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 | 0.0078 | 17,280 | 134.96◇ |
| Bid | 0.0070 | 27,648 | 207.84◇ |
| Bid | 0.0063 | 34,560 | 251.04◇ |
| Bid | 0.0055 | 41,472 | 288.78◇ |
| Bid | 0.0047 | 48,384 | 321.13◇ |
| Bid | 0.0039 | 55,296 | 348.09◇ |
| Bid | 0.0031 | 69,120 | 391.22◇ |
| Ask | 0.0080 | 5,184 | 41.47◇ |
| Ask | 0.0090 | 10,368 | 88.13◇ |
| Ask | 0.010 | 12,096 | 105.75◇ |
| Ask | 0.011 | 15,552 | 143.77◇ |
| Ask | 0.012 | 19,008 | 184.55◇ |
| Ask | 0.013 | 22,464 | 230.52◇ |
| Ask | 0.016 | 25,920 | 284.77◇ |
| Ask | 0.020 | 29,376 | 352.51◇ |
Bid depth
69,120 units
Ask depth
29,376 units
Bid capital
391◇
Ask inventory
353◇
Imbalance
bid-heavy 5%
Microprice
0.0080 (+0.65%)
Levels
7 / 8
Within ±5% of mid
22,464 units
Value near mid
176◇
| Size | Buy avg | Buy slippage — Average fill price above mid | Sell avg | Sell slippage — Average fill price below mid |
|---|---|---|---|---|
| 1 | 0.0080 | +1.2% | 0.0078 | −1.2% |
| 10 | 0.0080 | +1.2% | 0.0078 | −1.2% |
| 64 | 0.0080 |
| 0.0078 |
| −1.2% |
| 256 | 0.0080 | +1.2% | 0.0078 | −1.2% |
| 1,024 | 0.0080 | +1.2% | 0.0078 | −1.2% |
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 |
|---|---|---|---|---|---|---|---|---|
| 08 Aug, 14:34 | buy | 1,728 | 0.010 | 17.63◇ | 0.705◇ | physical |
1 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 08 Aug, 00:00 | 0.010 | 0.010 | 0.010 | 0.010 | 1,728 | 1 |
Mid
0.0079◇
Spread
2.4%
0.0002◇
Lifetime volume
18◇
1,728 units
VWAP
0.010◇
1 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
17.63◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 348◇ | 353◇ | 94% | |
| 43◇ | 0◇ | 6% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 18◇ | 1,728 |