listing #53 · variant #483 · 1 per stack
Protection IV · Unbreaking III · Mending I
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 |
|---|---|---|---|---|---|---|---|---|
| 09 Aug, 20:54 | sell | 8 | 14.04 | 112.30◇ | 4.49◇ | storage | ||
| 09 Aug, 16:07 | buy | 1 | 18.00 | 18.00◇ | 0.720◇ | physical | ||
| 17 Jul, 14:25 | buy | 1 | 18.00 | 18.00◇ | 0.720◇ | physical |
2 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 17 Jul, 00:00 | 18.00 | 18.00 | 18.00 | 18.00 | 1 | 1 |
| 09 Aug, 00:00 | 18.00 | 18.00 | 11.50 | 11.50 | 9 | 9 |
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 | 11.00 | 1 | 11.00◇ |
| Bid | 10.40 | 2 | 21.40◇ |
| Bid | 9.99 | 3 | 31.39◇ |
| Bid | 9.53 | 4 | 40.92◇ |
| Bid | 9.10 | 5 | 50.02◇ |
| Bid | 8.70 | 6 | 58.72◇ |
| Bid | 8.33 | 7 | 67.05◇ |
| Bid | 7.98 | 8 | 75.03◇ |
| Bid | 7.65 | 9 | 82.68◇ |
| Bid | 7.34 | 10 | 90.02◇ |
| Bid | 7.05 | 11 | 97.07◇ |
| Bid | 6.77 | 12 | 103.84◇ |
| Bid | 6.51 | 13 | 110.35◇ |
| Bid | 6.27 | 14 | 116.62◇ |
| Bid | 6.04 | 15 | 122.66◇ |
| Bid | 5.82 | 16 | 128.48◇ |
| Bid | 5.61 | 17 | 134.09◇ |
| Bid | 5.42 | 18 | 139.51◇ |
| Bid | 5.23 | 19 | 144.74◇ |
| Bid | 5.06 | 20 | 149.80◇ |
| Bid | 4.89 | 21 | 154.69◇ |
| Bid | 4.73 | 22 | 159.42◇ |
| Bid | 4.58 | 23 | 164.00◇ |
| Bid | 4.43 | 24 | 168.43◇ |
| Bid | 4.30 | 25 | 172.73◇ |
| Bid | 4.17 | 26 | 176.90◇ |
| Bid | 4.04 | 27 | 180.94◇ |
| Bid | 3.92 | 28 | 184.86◇ |
| Bid | 3.81 | 29 | 188.67◇ |
| Bid | 3.70 | 30 | 192.37◇ |
| Ask | 12.20 | 1 | 12.20◇ |
| Ask | 12.90 | 2 | 25.10◇ |
| Ask | 13.00 | 4 | 51.10◇ |
| Ask | 13.60 | 5 | 64.70◇ |
| Ask | 14.40 | 6 | 79.10◇ |
| Ask | 15.00 | 8 | 109.10◇ |
| Ask | 15.20 | 9 | 124.30◇ |
| Ask | 16.10 | 10 | 140.40◇ |
| Ask | 17.10 | 11 | 157.50◇ |
| Ask | 18.00 | 13 | 193.50◇ |
| Ask | 18.20 | 14 | 211.70◇ |
| Ask | 19.00 | 17 | 268.70◇ |
| Ask | 19.40 | 18 | 288.10◇ |
| Ask | 20.00 | 21 | 348.10◇ |
| Ask | 20.70 | 22 | 368.80◇ |
| Ask | 21.00 | 25 | 431.80◇ |
| Ask | 22.00 | 28 | 497.80◇ |
| Ask | 22.10 | 29 | 519.90◇ |
| Ask | 23.00 | 32 | 588.90◇ |
| Ask | 23.70 | 33 | 612.60◇ |
| Ask | 24.00 | 36 | 684.60◇ |
| Ask | 25.00 | 39 | 759.60◇ |
| Ask | 25.50 | 40 | 785.10◇ |
| Ask | 26.00 | 42 | 837.10◇ |
| Ask | 27.50 | 43 | 864.60◇ |
| Ask | 29.80 | 44 | 894.40◇ |
| Ask | 32.30 | 45 | 926.70◇ |
| Ask | 35.20 | 46 | 961.90◇ |
| Ask | 38.50 | 47 | 1,000.40◇ |
| Ask | 42.20 | 48 | 1,042.60◇ |
| Ask | 46.50 | 49 | 1,089.10◇ |
| Ask | 51.60 | 50 | 1,140.70◇ |
| Ask | 57.50 | 51 | 1,198.20◇ |
| Ask | 64.50 | 52 | 1,262.70◇ |
| Ask | 72.80 | 53 | 1,335.50◇ |
Asks above, bids below — position carries the side, not just color
Bid depth
30 units
Ask depth
53 units
Bid capital
192◇
Ask inventory
1.34K◇
Imbalance
ask-heavy 75%
Microprice
11.60 (+0.00%)
Levels
30 / 35
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 | 12.20 | +5.2% | 11.00 | −5.2% |
| 10 | 14.04 | +21.0% | 9.00 | −22.4% |
| 64 | — | book too thin | — | 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.
Showing the best 12 levels per side of 35 asks / 30 bids.
Mid
11.60◇
Spread
10.3%
1.20◇
Lifetime volume
148◇
10 units
VWAP
14.83◇
3 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.10×
volume ÷ book
Taker buy share
24.3%
In-person volume
24.3%
Avg trade size
49.43◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 192◇ | 729◇ | 60% | |
| 0◇ | 606◇ | 40% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 130◇ | 9 | |
| 02 | 18◇ | 1 |