2 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 30 Jul, 00:00 | 0.027 | 0.029 | 0.027 | 0.029 | 1,280 | 2 |
| 09 Aug, 00:00 | 0.024 | 0.024 | 0.024 | 0.024 | 6,912 | 3 |
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 | 0.023 | 3,456 | 78.11◇ |
| Bid | 0.022 | 6,912 | 153.45◇ |
| Bid | 0.020 | 10,368 | 223.60◇ |
| Bid | 0.019 | 13,824 | 291.00◇ |
| Bid | 0.018 | 17,280 | 353.20◇ |
| Bid | 0.016 | 20,736 | 407.12◇ |
| Bid | 0.014 | 24,192 | 455.85◇ |
| Bid | 0.013 | 27,648 | 499.05◇ |
| Bid | 0.011 | 31,104 | 536.72◇ |
| Bid | 0.0094 | 34,560 | 569.20◇ |
| Bid | 0.0078 | 38,016 | 596.16◇ |
| Bid | 0.0063 | 41,472 | 617.93◇ |
| Ask | 0.024 | 1,728 | 41.30◇ |
| Ask | 0.024 | 3,456 | 83.29◇ |
| Ask | 0.025 | 6,912 | 168.31◇ |
| Ask | 0.025 | 10,368 | 254.71◇ |
| Ask | 0.026 | 12,096 | 299.29◇ |
| Ask | 0.026 | 15,552 | 389.49◇ |
| Ask | 0.027 | 19,008 | 481.42◇ |
| Ask | 0.027 | 21,824 | 558.58◇ |
| Ask | 0.028 | 23,552 | 607.31◇ |
| Ask | 0.029 | 26,368 | 688.97◇ |
| Ask | 0.030 | 28,096 | 740.29◇ |
| Ask | 0.031 | 31,552 | 848.47◇ |
| Ask | 0.035 | 35,008 | 970.12◇ |
Bid depth
41,472 units
Ask depth
35,008 units
Bid capital
618◇
Ask inventory
970◇
Imbalance
ask-heavy 22%
Microprice
0.023 (+0.93%)
Levels
12 / 13
Within ±5% of mid
6,912 units
Value near mid
161◇
| Size | Buy avg | Buy slippage — Average fill price above mid | Sell avg | Sell slippage — Average fill price below mid |
|---|---|---|---|---|
| 1 | 0.024 | +2.8% | 0.023 | −2.8% |
| 10 | 0.024 | +2.8% | 0.023 | −2.8% |
| 64 | 0.024 |
Asks above, bids below — position carries the side, not just color
Showing the best 12 levels per side of 13 asks / 12 bids.
Mid
0.023◇
Spread
5.6%
0.0013◇
Lifetime volume
200◇
8,192 units
VWAP
0.024◇
3 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.13×
volume ÷ book
Taker buy share
100.0%
In-person volume
100.0%
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 394◇ | 970◇ | 86% | |
| 224◇ |
3 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 |
|---|---|---|---|---|---|---|---|---|
| 09 Aug, 20:01 | buy |
| 0.023 |
| −2.8% |
| 256 | 0.024 | +2.8% | 0.023 | −2.8% |
| 1,024 | 0.024 | +2.8% | 0.023 | −2.8% |
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.
Avg trade size
66.58◇
| 14% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 200◇ | 8,192 |
| 6,912 |
| 0.024 |
| 163.64◇ |
| 6.55◇ |
| physical |
| 30 Jul, 05:15 | buy | 640 | 0.029 | 18.56◇ | 0.742◇ | physical |
| 30 Jul, 05:01 | buy | 640 | 0.027 | 17.54◇ | 0.701◇ | physical |