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 $3.43B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:20 UTC, saw $1.59B 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 +$32.0M; the heaviest selling in BTC −$1.74B.
- AKE+$32.0M
- BZ+$32.0M
- XYZ:SILVER+$17.0M
- CL+$13.8M
- AMD+$9.3M
- BTC−$1.74B
- ETH−$430.7M
- SPCX−$231.5M
- SOL−$120.3M
- XAU−$118.4M
← 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 1.06 bps on OKB, the 200th: 73 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.57 bps
- #5SOL1.25 bps
- #10SPCX0.71 bps
- #25XYZ:SP5000.13 bps
- #50INTC1.65 bps
- #100COIN0.78 bps
- #200OKB1.06 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, OKB, has $950.
- #1BTC$656.6K
- #2ETH$268.9K
- #3SOXL$87.6K
- #5SOL$157.0K
- #10SPCX$17.6K
- #25XYZ:SP500$112.0K
- #50INTC$13.1K
- #100COIN$1.1K
- #200OKB$950
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: 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 $486.5M within 20 price levels at their deepest, 19:20 UTC, and $332.5M at their thinnest, 22:20 UTC: −31.7%.
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 +25.3% and fell most on SOXL −13.2% over the last 24 hours.
- XYZ:XYZ100+25.3%
- NVDA+10.6%
- SKHYNIX+8.9%
- SNDK+6.9%
- SOXL−13.2%
- BZ−10.4%
- XAU−8.1%
- XYZ:NVDA−6.4%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisIDOL on Binance trades 45.2 bps above its index; BARD on Binance, 275.4 bps below.
- IDOL Binance+45.2
- AKE Binance+30.4
- NBIS Binance+22.4
- SOXL OKX+19.7
- NVDA Binance+18.4
- BARD Binance−275.4
- BARD OKX−250.1
- INIT Binance−173.8
- SNXX Binance−9.19
- NEAR OKX−8.99
← belowabove →
basis.basis_bps100 most traded contracts · now
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