listing #183 · variant #549 · 64 per stack
2 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 04 Aug, 00:00 | 1.00 | 1.00 | 0.900 | 0.900 | 142 | 3 |
| 06 Aug, 00:00 | 1.14 | 1.14 | 1.14 | 1.14 | 47 | 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 | 1.15 | 64 | 73.60◇ |
| Bid | 1.14 | 209 | 238.90◇ |
| Bid | 1.10 | 273 | 309.30◇ |
| Bid | 1.05 | 337 | 376.50◇ |
| Bid | 1.00 | 387 | 426.50◇ |
| Bid | 0.949 | 451 | 487.24◇ |
| Bid | 0.900 | 515 | 544.84◇ |
| Bid | 0.850 | 579 | 599.24◇ |
| Bid | 0.800 | 643 | 650.44◇ |
| Bid | 0.750 | 707 | 698.44◇ |
| Bid | 0.699 | 771 | 743.17◇ |
| Bid | 0.600 | 835 | 781.57◇ |
| Bid | 0.500 | 899 | 813.57◇ |
| Ask | 1.18 | 253 | 298.54◇ |
| Ask | 1.20 | 285 | 336.94◇ |
| Ask | 1.21 | 413 | 491.82◇ |
| Ask | 1.23 | 477 | 570.54◇ |
| Ask | 1.24 | 605 | 729.26◇ |
| Ask | 1.25 | 669 | 809.26◇ |
| Ask | 1.28 | 713 | 865.58◇ |
| Ask | 1.30 | 777 | 948.78◇ |
| Ask | 1.35 | 969 | 1,207.98◇ |
| Ask | 1.45 | 1,001 | 1,254.38◇ |
| Ask | 1.50 | 1,065 | 1,350.38◇ |
| Ask | 1.75 | 1,193 | 1,574.38◇ |
| Ask | 1.90 | 1,257 | 1,695.98◇ |
| Ask | 2.00 | 1,321 | 1,823.98◇ |
| Ask | 2.25 | 1,385 | 1,967.98◇ |
| Ask | 2.50 | 1,449 | 2,127.98◇ |
Bid depth
899 units
Ask depth
1,449 units
Bid capital
814◇
Ask inventory
2.13K◇
Imbalance
ask-heavy 45%
Microprice
1.16 (−0.77%)
Levels
13 / 16
Within ±5% of mid
622 units
Value near mid
731◇
| Size | Buy avg | Buy slippage — Average fill price above mid | Sell avg | Sell slippage — Average fill price below mid |
|---|---|---|---|---|
| 1 | 1.18 | +1.3% | 1.15 | −1.3% |
| 10 | 1.18 | +1.3% | 1.15 | −1.3% |
| 64 | 1.18 |
Asks above, bids below — position carries the side, not just color
Showing the best 12 levels per side of 16 asks / 13 bids.
4 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 |
|---|---|---|---|---|---|---|---|---|
| 06 Aug, 16:49 | sell |
| 1.15 |
| −1.3% |
| 256 | 1.18 | +1.3% | 1.14 | −2.6% |
| 1,024 | 1.26 | +8.0% | — | 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.
| 47 |
| 1.14 |
| 53.58◇ |
| 2.14◇ |
| physical |
| 04 Aug, 23:08 | sell | 64 | 0.900 | 57.60◇ | 2.30◇ | physical |
| 04 Aug, 23:07 | sell | 64 | 0.949 | 60.74◇ | 2.43◇ | physical |
| 04 Aug, 23:00 | sell | 14 | 1.00 | 14.00◇ | 0.560◇ | physical |
Mid
1.17◇
Spread
2.6%
0.030◇
Lifetime volume
186◇
189 units
VWAP
0.984◇
4 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.06×
volume ÷ book
Taker buy share
0.0%
In-person volume
100.0%
Avg trade size
46.48◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 814◇ | 2.04K◇ | 97% | |
| 0◇ | 85◇ | 3% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 186◇ | 189 |