listing #72 · variant #461 · 1 per stack
Efficiency V
Asks above, bids below — position carries the side, not just color
Showing the best 12 levels per side of 16 asks / 1 bids.
3 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 27 Jul, 00:00 | 2.50 | 2.50 | 2.50 | 2.50 | 2 | 1 |
| 05 Aug, 00:00 | 5.00 | 5.00 | 5.00 | 5.00 | 1 | 1 |
| 14 Sept, 00:00 | 2.00 | 2.00 | 2.00 | 2.00 | 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 | 1.00 | 27 | 27.00◇ |
| Ask | 2.00 | 26 | 52.00◇ |
| Ask | 2.25 | 53 | 112.75◇ |
| Ask | 2.50 | 60 | 130.25◇ |
| Ask | 2.75 | 87 | 204.50◇ |
| Ask | 3.00 | 114 | 285.50◇ |
| Ask | 5.00 | 122 | 325.50◇ |
| Ask | 7.50 | 131 | 393.00◇ |
| Ask | 10.00 | 140 | 483.00◇ |
| Ask | 12.50 | 149 | 595.50◇ |
| Ask | 15.00 | 158 | 730.50◇ |
| Ask | 17.50 | 167 | 888.00◇ |
| Ask | 20.00 | 176 | 1,068.00◇ |
| Ask | 22.50 | 185 | 1,270.50◇ |
| Ask | 25.00 | 195 | 1,520.50◇ |
| Ask | 27.50 | 204 | 1,768.00◇ |
| Ask | 30.00 | 213 | 2,038.00◇ |
Bid depth
27 units
Ask depth
213 units
Bid capital
27◇
Ask inventory
2.04K◇
Imbalance
ask-heavy 97%
Microprice
1.51 (+0.63%)
Levels
1 / 16
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 | 2.00 | +33.3% | 1.00 | −33.3% |
| 10 | 2.00 | +33.3% | 1.00 | −33.3% |
| 64 | 2.21 |
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, 21:47 | buy |
| — |
| 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.
| 1 |
| 2.00 |
| 2.00◇ |
| 0.080◇ |
| physical |
| 05 Aug, 03:16 | buy | 1 | 5.00 | 5.00◇ | 0.200◇ | physical |
| 27 Jul, 19:00 | buy | 2 | 2.50 | 5.00◇ | 0.200◇ | physical |
Mid
1.50◇
-20.0%24h
Spread
66.7%
1.00◇
Lifetime volume
12◇
4 units
VWAP
3.00◇
3 trades
7d change
-20.0%
-20.0%
Volatility
113.8%
per 1d candle
Turnover
0.01×
volume ÷ book
Taker buy share
100.0%
In-person volume
100.0%
Avg trade size
4.00◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 27◇ | 2.01K◇ | 99% | |
| 0◇ | 25◇ | 1% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 12◇ | 4 |