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 $3.81B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:00 UTC, saw $1.40B 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 +$32.3M; the heaviest selling in BTC −$2.06B.
- AKE+$32.3M
- BZ+$31.8M
- XYZ:SILVER+$17.1M
- CL+$11.9M
- XYZ:SKHX+$10.8M
- BTC−$2.06B
- ETH−$508.1M
- SPCX−$216.9M
- SOL−$130.6M
- XAU−$114.9M
← 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
- #10AKE3.16 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$649.1K rests at BTC's best bid and ask on Binance; the 200th most traded, STX, has $1.2K.
- #1BTC$649.1K
- #2ETH$269.4K
- #3SOXL$86.9K
- #5SOL$157.1K
- #10AKE$549
- #25XYZ:XYZ100$167.1K
- #50AVAX$4.9K
- #100AAOI$750
- #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 Binance52% 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 $487.4M within 20 price levels at their deepest, 20:00 UTC, and $338.8M at their thinnest, 23:00 UTC: −30.5%.
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 +25.0% and fell most on SOXL −13.9% over the last 24 hours.
- XYZ:XYZ100+25.0%
- NVDA+8.1%
- SKHYNIX+7.3%
- SNDK+6.7%
- SOXL−13.9%
- BZ−11.2%
- XYZ:NVDA−8.7%
- XAU−7.3%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisAKE on Binance trades 25.8 bps above its index; BARD on OKX, 215.0 bps below.
- AKE Binance+25.8
- ARIA Binance+17.7
- SNXX Binance+17.1
- JCT Binance+15.6
- TQQQ Binance+14.3
- BARD OKX−215.0
- INIT Binance−197.9
- BARD Binance−154.3
- AKE OKX−32.9
- 1000PEPE Binance−12.7
← belowabove →
basis.basis_bps100 most traded contracts · now
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