listing #105 · variant #412 · 64 per stack
1 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 04 Aug, 00:00 | 0.0047 | 0.0047 | 0.0047 | 0.0047 | 256 | 1 |
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 |
|---|---|---|---|---|---|---|---|---|
| 04 Aug, 17:46 | buy | 256 | 0.0047 | 1.20◇ | 0.048◇ | physical |
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 | 0.0035 | 17,280 | 60.65◇ |
| Bid | 0.0031 | 38,016 | 125.35◇ |
| Bid | 0.0031 | 51,840 | 168.20◇ |
| Bid | 0.0027 | 72,576 | 224.81◇ |
| Bid | 0.0027 | 86,400 | 262.14◇ |
| Bid | 0.0023 | 100,224 | 293.93◇ |
| Bid | 0.0020 | 114,048 | 321.58◇ |
| Bid | 0.0016 | 127,872 | 343.70◇ |
| Bid | 0.0008 | 141,696 | 354.76◇ |
| Ask | 0.0038 | 6,912 | 26.27◇ |
| Ask | 0.0041 | 13,824 | 54.60◇ |
| Ask | 0.0042 | 20,736 | 83.77◇ |
| Ask | 0.0044 | 27,648 | 114.05◇ |
| Ask | 0.0045 | 34,560 | 145.43◇ |
| Ask | 0.0047 | 36,032 | 152.33◇ |
| Ask | 0.0070 | 37,760 | 164.50◇ |
| Ask | 0.0086 | 39,488 | 179.36◇ |
| Ask | 0.012 | 41,216 | 199.75◇ |
| Ask | 0.016 | 44,672 | 254.01◇ |
| Ask | 0.020 | 48,128 | 321.75◇ |
| Ask | 0.024 | 51,584 | 402.96◇ |
| Ask | 0.027 | 55,040 | 497.66◇ |
| Ask | 0.031 | 58,496 | 605.83◇ |
| Ask | 0.039 | 61,952 | 740.96◇ |
Bid depth
141,696 units
Ask depth
61,952 units
Bid capital
355◇
Ask inventory
741◇
Imbalance
ask-heavy 35%
Microprice
0.0037 (+1.70%)
Levels
9 / 15
Within ±5% of mid
24,192 units
Value near mid
87◇
| Size | Buy avg | Buy slippage — Average fill price above mid | Sell avg | Sell slippage — Average fill price below mid |
|---|---|---|---|---|
| 1 | 0.0038 | +4.0% | 0.0035 | −4.0% |
| 10 | 0.0038 | +4.0% | 0.0035 | −4.0% |
| 64 | 0.0038 |
Asks above, bids below — position carries the side, not just color
Showing the best 12 levels per side of 15 asks / 9 bids.
| 0.0035 |
| −4.0% |
| 256 | 0.0038 | +4.0% | 0.0035 | −4.0% |
| 1,024 | 0.0038 | +4.0% | 0.0035 | −4.0% |
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.
Mid
0.0037◇
Spread
7.9%
0.0003◇
Lifetime volume
1.2◇
256 units
VWAP
0.0047◇
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
1.20◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 355◇ | 741◇ | 100% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 1.2◇ | 256 |