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 $2.44B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 14:50 UTC, saw $914.4M 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 +$39.9M; the heaviest selling in BTC −$1.06B.
- AKE+$39.9M
- BZ+$18.6M
- XYZ:SILVER+$17.0M
- AMD+$8.7M
- XYZ:XYZ100+$8.2M
- BTC−$1.06B
- ETH−$302.2M
- SPCX−$225.0M
- SOL−$90.2M
- HYPE−$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 11.6 bps on DNA, the 200th: 796 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.73 bps
- #5ZEC0.11 bps
- #10HYPE0.14 bps
- #25XYZ:SP5000.13 bps
- #50WLD3.36 bps
- #100MSFT0.19 bps
- #200DNA11.6 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$652.1K rests at BTC's best bid and ask on Binance; the 200th most traded, DNA, has $630.
- #1BTC$652.1K
- #2ETH$268.0K
- #3SOXL$83.8K
- #5ZEC$7.9K
- #10HYPE$9.4K
- #25XYZ:SP500$241.5K
- #50WLD$18.1K
- #100MSFT$2.2K
- #200DNA$630
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. HYPE's leaned most: 53% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance52% bid
- SNDK Binance47% bid
- NVDA Binance52% bid
- AKE Binance48% bid
- XAU Binance53% bid
- HYPE Binance47% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $490.1M within 20 price levels at their deepest, 19:50 UTC, and $339.5M at their thinnest, 22:50 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 NVDA +21.7% and fell most on SOXL −13.1% over the last 24 hours.
- NVDA+21.7%
- XYZ:XYZ100+21.2%
- SNDK+6.4%
- SKHYNIX+5.8%
- SOXL−13.1%
- GOOGL−5.0%
- BTC−4.4%
- BZ−3.9%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 40.8 bps above its index; BARD on Binance, 255.9 bps below.
- JCT Binance+40.8
- SNXX Binance+32.5
- AGT Binance+30.2
- AKE Binance+17.9
- SNDK Binance+15.3
- BARD Binance−255.9
- BARD OKX−209.2
- INIT Binance−186.4
- AKE OKX−32.7
- KORU OKX−10.8
← belowabove →
basis.basis_bps100 most traded contracts · now
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