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 $2.23B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 15:05 UTC, saw $964.2M 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 +$42.3M; the heaviest selling in BTC −$904.0M.
- AKE+$42.3M
- XYZ:XYZ100+$15.6M
- XYZ:SILVER+$13.9M
- XYZ:SKHX+$9.8M
- AAPL+$8.7M
- BTC−$904.0M
- ETH−$296.2M
- SPCX−$229.9M
- SOL−$104.4M
- HYPE−$88.5M
← 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 1.76 bps on RAM, the 200th: 121 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.76 bps
- #5ZEC0.11 bps
- #10XAU0.026 bps
- #25XYZ:XYZ1000.36 bps
- #50WLD3.36 bps
- #100PONS6.95 bps
- #200RAM1.76 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$661.9K rests at BTC's best bid and ask on Binance; the 200th most traded, RAM, has $861.
- #1BTC$661.9K
- #2ETH$263.9K
- #3SOXL$85.4K
- #5ZEC$8.2K
- #10XAU$382.5K
- #25XYZ:XYZ100$158.3K
- #50WLD$18.1K
- #100PONS$3.5K
- #200RAM$861
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. AKE's leaned most: 53% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance50% bid
- SOL Binance49% bid
- ZEC Binance53% bid
- SNDK Binance47% bid
- NVDA Binance52% bid
- AKE Binance47% bid
- HYPE Binance47% bid
- XAU Binance53% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $488.9M within 20 price levels at their deepest, 20:05 UTC, and $345.8M at their thinnest, 04:05 UTC: −29.3%.
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 +26.7% and fell most on SOXL −9.9% over the last 24 hours.
- NVDA+26.7%
- XYZ:XYZ100+9.8%
- SNDK+8.1%
- SKHYNIX+4.6%
- SOXL−9.9%
- SKHY−5.9%
- GOOGL−4.1%
- ZEC−3.4%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisSOXS on Binance trades 33.0 bps above its index; BERA on Binance, 141.6 bps below.
- SOXS Binance+33.0
- JCT Binance+32.3
- SOXS OKX+24.6
- BULLA Binance+15.2
- BZ Binance+13.7
- BERA Binance−141.6
- BARD OKX−119.8
- BARD Binance−107.3
- INIT Binance−83.6
- AKE OKX−36.9
← belowabove →
basis.basis_bps100 most traded contracts · now
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