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 $3.00B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:00 UTC, saw $1.01B 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 +$38.5M; the heaviest selling in BTC −$1.28B.
- AKE+$38.5M
- BZ+$19.3M
- XYZ:SILVER+$17.2M
- AMD+$8.7M
- AAPL+$8.1M
- BTC−$1.28B
- ETH−$491.5M
- SPCX−$226.0M
- SOL−$119.1M
- XAU−$81.9M
← 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 1.06 bps on OKB, the 200th: 73 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.72 bps
- #5ZEC0.11 bps
- #10SPCX0.71 bps
- #25XYZ:SP5000.13 bps
- #50SPY0.13 bps
- #100HBAR1.61 bps
- #200OKB1.06 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$652.9K rests at BTC's best bid and ask on Binance; the 200th most traded, OKB, has $925.
- #1BTC$652.9K
- #2ETH$271.2K
- #3SOXL$84.5K
- #5ZEC$7.8K
- #10SPCX$20.0K
- #25XYZ:SP500$177.6K
- #50SPY$53.8K
- #100HBAR$3.3K
- #200OKB$925
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 bid over the day. SPCX's leaned most: 56% asks.
- BTC Binance51% bid
- ETH Binance50% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance52% bid
- SNDK Binance48% bid
- NVDA Binance52% bid
- XAU Binance52% bid
- AKE Binance48% bid
- SPCX Binance44% 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 +23.3% and fell most on SOXL −13.6% over the last 24 hours.
- XYZ:XYZ100+23.3%
- NVDA+19.0%
- SKHYNIX+8.8%
- SNDK+5.1%
- SOXL−13.6%
- GOOGL−5.8%
- BZ−4.0%
- XYZ:BRENTOIL−3.6%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisSOXS on Binance trades 20.6 bps above its index; INIT on Binance, 240.3 bps below.
- SOXS Binance+20.6
- JCT Binance+19.7
- SOXS OKX+15.1
- ARIA Binance+15.0
- SOPH Binance+6.62
- INIT Binance−240.3
- BARD OKX−166.2
- BARD Binance−158.2
- MSTR Binance−96.6
- CRCL Binance−71.0
← belowabove →
basis.basis_bps100 most traded contracts · now
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