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listing #123 · variant #426 · 64 per stack
0 1d candles from executed maker fills
Candles are built from executed fills. A quiet book produces no candles at fine intervals — try a wider one.
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 | 6.50 | 12 | 78.00◇ |
| Bid | 6.25 | 24 | 153.00◇ |
| Bid | 6.00 | 36 | 225.00◇ |
| Bid | 5.50 | 48 | 291.00◇ |
| Bid | 5.00 | 60 | 351.00◇ |
| Bid | 4.50 | 72 | 405.00◇ |
| Bid | 4.00 | 84 | 453.00◇ |
| Bid | 3.00 | 96 | 489.00◇ |
| Ask | 7.00 | 8 | 56.00◇ |
| Ask | 8.00 | 16 | 120.00◇ |
| Ask | 9.00 | 24 | 192.00◇ |
| Ask | 10.00 | 32 | 272.00◇ |
| Ask | 12.00 | 40 | 368.00◇ |
| Ask | 15.00 | 48 | 488.00◇ |
Bid depth
96 units
Ask depth
48 units
Bid capital
489◇
Ask inventory
488◇
Imbalance
bid-heavy 0%
Microprice
6.80 (+0.74%)
Levels
8 / 6
Within ±5% of mid
20 units
Value near mid
134◇
| Size | Buy avg | Buy slippage — Average fill price above mid | Sell avg | Sell slippage — Average fill price below mid |
|---|---|---|---|---|
| 1 | 7.00 | +3.7% | 6.50 | −3.7% |
| 10 | 7.20 | +6.7% | 6.50 | −3.7% |
| 64 | — |
Asks above, bids below — position carries the side, not just color
| 5.77 |
| −14.6% |
| 256 | — | book too thin | — | book too thin |
| 1,024 | — | book too thin | — | book too thin |
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.
0 taker actions, with the resting orders each one filled
This item has never traded.
Mid
6.75◇
Spread
7.4%
0.500◇
Lifetime volume
0◇
0 units
VWAP
—◇
0 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.00×
volume ÷ book
Taker buy share
—
In-person volume
—
Avg trade size
—
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
 TypicalHog | 489◇ | 488◇ | 100% |
Nobody has filled a resting order on this item yet.