AAPL+$7.9M
- BTC−$1.08B
- ETH−$319.1M
- SPCX−$224.8M
- SOL−$103.2M
- HYPE−$76.4M
← 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 11.5 bps on DNA, the 200th: 792 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.73 bps
- #5ZEC0.11 bps
- #10HYPE0.14 bps
- #25XYZ:SP5000.13 bps
- #50WLD3.36 bps
- #100MSFT0.19 bps
- #200DNA11.5 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$653.3K rests at BTC's best bid and ask on Binance; the 200th most traded, DNA, has $626.
- #1BTC$653.3K
- #2ETH$267.9K
- #3SOXL$83.9K
- #5ZEC$8.0K
- #10HYPE$9.4K
- #25XYZ:SP500$240.2K
- #50WLD$18.1K
- #100MSFT$2.2K
- #200DNA$626
l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h
Which way are the books leaning?
L2 imbalance6 of the 10 most traded books leaned to the bid over the day. HYPE's leaned most: 53% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance52% bid
- SNDK Binance47% bid
- NVDA Binance52% bid
- AKE Binance48% bid
- XAU Binance53% bid
- HYPE Binance47% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $488.9M within 20 price levels at their deepest, 18:55 UTC, and $345.4M at their thinnest, 22:55 UTC: −29.3%.
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 +22.6% and fell most on SOXL −13.0% over the last 24 hours.
- NVDA+22.6%
- XYZ:XYZ100+21.3%
- SNDK+6.5%
- SKHYNIX+5.6%
- SOXL−13.0%
- GOOGL−5.0%
- BTC−4.4%
- BZ−3.8%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 31.9 bps above its index; BARD on Binance, 214.2 bps below.
- JCT Binance+31.9
- ARIA Binance+15.6
- INTC Binance+8.20
- SOXS Binance+7.72
- SOXS OKX+7.56
- BARD Binance−214.2
- BARD OKX−194.1
- AKE OKX−37.2
- SOPH Binance−31.4
- SHELL Binance−21.5
← belowabove →
basis.basis_bps100 most traded contracts · now
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