listing #47 · variant #463 · 1 per stack
Mending I · Protection IV · Unbreaking III
2 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 25 Jul, 00:00 | 27.20 | 27.20 | 27.20 | 27.20 | 1 | 1 |
| 09 Aug, 00:00 | 30.60 | 30.60 | 15.70 | 15.70 | 8 | 8 |
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 |
|---|---|---|---|---|---|---|---|---|
| 09 Aug, 19:56 | sell | 2 | 16.45 | 32.90◇ | 1.32◇ | storage | ||
| 09 Aug, 19:52 | sell | 5 | 23.52 | 117.60◇ | 4.70◇ | storage | ||
| 09 Aug, 16:06 | buy | 1 | 30.60 | 30.60◇ | 1.22◇ | physical | ||
| 25 Jul, 18:42 | buy | 1 | 27.20 | 27.20◇ | 1.09◇ | physical |
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 | 14.50 | 1 | 14.50◇ |
| Bid | 13.30 | 2 | 27.80◇ |
| Bid | 12.30 | 3 | 40.10◇ |
| Bid | 11.40 | 4 | 51.50◇ |
| Bid | 10.50 | 5 | 62.00◇ |
| Bid | 9.86 | 6 | 71.86◇ |
| Bid | 9.20 | 7 | 81.06◇ |
| Bid | 8.61 | 8 | 89.67◇ |
| Bid | 8.07 | 9 | 97.74◇ |
| Bid | 7.58 | 10 | 105.32◇ |
| Bid | 7.14 | 11 | 112.46◇ |
| Bid | 6.73 | 12 | 119.19◇ |
| Bid | 6.35 | 13 | 125.54◇ |
| Bid | 6.01 | 14 | 131.55◇ |
| Ask | 15.00 | 1 | 15.00◇ |
| Ask | 16.00 | 2 | 31.00◇ |
| Ask | 16.70 | 3 | 47.70◇ |
| Ask | 17.00 | 4 | 64.70◇ |
| Ask | 18.00 | 5 | 82.70◇ |
| Ask | 18.30 | 6 | 101.00◇ |
| Ask | 19.00 | 7 | 120.00◇ |
| Ask | 20.10 | 8 | 140.10◇ |
| Ask | 21.00 | 9 | 161.10◇ |
| Ask | 22.20 | 10 | 183.30◇ |
| Ask | 23.00 | 11 | 206.30◇ |
| Ask | 24.70 | 12 | 231.00◇ |
| Ask | 25.00 | 13 | 256.00◇ |
| Ask | 27.60 | 14 | 283.60◇ |
| Ask | 31.00 | 15 | 314.60◇ |
| Ask | 35.10 | 16 | 349.70◇ |
| Ask | 40.20 | 17 | 389.90◇ |
| Ask | 46.30 | 18 | 436.20◇ |
| Ask | 54.00 | 19 | 490.20◇ |
| Ask | 63.90 | 20 | 554.10◇ |
| Ask | 76.60 | 21 | 630.70◇ |
| Ask | 93.60 | 22 | 724.30◇ |
Bid depth
14 units
Ask depth
22 units
Bid capital
132◇
Ask inventory
724◇
Imbalance
ask-heavy 69%
Microprice
14.75 (+0.00%)
Levels
14 / 22
Within ±5% of mid
2 units
Value near mid
30◇
| Size | Buy avg | Buy slippage — Average fill price above mid | Sell avg | Sell slippage — Average fill price below mid |
|---|---|---|---|---|
| 1 | 15.00 | +1.7% | 14.50 | −1.7% |
| 10 | 18.33 | +24.3% | 10.53 | −28.6% |
| 64 | — |
Asks above, bids below — position carries the side, not just color
Showing the best 12 levels per side of 22 asks / 14 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
14.75◇
Spread
3.4%
0.500◇
Lifetime volume
208◇
9 units
VWAP
23.14◇
4 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.24×
volume ÷ book
Taker buy share
27.7%
In-person volume
27.7%
Avg trade size
52.07◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 132◇ | 570◇ | 82% | |
| 0◇ | 154◇ | 18% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 208◇ | 9 |