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listing #267 · variant #676 · 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.
Asks above, bids below — position carries the side, not just color
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 | 16 | 104.00◇ |
| Bid | 6.00 | 32 | 200.00◇ |
| Bid | 5.00 | 48 | 280.00◇ |
| Bid | 4.00 | 64 | 344.00◇ |
| Bid | 3.00 | 80 | 392.00◇ |
| Ask | 8.00 | 16 | 128.00◇ |
| Ask | 8.50 | 32 | 264.00◇ |
| Ask | 9.00 | 48 | 408.00◇ |
| Ask | 9.50 | 64 | 560.00◇ |
| Ask | 10.00 | 80 | 720.00◇ |
| Ask | 12.00 | 96 | 912.00◇ |
Bid depth
80 units
Ask depth
96 units
Bid capital
392◇
Ask inventory
912◇
Imbalance
ask-heavy 40%
Microprice
7.25 (+0.00%)
Levels
5 / 6
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 | 8.00 | +10.3% | 6.50 | −10.3% |
| 10 | 8.00 | +10.3% | 6.50 | −10.3% |
| 64 | 8.75 | +20.7% | 5.38 |
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.
| −25.9% |
| 256 | — | book too thin | — | book too thin |
| 1,024 | — | book too thin | — | book too thin |
0 taker actions, with the resting orders each one filled
This item has never traded.
Mid
7.25◇
Spread
20.7%
1.50◇
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 | 392◇ | 912◇ | 100% |
Nobody has filled a resting order on this item yet.