listing #58 · variant #488 · 1 per stack
Silk Touch I · Unbreaking III · Mending I · Efficiency V
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 |
|---|---|---|---|---|---|---|---|---|
| 14 Sept, 21:40 | buy | 1 | 15.10 | 15.10◇ | 0.604◇ | physical | ||
| 09 Aug, 16:10 | buy | 1 | 17.00 | 17.00◇ | 0.680◇ | physical | ||
| 03 Aug, 21:05 | buy | 1 | 16.00 | 16.00◇ | 0.640◇ | physical |
3 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 03 Aug, 00:00 | 16.00 | 16.00 | 16.00 | 16.00 | 1 | 1 |
| 09 Aug, 00:00 | 17.00 | 17.00 | 17.00 | 17.00 | 1 | 1 |
| 14 Sept, 00:00 | 15.10 | 15.10 | 15.10 | 15.10 | 1 | 1 |
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 | 14.30 | 1 | 14.30◇ |
| Bid | 13.90 | 2 | 28.20◇ |
| Bid | 13.60 | 3 | 41.80◇ |
| Bid | 13.30 | 4 | 55.10◇ |
| Bid | 13.00 | 9 | 120.10◇ |
| Bid | 12.80 | 10 | 132.90◇ |
| Bid | 12.50 | 11 | 145.40◇ |
| Bid | 12.20 | 12 | 157.60◇ |
| Bid | 12.00 | 17 | 217.60◇ |
| Bid | 11.70 | 18 | 229.30◇ |
| Bid | 11.50 | 19 | 240.80◇ |
| Bid | 11.30 | 20 | 252.10◇ |
| Bid | 11.00 | 25 | 307.10◇ |
| Bid | 10.80 | 26 | 317.90◇ |
| Bid | 10.60 | 27 | 328.50◇ |
| Bid | 10.40 | 28 | 338.90◇ |
| Bid | 10.20 | 29 | 349.10◇ |
| Bid | 10.00 | 34 | 399.10◇ |
| Bid | 9.86 | 35 | 408.96◇ |
| Bid | 9.67 | 36 | 418.63◇ |
| Bid | 9.50 | 37 | 428.13◇ |
| Bid | 9.32 | 38 | 437.45◇ |
| Bid | 9.15 | 39 | 446.60◇ |
| Bid | 8.99 | 40 | 455.59◇ |
| Bid | 8.83 | 41 | 464.42◇ |
| Bid | 8.67 | 42 | 473.09◇ |
| Bid | 8.52 | 43 | 481.61◇ |
| Bid | 8.37 | 44 | 489.98◇ |
| Bid | 8.23 | 45 | 498.21◇ |
| Bid | 8.09 | 46 | 506.30◇ |
| Bid | 7.95 | 47 | 514.25◇ |
| Bid | 7.82 | 48 | 522.07◇ |
| Bid | 7.69 | 49 | 529.76◇ |
| Bid | 7.56 | 50 | 537.32◇ |
| Bid | 7.44 | 51 | 544.76◇ |
| Bid | 7.32 | 52 | 552.08◇ |
| Bid | 7.20 | 53 | 559.28◇ |
| Bid | 7.09 | 54 | 566.37◇ |
| Bid | 6.98 | 55 | 573.35◇ |
| Bid | 6.87 | 56 | 580.22◇ |
| Bid | 6.76 | 57 | 586.98◇ |
| Ask | 15.40 | 1 | 15.40◇ |
| Ask | 15.80 | 2 | 31.20◇ |
| Ask | 16.00 | 3 | 47.20◇ |
| Ask | 16.20 | 4 | 63.40◇ |
| Ask | 16.60 | 5 | 80.00◇ |
| Ask | 17.00 | 7 | 114.00◇ |
| Ask | 17.40 | 8 | 131.40◇ |
| Ask | 17.80 | 9 | 149.20◇ |
| Ask | 18.00 | 11 | 185.20◇ |
| Ask | 18.20 | 12 | 203.40◇ |
| Ask | 18.70 | 13 | 222.10◇ |
| Ask | 19.00 | 15 | 260.10◇ |
| Ask | 19.20 | 16 | 279.30◇ |
| Ask | 19.70 | 17 | 299.00◇ |
| Ask | 20.00 | 19 | 339.00◇ |
| Ask | 20.20 | 20 | 359.20◇ |
| Ask | 20.70 | 21 | 379.90◇ |
| Ask | 21.00 | 23 | 421.90◇ |
| Ask | 21.30 | 24 | 443.20◇ |
| Ask | 21.90 | 25 | 465.10◇ |
| Ask | 22.50 | 26 | 487.60◇ |
| Ask | 23.10 | 27 | 510.70◇ |
| Ask | 23.80 | 28 | 534.50◇ |
| Ask | 24.50 | 29 | 559.00◇ |
| Ask | 25.20 | 30 | 584.20◇ |
| Ask | 26.00 | 31 | 610.20◇ |
| Ask | 26.80 | 32 | 637.00◇ |
| Ask | 27.60 | 33 | 664.60◇ |
| Ask | 28.50 | 34 | 693.10◇ |
| Ask | 29.40 | 35 | 722.50◇ |
| Ask | 30.30 | 36 | 752.80◇ |
Asks above, bids below — position carries the side, not just color
Bid depth
57 units
Ask depth
36 units
Bid capital
587◇
Ask inventory
753◇
Imbalance
ask-heavy 12%
Microprice
14.85 (+0.00%)
Levels
41 / 31
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 | 15.40 | +3.7% | 14.30 | −3.7% |
| 10 | 16.72 | +12.6% | 13.29 | −10.5% |
| 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 31 asks / 41 bids.
Mid
14.85◇
-5.6%24h
Spread
7.4%
1.10◇
Lifetime volume
48◇
3 units
VWAP
16.03◇
3 trades
7d change
—
Volatility
12.7%
per 1d candle
Turnover
0.04×
volume ÷ book
Taker buy share
100.0%
In-person volume
100.0%
Avg trade size
16.03◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 403◇ | 564◇ | 72% | |
| 184◇ | 189◇ | 28% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 33◇ | 2 | |
| 02 | 15◇ | 1 |