2 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 06 Aug, 00:00 | 0.013 | 0.013 | 0.013 | 0.013 | 6,912 | 1 |
| 24 Aug, 00:00 | 0.015 | 0.015 | 0.015 | 0.015 | 128 | 2 |
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 | 0.013 | 6,912 | 91.24◇ |
| Bid | 0.013 | 13,824 | 177.64◇ |
| Bid | 0.012 | 38,016 | 460.68◇ |
| Bid | 0.010 | 44,928 | 531.19◇ |
| Bid | 0.0078 | 51,840 | 585.10◇ |
| Bid | 0.0063 | 58,752 | 628.65◇ |
| Bid | 0.0047 | 65,664 | 661.13◇ |
| Bid | 0.0031 | 72,576 | 682.56◇ |
| Ask | 0.015 | 10,304 | 152.50◇ |
| Ask | 0.015 | 20,608 | 307.06◇ |
| Ask | 0.016 | 27,520 | 415.58◇ |
| Ask | 0.017 | 30,976 | 472.60◇ |
| Ask | 0.017 | 34,432 | 532.04◇ |
| Ask | 0.018 | 43,072 | 687.56◇ |
| Ask | 0.019 | 44,800 | 720.05◇ |
| Ask | 0.020 | 49,984 | 821.66◇ |
| Ask | 0.020 | 58,624 | 997.91◇ |
| Ask | 0.021 | 63,808 | 1,107.30◇ |
| Ask | 0.022 | 70,720 | 1,258.67◇ |
| Ask | 0.023 | 74,176 | 1,337.12◇ |
| Ask | 0.024 | 79,360 | 1,458.94◇ |
Bid depth
72,576 units
Ask depth
79,360 units
Bid capital
683◇
Ask inventory
1.46K◇
Imbalance
ask-heavy 36%
Microprice
0.014 (−1.13%)
Levels
8 / 13
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 | 0.015 | +5.7% | 0.013 | −5.7% |
| 10 | 0.015 | +5.7% | 0.013 | −5.7% |
| 64 | 0.015 |
Asks above, bids below — position carries the side, not just color
Showing the best 12 levels per side of 13 asks / 8 bids.
| 0.013 |
| −5.7% |
| 256 | 0.015 | +5.7% | 0.013 | −5.7% |
| 1,024 | 0.015 | +5.7% | 0.013 | −5.7% |
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.
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 |
|---|---|---|---|---|---|---|---|---|
| 24 Aug, 13:27 | buy | 64 | 0.015 | 0.960◇ | 0.038◇ | physical | ||
| 24 Aug, 13:11 | buy | 64 | 0.015 | 0.947◇ | 0.038◇ | physical | ||
| 06 Aug, 16:54 | sell | 6,912 | 0.013 | 91.93◇ | 3.68◇ | physical |
Mid
0.014◇
Spread
11.4%
0.0016◇
Lifetime volume
94◇
7,040 units
VWAP
0.013◇
3 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.04×
volume ÷ book
Taker buy share
2.0%
In-person volume
100.0%
Avg trade size
31.28◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 683◇ | 1.25K◇ | 90% | |
| 0◇ | 211◇ | 10% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 94◇ | 7,040 |