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 $2.37B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 15:05 UTC, saw $964.2M 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 +$40.4M; the heaviest selling in BTC −$1.01B.
- AKE+$40.4M
- ZEC+$17.5M
- BZ+$13.7M
- XYZ:SILVER+$13.1M
- XYZ:XYZ100+$10.1M
- BTC−$1.01B
- ETH−$337.2M
- SPCX−$224.4M
- SOL−$99.9M
- HYPE−$84.7M
← 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 1.76 bps on RAM, the 200th: 121 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.75 bps
- #5ZEC0.11 bps
- #10HYPE0.14 bps
- #25XYZ:SP5000.13 bps
- #50CRCL1.60 bps
- #100CAP1.87 bps
- #200RAM1.76 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$658.8K rests at BTC's best bid and ask on Binance; the 200th most traded, RAM, has $829.
- #1BTC$658.8K
- #2ETH$265.9K
- #3SOXL$84.7K
- #5ZEC$8.0K
- #10HYPE$9.5K
- #25XYZ:SP500$237.8K
- #50CRCL$6.2K
- #100CAP$238
- #200RAM$829
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. AKE's leaned most: 53% asks.
- BTC Binance49% bid
- ETH Binance50% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance52% bid
- SNDK Binance47% bid
- NVDA Binance52% bid
- AKE Binance47% 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, 20:05 UTC, and $345.8M at their thinnest, 04:05 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 +24.9% and fell most on SOXL −10.7% over the last 24 hours.
- NVDA+24.9%
- XYZ:XYZ100+21.3%
- SNDK+7.3%
- SKHYNIX+4.1%
- SOXL−10.7%
- GOOGL−5.3%
- ZEC−5.3%
- SKHY−5.0%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisMUU on Binance trades 29.8 bps above its index; BERA on Binance, 169.5 bps below.
- MUU Binance+29.8
- SNXX Binance+29.2
- IDOL Binance+26.1
- KORU OKX+23.0
- NBIS Binance+20.2
- BERA Binance−169.5
- INIT Binance−151.6
- BARD Binance−122.7
- BARD OKX−122.6
- SHELL Binance−21.7
← belowabove →
basis.basis_bps100 most traded contracts · now
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