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 |
|---|---|---|---|---|---|---|---|---|
| 30 Aug, 12:30 | buy | 1 | 21.00 | 21.00◇ | 0.840◇ | physical | ||
| 27 Aug, 23:06 | buy | 5 | 20.48 | 102.40◇ | 4.10◇ | physical | ||
| 27 Aug, 22:46 | buy | 1 | 20.00 | 20.00◇ | 0.800◇ | physical |
2 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 27 Aug, 00:00 | 20.00 | 20.50 | 20.00 | 20.50 | 6 | 3 |
| 30 Aug, 00:00 | 21.00 | 21.00 | 21.00 | 21.00 | 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 | 19.40 | 1 | 19.40◇ |
| Bid | 19.00 | 3 | 57.40◇ |
| Bid | 18.60 | 4 | 76.00◇ |
| Bid | 18.50 | 6 | 113.00◇ |
| Bid | 18.00 | 14 | 257.00◇ |
| Bid | 17.90 | 15 | 274.90◇ |
| Bid | 17.20 | 16 | 292.10◇ |
| Bid | 17.00 | 18 | 326.10◇ |
| Bid | 16.60 | 19 | 342.70◇ |
| Bid | 16.00 | 24 | 422.70◇ |
| Bid | 15.50 | 25 | 438.20◇ |
| Bid | 14.90 | 26 | 453.10◇ |
| Bid | 14.40 | 27 | 467.50◇ |
| Bid | 14.00 | 31 | 523.50◇ |
| Bid | 13.90 | 32 | 537.40◇ |
| Bid | 13.50 | 33 | 550.90◇ |
| Bid | 13.10 | 34 | 564.00◇ |
| Bid | 12.60 | 35 | 576.60◇ |
| Bid | 12.20 | 36 | 588.80◇ |
| Bid | 12.00 | 40 | 636.80◇ |
| Bid | 11.90 | 41 | 648.70◇ |
| Bid | 11.50 | 42 | 660.20◇ |
| Bid | 11.20 | 43 | 671.40◇ |
| Bid | 10.80 | 44 | 682.20◇ |
| Bid | 10.50 | 45 | 692.70◇ |
| Bid | 10.00 | 49 | 732.70◇ |
| Bid | 8.00 | 53 | 764.70◇ |
| Ask | 20.00 | 7 | 140.00◇ |
| Ask | 20.50 | 19 | 386.00◇ |
| Ask | 21.00 | 34 | 701.00◇ |
| Ask | 21.30 | 35 | 722.30◇ |
| Ask | 22.00 | 51 | 1,074.30◇ |
| Ask | 22.20 | 52 | 1,096.50◇ |
| Ask | 23.00 | 68 | 1,464.50◇ |
| Ask | 23.10 | 69 | 1,487.60◇ |
| Ask | 24.00 | 85 | 1,871.60◇ |
| Ask | 24.10 | 86 | 1,895.70◇ |
| Ask | 25.00 | 110 | 2,495.70◇ |
| Ask | 25.10 | 111 | 2,520.80◇ |
| Ask | 26.00 | 127 | 2,936.80◇ |
| Ask | 26.30 | 128 | 2,963.10◇ |
| Ask | 27.00 | 144 | 3,395.10◇ |
| Ask | 27.50 | 145 | 3,422.60◇ |
| Ask | 28.00 | 161 | 3,870.60◇ |
| Ask | 28.80 | 162 | 3,899.40◇ |
| Ask | 29.00 | 178 | 4,363.40◇ |
| Ask | 30.00 | 186 | 4,603.40◇ |
| Ask | 30.20 | 187 | 4,633.60◇ |
| Ask | 31.70 | 188 | 4,665.30◇ |
| Ask | 33.30 | 189 | 4,698.60◇ |
| Ask | 35.00 | 198 | 5,013.60◇ |
| Ask | 40.00 | 206 | 5,333.60◇ |
| Ask | 45.00 | 214 | 5,693.60◇ |
| Ask | 50.00 | 222 | 6,093.60◇ |
| Ask | 55.00 | 230 | 6,533.60◇ |
Bid depth
53 units
Ask depth
230 units
Bid capital
765◇
Ask inventory
6.53K◇
Imbalance
ask-heavy 79%
Microprice
19.47 (−1.14%)
Levels
27 / 28
Within ±5% of mid
22 units
Value near mid
443◇
| Size | Buy avg | Buy slippage — Average fill price above mid | Sell avg | Sell slippage — Average fill price below mid |
|---|---|---|---|---|
| 1 | 20.00 | +1.5% | 19.40 | −1.5% |
| 10 | 20.15 | +2.3% | 18.50 | −6.1% |
| 64 | 21.45 |
Asks above, bids below — position carries the side, not just color
Showing the best 12 levels per side of 28 asks / 27 bids.
| — |
| book too thin |
| 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.
Mid
19.70◇
Spread
3.0%
0.600◇
Lifetime volume
143◇
7 units
VWAP
20.49◇
3 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
47.80◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 384◇ | 6.21K◇ | 90% | |
| 272◇ | 329◇ | 8% | |
| 109◇ | 0◇ | 1% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 123◇ | 6 | |
| 02 | 20◇ | 1 |