listing #76 · variant #469 · 1 per stack
Sharpness V
1 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 29 Aug, 00:00 | 3.75 | 3.75 | 3.75 | 3.75 | 1 | 1 |
Asks above, bids below — position carries the side, not just color
Showing the best 12 levels per side of 14 asks / 1 bids.
1 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 |
|---|---|---|---|---|---|---|---|---|
| 29 Aug, 02:23 | buy | 1 | 3.75 | 3.75◇ | 0.150◇ | 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 | 2.00 | 27 | 54.00◇ |
| Ask | 3.75 | 26 | 97.50◇ |
| Ask | 4.00 | 53 | 205.50◇ |
| Ask | 5.00 | 62 | 250.50◇ |
| Ask | 7.50 | 71 | 318.00◇ |
| Ask | 10.00 | 80 | 408.00◇ |
| Ask | 12.50 | 89 | 520.50◇ |
| Ask | 15.00 | 98 | 655.50◇ |
| Ask | 17.50 | 107 | 813.00◇ |
| Ask | 20.00 | 116 | 993.00◇ |
| Ask | 22.50 | 125 | 1,195.50◇ |
| Ask | 25.00 | 134 | 1,420.50◇ |
| Ask | 27.50 | 143 | 1,668.00◇ |
| Ask | 30.00 | 152 | 1,938.00◇ |
| Ask | 32.50 | 161 | 2,230.50◇ |
Bid depth
27 units
Ask depth
161 units
Bid capital
54◇
Ask inventory
2.23K◇
Imbalance
ask-heavy 95%
Microprice
2.89 (+0.57%)
Levels
1 / 14
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 | 3.75 | +30.4% | 2.00 | −30.4% |
| 10 | 3.75 | +30.4% | 2.00 | −30.4% |
| 64 | 4.15 |
| — |
| 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
2.88◇
Spread
60.9%
1.75◇
Lifetime volume
3.75◇
1 units
VWAP
3.75◇
1 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.00×
volume ÷ book
Taker buy share
100.0%
In-person volume
100.0%
Avg trade size
3.75◇