1 taker actions, with the resting orders each one filled
| When | Side | Taker | Amount | Avg price | Total | Fee — 4% taker fee, on top of the base total | Filled against | Venue |
|---|---|---|---|---|---|---|---|---|
| 19 Aug, 17:04 | buy | 10 | 0.049 | 0.485◇ | 0.019◇ | physical |
Asks above, bids below — position carries the side, not just color
1 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 19 Aug, 00:00 | 0.049 | 0.049 | 0.049 | 0.049 | 10 | 1 |
Cumulative units available at each price, walking out from mid
Zoomed to the tradeable band around mid — orders resting further out are off this view. Totals below cover the whole book.
| Side | Price | Cumulative units | Cumulative value |
|---|---|---|---|
| Bid | 0.043 | 1,728 | 74.13◇ |
| Bid | 0.040 | 10,368 | 419.73◇ |
| Bid | 0.039 | 11,392 | 459.77◇ |
| Bid | 0.031 | 12,416 | 491.82◇ |
| Bid | 0.023 | 14,464 | 539.74◇ |
| Bid | 0.016 | 16,512 | 571.69◇ |
| Ask | 0.049 | 310 | 15.04◇ |
| Ask | 0.051 | 630 | 31.29◇ |
| Ask | 0.053 | 950 | 48.31◇ |
| Ask | 0.057 | 1,270 | 66.59◇ |
| Ask | 0.058 | 1,334 | 70.29◇ |
Bid depth
16,512 units
Ask depth
1,334 units
Bid capital
572◇
Ask inventory
70◇
Imbalance
bid-heavy 78%
Microprice
0.048 (+4.26%)
Levels
6 / 5
Within ±5% of mid
0 units
Value near mid
0◇
| Size | Buy avg | Buy slippage — Average fill price above mid | Sell avg | Sell slippage — Average fill price below mid |
|---|---|---|---|---|
| 1 | 0.049 | +6.1% | 0.043 | −6.1% |
| 10 | 0.049 | +6.1% | 0.043 | −6.1% |
| 64 | 0.049 | +6.1% | 0.043 |
Simulated against the book as it stands right now, ignoring the 4% taker fee. A real order also moves the price it is measuring against.
| −6.1% |
| 256 | 0.049 | +6.1% | 0.043 | −6.1% |
| 1,024 | 0.051 | +12.3% | 0.043 | −6.1% |
Mid
0.046◇
Spread
12.3%
0.0056◇
Lifetime volume
0.48◇
10 units
VWAP
0.049◇
1 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.00×
volume ÷ book
Taker buy share
100.0%
In-person volume
100.0%
Avg trade size
0.485◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 572◇ | 70◇ | 100% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 0.48◇ | 10 |