listing #55 · variant #452 · 1 per stack
Unbreaking III · Silk Touch I · Efficiency V · Mending I
6 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 22 Jul, 00:00 | 33.80 | 33.80 | 33.80 | 33.80 | 1 | 1 |
| 26 Jul, 00:00 | 37.30 | 37.30 | 37.30 | 37.30 | 1 | 1 |
| 27 Jul, 00:00 | 27.90 | 27.90 | 27.90 | 27.90 | 3 | 1 |
| 29 Jul, 00:00 | 27.90 | 27.90 | 22.40 | 22.40 | 4 | 4 |
| 09 Aug, 00:00 | 23.70 | 23.70 | 22.50 | 22.50 | 2 | 2 |
| 09 Sept, 00:00 | 21.00 | 21.00 | 20.00 | 20.00 | 3 | 3 |
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 | 20.00 | 1 | 20.00◇ |
| Bid | 19.70 | 2 | 39.70◇ |
| Bid | 19.00 | 5 | 96.70◇ |
| Bid | 18.50 | 6 | 115.20◇ |
| Bid | 17.30 | 7 | 132.50◇ |
| Bid | 16.30 | 8 | 148.80◇ |
| Bid | 15.40 | 9 | 164.20◇ |
| Bid | 14.50 | 10 | 178.70◇ |
| Bid | 13.80 | 11 | 192.50◇ |
| Bid | 13.00 | 12 | 205.50◇ |
| Bid | 12.40 | 13 | 217.90◇ |
| Bid | 11.70 | 14 | 229.60◇ |
| Bid | 11.20 | 15 | 240.80◇ |
| Bid | 10.60 | 16 | 251.40◇ |
| Bid | 10.10 | 17 | 261.50◇ |
| Bid | 9.73 | 18 | 271.23◇ |
| Bid | 9.30 | 19 | 280.53◇ |
| Bid | 8.90 | 20 | 289.43◇ |
| Bid | 8.52 | 21 | 297.95◇ |
| Bid | 8.17 | 22 | 306.12◇ |
| Bid | 7.84 | 23 | 313.96◇ |
| Bid | 7.52 | 24 | 321.48◇ |
| Ask | 22.20 | 1 | 22.20◇ |
| Ask | 23.80 | 2 | 46.00◇ |
| Ask | 25.50 | 3 | 71.50◇ |
| Ask | 27.50 | 4 | 99.00◇ |
| Ask | 29.60 | 5 | 128.60◇ |
| Ask | 32.10 | 6 | 160.70◇ |
| Ask | 34.80 | 7 | 195.50◇ |
| Ask | 38.00 | 8 | 233.50◇ |
| Ask | 41.60 | 9 | 275.10◇ |
| Ask | 45.70 | 10 | 320.80◇ |
| Ask | 50.40 | 11 | 371.20◇ |
| Ask | 55.90 | 12 | 427.10◇ |
| Ask | 62.40 | 13 | 489.50◇ |
| Ask | 70.10 | 14 | 559.60◇ |
| Ask | 79.30 | 15 | 638.90◇ |
Bid depth
24 units
Ask depth
15 units
Bid capital
321◇
Ask inventory
639◇
Imbalance
ask-heavy 33%
Microprice
21.10 (+0.00%)
Levels
22 / 15
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 | 22.20 | +5.2% | 20.00 | −5.2% |
| 10 | 32.08 | +52.0% | 17.87 | −15.3% |
| 64 | — |
Asks above, bids below — position carries the side, not just color
Showing the best 12 levels per side of 15 asks / 22 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.
9 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 Sept, 11:38 | sell | 1 | 20.00 | 20.00◇ | 0.800◇ | physical | ||
| 09 Sept, 03:29 | sell | 1 | 20.00 | 20.00◇ | 0.800◇ | physical | ||
| 09 Sept, 01:44 | sell | 1 | 21.00 | 21.00◇ | 0.840◇ | physical | ||
| 09 Aug, 20:43 | sell | 1 | 22.50 | 22.50◇ | 0.900◇ | storage | ||
| 09 Aug, 16:09 | buy | 1 | 23.70 | 23.70◇ | 0.948◇ | physical | ||
| 29 Jul, 17:54 | sell | 4 | 25.02 | 100.10◇ | 4.00◇ | physical | ||
| 27 Jul, 18:09 | sell | 3 | 27.90 | 83.70◇ | 3.35◇ | physical | ||
| 26 Jul, 23:35 | buy | 1 | 37.30 | 37.30◇ | 1.49◇ | physical | ||
| 22 Jul, 21:04 | buy | 1 | 33.80 | 33.80◇ | 1.35◇ | physical |
Mid
21.10◇
-10.7%24h
Spread
10.4%
2.20◇
Lifetime volume
362◇
14 units
VWAP
25.86◇
9 trades
7d change
-10.7%
-10.7%
Volatility
15.9%
per 1d candle
Turnover
0.38×
volume ÷ book
Taker buy share
26.2%
In-person volume
93.8%
Avg trade size
40.23◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 244◇ | 639◇ | 92% | |
| 77◇ | 0◇ | 8% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 322◇ | 12 | |
| 02 | 40◇ | 2 |