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 $3.44B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:30 UTC, saw $1.50B 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 BZ +$33.1M; the heaviest selling in BTC −$1.72B.
- BZ+$33.1M
- AKE+$32.2M
- XYZ:SILVER+$17.0M
- CL+$12.2M
- AMD+$9.5M
- BTC−$1.72B
- ETH−$429.2M
- SPCX−$231.4M
- SOL−$126.4M
- XAU−$121.5M
← 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 1.94 bps on XYZ:CRWV, the 200th: 134 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.57 bps
- #5SOL1.25 bps
- #10SPCX0.71 bps
- #25XYZ:XYZ1000.36 bps
- #50INTC1.65 bps
- #100COIN0.78 bps
- #200XYZ:CRWV1.94 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$656.6K rests at BTC's best bid and ask on Binance; the 200th most traded, XYZ:CRWV, has $3.9K.
- #1BTC$656.6K
- #2ETH$269.2K
- #3SOXL$87.4K
- #5SOL$157.8K
- #10SPCX$17.7K
- #25XYZ:XYZ100$171.3K
- #50INTC$13.0K
- #100COIN$1.1K
- #200XYZ:CRWV$3.9K
l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h
Which way are the books leaning?
L2 imbalance5 of the 10 most traded books leaned to the bid over the day. SPCX's leaned most: 54% 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
- AKE Binance49% bid
- SPCX Binance46% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $482.2M within 20 price levels at their deepest, 19:30 UTC, and $324.8M at their thinnest, 22:30 UTC: −32.6%.
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 +26.4% and fell most on SOXL −13.1% over the last 24 hours.
- XYZ:XYZ100+26.4%
- NVDA+10.7%
- SKHYNIX+9.0%
- SNDK+6.4%
- SOXL−13.1%
- BZ−9.8%
- XAU−8.2%
- XYZ:NVDA−6.1%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisAKE on Binance trades 29.0 bps above its index; BARD on Binance, 280.3 bps below.
- AKE Binance+29.0
- JCT Binance+28.4
- IDOL Binance+24.1
- NBIS Binance+20.1
- ARIA Binance+16.3
- BARD Binance−280.3
- BARD OKX−262.7
- INIT Binance−180.4
- KORU OKX−20.1
- SNXX Binance−16.2
← belowabove →
basis.basis_bps100 most traded contracts · now
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Expand the dashboardEvery number is from Aperiodic's own 5-minute bars, 15 minutes behind.