Asks above, bids below — position carries the side, not just color
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 | 0.0050 | 17,280 | 86.23◇ |
| Bid | 0.0047 | 34,560 | 167.10◇ |
| Bid | 0.0043 | 48,384 | 226.40◇ |
| Bid | 0.0039 | 62,208 | 280.32◇ |
| Bid | 0.0031 | 76,032 | 323.17◇ |
| Bid | 0.0023 | 89,856 | 354.97◇ |
| Bid | 0.0016 | 103,680 | 377.08◇ |
| Ask | 0.0057 | 3,456 | 19.87◇ |
| Ask | 0.0060 | 5,120 | 29.86◇ |
| Ask | 0.0065 | 8,576 | 52.32◇ |
| Ask | 0.0070 | 10,240 | 63.97◇ |
| Ask | 0.0075 | 13,696 | 89.89◇ |
| Ask | 0.0078 | 14,784 | 98.40◇ |
| Ask | 0.0094 | 15,872 | 108.60◇ |
| Ask | 0.011 | 17,600 | 127.61◇ |
| Ask | 0.013 | 19,328 | 149.21◇ |
Bid depth
103,680 units
Ask depth
19,328 units
Bid capital
377◇
Ask inventory
149◇
Imbalance
bid-heavy 43%
Microprice
0.0056 (+4.72%)
Levels
7 / 9
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 | 0.0057 | +7.1% | 0.0050 | −7.1% |
| 10 | 0.0057 | +7.1% | 0.0050 | −7.1% |
| 64 | 0.0057 |
4 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 |
|---|---|---|---|---|---|---|---|---|
| 24 Aug, 16:08 | buy |
| 0.0050 |
| −7.1% |
| 256 | 0.0057 | +7.1% | 0.0050 | −7.1% |
| 1,024 | 0.0057 | +7.1% | 0.0050 | −7.1% |
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.
| 64 |
| 0.0070 |
| 0.448◇ |
| 0.018◇ |
| physical |
| 24 Aug, 14:50 | buy | 64 | 0.0060 | 0.384◇ | 0.015◇ | physical |
| 20 Aug, 17:56 | buy | 640 | 0.0094 | 6.00◇ | 0.240◇ | physical |
| 20 Aug, 17:49 | buy | 640 | 0.0078 | 5.00◇ | 0.200◇ | physical |
2 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 20 Aug, 00:00 | 0.0078 | 0.0094 | 0.0078 | 0.0094 | 1,280 | 2 |
| 24 Aug, 00:00 | 0.0060 | 0.0070 | 0.0060 | 0.0070 | 128 | 2 |
Mid
0.0054◇
Spread
14.2%
0.0008◇
Lifetime volume
12◇
1,408 units
VWAP
0.0084◇
4 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.02×
volume ÷ book
Taker buy share
100.0%
In-person volume
100.0%
Avg trade size
2.96◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 377◇ | 149◇ | 100% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 12◇ | 1,408 |