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 $3.83B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:10 UTC, saw $1.18B 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 +$32.1M; the heaviest selling in BTC −$2.04B.
- AKE+$32.1M
- BZ+$31.8M
- XYZ:SILVER+$17.2M
- XYZ:SKHX+$11.2M
- CL+$11.2M
- BTC−$2.04B
- ETH−$509.7M
- SPCX−$224.7M
- SOL−$131.7M
- XAU−$114.1M
← 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 3.48 bps on STX, the 200th: 240 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.56 bps
- #5SOL1.25 bps
- #10AKE3.14 bps
- #25XYZ:XYZ1000.35 bps
- #50AVAX1.20 bps
- #100AAOI1.91 bps
- #200STX3.48 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$649.0K rests at BTC's best bid and ask on Binance; the 200th most traded, STX, has $1.2K.
- #1BTC$649.0K
- #2ETH$269.5K
- #3SOXL$86.9K
- #5SOL$156.8K
- #10AKE$548
- #25XYZ:XYZ100$167.0K
- #50AVAX$4.9K
- #100AAOI$746
- #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 $490.5M within 20 price levels at their deepest, 20:10 UTC, and $340.0M at their thinnest, 22:10 UTC: −30.7%.
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 XYZ:XYZ100 +25.5% and fell most on SOXL −13.5% over the last 24 hours.
- XYZ:XYZ100+25.5%
- NVDA+8.5%
- SKHYNIX+6.9%
- SNDK+6.9%
- SOXL−13.5%
- BZ−11.2%
- XYZ:NVDA−8.5%
- XAU−7.6%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 32.2 bps above its index; BARD on OKX, 216.0 bps below.
- JCT Binance+32.2
- AKE Binance+28.7
- KORU Binance+19.4
- SNXX Binance+17.5
- KORU OKX+16.1
- BARD OKX−216.0
- INIT Binance−200.3
- BARD Binance−163.4
- SHELL Binance−32.0
- SOXS OKX−7.52
← belowabove →
basis.basis_bps100 most traded contracts · now
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