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 $2.70B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:20 UTC, saw $854.0M 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 +$52.4M; the heaviest selling in BTC −$996.4M.
- AKE+$52.4M
- SOXS+$12.2M
- AAPL+$7.7M
- XYZ:XYZ100+$6.2M
- future-BTC-USDT+$5.7M
- BTC−$996.4M
- ETH−$419.0M
- SPCX−$224.4M
- HYPE−$111.9M
- SOL−$108.7M
← 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
- #100KGEN2.53 bps
- #200SAND2.49 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$582.7K rests at BTC's best bid and ask on Binance; the 200th most traded, SAND, has $927.
- #1BTC$582.7K
- #2ETH$250.0K
- #3SOXL$84.7K
- #5ZEC$9.0K
- #10SPCX$27.8K
- #25QQQ$55.4K
- #50LINK$10.4K
- #100KGEN$171
- #200SAND$927
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 Binance50% bid
- SOL Binance49% bid
- ZEC Binance52% bid
- SNDK Binance49% bid
- AKE Binance46% bid
- NVDA Binance52% 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 $486.5M within 20 price levels at their deepest, 19:20 UTC, and $332.5M at their thinnest, 22:20 UTC: −31.7%.
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 +27.0% and fell most on SOXL −8.3% over the last 24 hours.
- NVDA+27.0%
- XYZ:NVDA+10.0%
- XYZ:XYZ100+9.5%
- XYZ:SP500+5.7%
- SOXL−8.3%
- SKHY−5.0%
- GOOGL−4.1%
- BTC−3.3%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 36.7 bps above its index; BERA on Binance, 77.9 bps below.
- JCT Binance+36.7
- BULLA Binance+32.5
- AKE Binance+26.5
- IDOL Binance+24.1
- MUU Binance+18.1
- BERA Binance−77.9
- BARD OKX−74.5
- BARD Binance−50.6
- SOPH Binance−36.2
- UNI OKX−9.07
← belowabove →
basis.basis_bps100 most traded contracts · now
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