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listing #85 · variant #478 · 1 per stack
Respiration III
1 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 29 Aug, 00:00 | 5.00 | 5.00 | 5.00 | 5.00 | 1 | 1 |
Asks above, bids below — position carries the side, not just color
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 | 5.00 | 8 | 40.00◇ |
| Ask | 7.50 | 17 | 107.50◇ |
| Ask | 10.00 | 26 | 197.50◇ |
Bid depth
27 units
Ask depth
26 units
Bid capital
54◇
Ask inventory
198◇
Imbalance
ask-heavy 57%
Microprice
4.31 (+23.27%)
Levels
1 / 3
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 | 5.00 | +42.9% | 2.00 | −42.9% |
| 10 | 5.50 | +57.1% | 2.00 | −42.9% |
| 64 | — | book too thin | — | book too thin |
| 256 | — | book too thin | — | book too thin |
| 1,024 | — |
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 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, 02:24 | buy |  |
| — |
| book too thin |
| 1 |
| 5.00 |
| 5.00◇ |
| 0.200◇ |
 susbhoi(1 order) |
| physical |
Mid
3.50◇
Spread
85.7%
3.00◇
Lifetime volume
5◇
1 units
VWAP
5.00◇
1 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.02×
volume ÷ book
Taker buy share
100.0%
In-person volume
100.0%
Avg trade size
5.00◇