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listing #14 · variant #420 · 1 per stack
Asks above, bids below — position carries the side, not just color
1 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 20 Aug, 00:00 | 6.50 | 6.50 | 6.50 | 6.50 | 1 | 1 |
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 | 6.00 | 16 | 96.00◇ |
| Bid | 5.75 | 32 | 188.00◇ |
| Bid | 5.50 | 48 | 276.00◇ |
| Bid | 5.00 | 64 | 356.00◇ |
| Bid | 4.00 | 80 | 420.00◇ |
| Bid | 3.00 | 96 | 468.00◇ |
| Bid | 2.00 | 112 | 500.00◇ |
| Bid | 1.00 | 128 | 516.00◇ |
| Ask | 6.50 | 3 | 19.50◇ |
| Ask | 7.00 | 6 | 40.50◇ |
| Ask | 7.50 | 10 | 70.50◇ |
| Ask | 10.00 | 14 | 110.50◇ |
Bid depth
128 units
Ask depth
14 units
Bid capital
516◇
Ask inventory
111◇
Imbalance
bid-heavy 65%
Microprice
6.42 (+2.74%)
Levels
8 / 4
Within ±5% of mid
19 units
Value near mid
116◇
| Size | Buy avg | Buy slippage — Average fill price above mid | Sell avg | Sell slippage — Average fill price below mid |
|---|---|---|---|---|
| 1 | 6.50 | +4.0% | 6.00 | −4.0% |
| 10 | 7.05 | +12.8% | 6.00 | −4.0% |
| 64 | — | book too thin | 5.56 |
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.
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 |
|---|---|---|---|---|---|---|---|---|
| 20 Aug, 18:04 | buy |  VinceNL |
| −11.0% |
| 256 | — | book too thin | — | book too thin |
| 1,024 | — | book too thin | — | book too thin |
| 1 |
| 6.50 |
| 6.50◇ |
| 0.260◇ |
 TypicalHog(1 order) |
| physical |
Mid
6.25◇
Spread
8.0%
0.500◇
Lifetime volume
6.5◇
1 units
VWAP
6.50◇
1 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.01×
volume ÷ book
Taker buy share
100.0%
In-person volume
100.0%
Avg trade size
6.50◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| TypicalHog | 516◇ | 111◇ | 100% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | TypicalHog | 6.5◇ | 1 |