listing #91 · variant #387 · 64 per stack
1 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 27 Jul, 00:00 | 39.50 | 61.80 | 39.50 | 61.80 | 6 | 6 |
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 | 63.00 | 8 | 504.00◇ |
| Bid | 62.00 | 10 | 628.00◇ |
| Bid | 60.00 | 12 | 748.00◇ |
| Bid | 58.90 | 13 | 806.90◇ |
| Bid | 58.00 | 15 | 922.90◇ |
| Bid | 57.00 | 17 | 1,036.90◇ |
| Bid | 55.00 | 19 | 1,146.90◇ |
| Bid | 53.40 | 20 | 1,200.30◇ |
| Bid | 53.00 | 22 | 1,306.30◇ |
| Bid | 50.00 | 24 | 1,406.30◇ |
| Bid | 48.70 | 25 | 1,455.00◇ |
| Bid | 47.00 | 27 | 1,549.00◇ |
| Bid | 45.00 | 29 | 1,639.00◇ |
| Bid | 44.60 | 30 | 1,683.60◇ |
| Bid | 40.90 | 31 | 1,724.50◇ |
| Bid | 39.00 | 33 | 1,802.50◇ |
| Bid | 38.00 | 35 | 1,878.50◇ |
| Bid | 37.70 | 36 | 1,916.20◇ |
| Bid | 36.00 | 38 | 1,988.20◇ |
| Bid | 34.90 | 39 | 2,023.10◇ |
| Bid | 34.00 | 41 | 2,091.10◇ |
| Bid | 32.40 | 42 | 2,123.50◇ |
| Bid | 32.00 | 44 | 2,187.50◇ |
| Bid | 30.10 | 45 | 2,217.60◇ |
| Bid | 30.00 | 47 | 2,277.60◇ |
| Bid | 28.10 | 48 | 2,305.70◇ |
| Bid | 28.00 | 50 | 2,361.70◇ |
| Bid | 26.20 | 51 | 2,387.90◇ |
| Bid | 26.00 | 53 | 2,439.90◇ |
| Bid | 24.60 | 54 | 2,464.50◇ |
| Bid | 24.00 | 56 | 2,512.50◇ |
| Bid | 23.10 | 57 | 2,535.60◇ |
| Bid | 21.70 | 58 | 2,557.30◇ |
| Bid | 20.40 | 59 | 2,577.70◇ |
| Bid | 19.30 | 60 | 2,597.00◇ |
| Bid | 18.20 | 61 | 2,615.20◇ |
| Bid | 17.20 | 62 | 2,632.40◇ |
| Bid | 16.40 | 63 | 2,648.80◇ |
| Bid | 15.50 | 64 | 2,664.30◇ |
| Bid | 14.80 | 65 | 2,679.10◇ |
| Bid | 14.00 | 66 | 2,693.10◇ |
| Bid | 13.40 | 67 | 2,706.50◇ |
| Bid | 12.80 | 68 | 2,719.30◇ |
| Bid | 12.20 | 69 | 2,731.50◇ |
| Bid | 11.70 | 70 | 2,743.20◇ |
| Bid | 11.20 | 71 | 2,754.40◇ |
| Bid | 10.70 | 72 | 2,765.10◇ |
| Bid | 10.20 | 73 | 2,775.30◇ |
| Bid | 9.87 | 74 | 2,785.17◇ |
| Bid | 9.48 | 75 | 2,794.65◇ |
| Bid | 9.11 | 76 | 2,803.76◇ |
| Bid | 8.77 | 77 | 2,812.53◇ |
| Bid | 8.44 | 78 | 2,820.97◇ |
| Bid | 8.13 | 79 | 2,829.10◇ |
| Bid | 7.84 | 80 | 2,836.94◇ |
| Bid | 7.56 | 81 | 2,844.50◇ |
| Bid | 7.30 | 82 | 2,851.80◇ |
| Bid | 7.05 | 83 | 2,858.85◇ |
| Bid | 6.81 | 84 | 2,865.66◇ |
| Ask | 65.00 | 14 | 910.00◇ |
| Ask | 66.00 | 19 | 1,240.00◇ |
| Ask | 67.00 | 24 | 1,575.00◇ |
| Ask | 68.00 | 29 | 1,915.00◇ |
| Ask | 68.70 | 30 | 1,983.70◇ |
| Ask | 69.00 | 35 | 2,328.70◇ |
| Ask | 70.00 | 40 | 2,678.70◇ |
| Ask | 71.00 | 45 | 3,033.70◇ |
| Ask | 72.00 | 50 | 3,393.70◇ |
| Ask | 73.00 | 55 | 3,758.70◇ |
| Ask | 76.40 | 56 | 3,835.10◇ |
| Ask | 85.60 | 57 | 3,920.70◇ |
| Ask | 96.60 | 58 | 4,017.30◇ |
| Ask | 110.00 | 59 | 4,127.30◇ |
| Ask | 126.00 | 60 | 4,253.30◇ |
| Ask | 146.00 | 61 | 4,399.30◇ |
| Ask | 171.00 | 62 | 4,570.30◇ |
Bid depth
84 units
Ask depth
62 units
Bid capital
2.87K◇
Ask inventory
4.57K◇
Imbalance
ask-heavy 23%
Microprice
63.73 (−0.43%)
Levels
59 / 17
Within ±5% of mid
34 units
Value near mid
2.2K◇
| Size | Buy avg | Buy slippage — Average fill price above mid | Sell avg | Sell slippage — Average fill price below mid |
|---|---|---|---|---|
| 1 | 65.00 | +1.6% | 63.00 | −1.6% |
| 10 | 65.00 | +1.6% | 62.80 | −1.9% |
| 64 | — |
Asks above, bids below — position carries the side, not just color
Showing the best 12 levels per side of 17 asks / 59 bids.
2 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 |
|---|---|---|---|---|---|---|---|---|
| 27 Jul, 20:50 | buy |
| 41.63 |
| −35.0% |
| 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.
| 3 |
| 56.33 |
| 169.00◇ |
| 6.76◇ |
| storage |
| 27 Jul, 20:43 | buy | 3 | 43.00 | 129.00◇ | 5.16◇ | storage |
Mid
64.00◇
Spread
3.1%
2.00◇
Lifetime volume
298◇
6 units
VWAP
49.67◇
2 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.04×
volume ÷ book
Taker buy share
100.0%
In-person volume
0.0%
Avg trade size
149.00◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 1.97K◇ | 3.69K◇ | 76% | |
| 814◇ | 880◇ | 23% | |
| 78◇ | 0◇ | 1% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 298◇ | 6 |