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 $3.79B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:05 UTC, saw $1.38B 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 +$32.2M; the heaviest selling in BTC −$2.03B.
- AKE+$32.2M
- BZ+$31.8M
- XYZ:SILVER+$17.1M
- CL+$11.7M
- XYZ:SKHX+$10.6M
- BTC−$2.03B
- ETH−$500.6M
- SPCX−$223.5M
- SOL−$129.0M
- XAU−$113.2M
← 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 3.48 bps on STX, the 200th: 240 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.56 bps
- #5SOL1.25 bps
- #10AKE3.15 bps
- #25XYZ:XYZ1000.35 bps
- #50AVAX1.20 bps
- #100COIN0.78 bps
- #200STX3.48 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$649.3K rests at BTC's best bid and ask on Binance; the 200th most traded, STX, has $1.2K.
- #1BTC$649.3K
- #2ETH$269.6K
- #3SOXL$86.9K
- #5SOL$157.3K
- #10AKE$548
- #25XYZ:XYZ100$167.4K
- #50AVAX$4.9K
- #100COIN$1.1K
- #200STX$1.2K
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 ask over the day. SPCX's leaned most: 53% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance50% bid
- ZEC Binance53% bid
- SOL Binance49% bid
- SNDK Binance47% bid
- NVDA Binance51% bid
- XAU Binance51% bid
- SPCX Binance47% bid
- AKE Binance49% 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, 20:05 UTC, and $349.9M at their thinnest, 22:05 UTC: −28.4%.
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 +24.8% and fell most on SOXL −13.6% over the last 24 hours.
- XYZ:XYZ100+24.8%
- NVDA+8.2%
- SKHYNIX+7.3%
- SNDK+6.8%
- SOXL−13.6%
- BZ−11.2%
- XYZ:NVDA−8.7%
- XAU−7.4%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisKORU on Binance trades 25.0 bps above its index; BARD on OKX, 211.3 bps below.
- KORU Binance+25.0
- SNXX Binance+24.0
- AKE Binance+20.2
- ARIA Binance+17.8
- JCT Binance+14.8
- BARD OKX−211.3
- INIT Binance−184.0
- BARD Binance−160.8
- AKE OKX−22.8
- SOPH Binance−17.5
← belowabove →
basis.basis_bps100 most traded contracts · now
Expanded, the dashboard has every asset, every chart, the unusual activity feed and a table you can sort.
Expand the dashboardEvery number is from Aperiodic's own 5-minute bars, 15 minutes behind.