Order flow
Everything resting on the book right now, plus what happens to orders after they're placed.
Everything resting on the book right now, plus what happens to orders after they're placed.
Resting orders
13,856
181 books
Bid capital
102.2K◇
7,408 buy orders
Ask inventory
268.5K◇
6,448 sell orders
Median order age
42d 0h
90th pct 71d 0h
Partially filled
130
0.9% of book
With an expiry
0
all open-ended
A book is only as good as the orders near the touch
Every resting order13,856 orders
Median
52.8%
25th pct
25.7%
90th pct
439.6%
Excluding the market maker2,071 orders
Median
29.8%
25th pct
12.3%
90th pct
223.2%
The market maker ladders quotes far out on purpose, which is why the two distributions look nothing alike. Measured against each listing's current mid; orders on books with no mid are excluded (0 of 13,856).
By order count — the market maker quotes every level it can
| Share of book | ||||||
|---|---|---|---|---|---|---|
| 1.29 | 260 | 5 | 33,931.23◇ | — | ||
| 33.85 | 231 | 3 | 19,306.63◇ | — | ||
| 0.500 | 235 | 3 | 18,584.58◇ | — | ||
| 48.50 | 140 | 3 | 11,828.08◇ | — | ||
| 0.480 | 254 | 3 | 7,485.23◇ | — | ||
| 64.00 | 96 | 3 | 7,435.96◇ | — | ||
| 19.70 | 59 | 3 | 7,298.30◇ | — | ||
| 0.799 | 257 | 4 | 7,220.95◇ | — | ||
| 1.48 | 28 | 2 | 7,181.38◇ | — | ||
| 0.025 | 147 | 3 | 6,844.99◇ | — | ||
| 0.087 | 214 | 2 | 5,703.23◇ | — | ||
| 0.093 | 199 | 3 | 5,609.96◇ | — | ||
| 0.043 | 178 | 3 | 5,441.33◇ | — | ||
| 0.623 | 257 | 2 | 5,393.17◇ | — | ||
| 0.085 | 217 | 4 | 4,456.91◇ | — | ||
| 0.259 | 251 | 2 | 4,059.94◇ | — | ||
| 0.275 | 12 | 2 | 3,808.90◇ | — | ||
| 0.239 | 131 | 2 | 3,775.31◇ | — | ||
| 0.975 | 263 | 2 | 3,485.23◇ | — | ||
| 0.061 | 195 | 2 | 3,336.15◇ | — | ||
| 0.011 | 89 | 2 | 3,281.62◇ | — | ||
| 0.029 | 66 | 2 | 3,005.14◇ | — | ||
| 1.17 | 35 | 2 | 2,941.55◇ | — | ||
| 0.027 | 128 | 2 | 2,881.00◇ | — | ||
| 32.90 | 82 | 1 | 2,847.05◇ | — | ||
| 0.028 | 77 | 2 | 2,727.46◇ | — | ||
| 0.023 | 60 | 3 | 2,576.96◇ | — | ||
| 48.05 | 50 | 2 | 2,521.00◇ | — | ||
| 0.028 | 100 | 3 | 2,462.52◇ | — | ||
| 0.024 | 76 | 3 | 2,409.22◇ | — | ||
| 2.50 | 16 | 1 | 2,369.25◇ | — | ||
| 1.50 | 188 | 2 | 2,350.87◇ | — | ||
| 0.028 | 77 | 2 | 2,330.00◇ | — | ||
| 0.133 | 12 | 1 | 2,303.60◇ | — | ||
| 0.026 | 181 | 2 | 2,296.77◇ | — | ||
| 0.028 | 77 | 2 | 2,290.43◇ | — | ||
| 2.88 | 15 | 1 | 2,284.50◇ | — | ||
| 0.578 | 261 | 3 | 2,267.91◇ | — | ||
| 0.027 | 78 | 2 | 2,225.50◇ | — | ||
| 0.214 | 238 | 3 | 2,214.84◇ | — | ||
| 3.00 | 14 | 1 | 2,187.00◇ | — | ||
| 3.00 | 14 | 1 | 2,187.00◇ | — | ||
| 0.184 | 222 | 3 | 2,181.20◇ | — | ||
| 0.0075 | 126 | 2 | 2,180.00◇ | — | ||
| 0.028 | 78 | 2 | 2,173.00◇ | — | ||
| 0.044 | 98 | 3 | 2,171.65◇ | — | ||
| 0.028 | 77 | 2 | 2,152.47◇ | — | ||
| 0.088 | 98 | 3 | 2,151.78◇ | — | ||
| 0.014 | 24 | 2 | 2,141.50◇ | — | ||
| 0.028 | 79 | 2 | 2,141.31◇ | — | ||
| 0.028 | 78 | 2 | 2,133.43◇ | — | ||
| 1.50 | 17 | 1 | 2,085.75◇ | — | ||
| 0.145 | 244 | 2 | 2,070.69◇ | — | ||
| 1.50 | 18 | 2 | 2,065.00◇ | — | ||
| 0.028 | 78 | 2 | 2,042.99◇ | — | ||
| 0.077 | 156 | 2 | 2,032.26◇ | — | ||
| 0.028 | 77 | 2 | 2,027.27◇ | — | ||
| 0.028 | 77 | 2 | 2,025.44◇ | — | ||
| 0.028 | 77 | 2 | 2,025.44◇ | — | ||
| 0.027 | 79 | 2 | 2,006.35◇ | — | ||
| 29.15 | 63 | 2 | 1,997.47◇ | — | ||
| 3.31 | 140 | 3 | 1,980.36◇ | — | ||
| 21.40 | 77 | 2 | 1,966.43◇ | — | ||
| 1.50 | 16 | 1 | 1,964.25◇ | — | ||
| 0.097 | 23 | 1 | 1,960.24◇ | — | ||
| 1.50 | 15 | 1 | 1,917.00◇ | — | ||
| 0.043 | 15 | 1 | 1,852.24◇ | — | ||
| 30.50 | 49 | 2 | 1,848.60◇ | — | ||
| 1.50 | 14 | 1 | 1,836.00◇ | — | ||
| 1.75 | 13 | 1 | 1,782.00◇ | — | ||
| 1.75 | 13 | 1 | 1,782.00◇ | — | ||
| 1.75 | 13 | 1 | 1,782.00◇ | — | ||
| 1.75 | 13 | 1 | 1,779.50◇ | — | ||
| 0.135 | 210 | 2 | 1,724.30◇ | — | ||
| 0.028 | 68 | 2 | 1,651.86◇ | — | ||
| 0.365 | 130 | 2 | 1,633.31◇ | — | ||
| 28.50 | 55 | 2 | 1,630.68◇ | — | ||
| 0.023 | 25 | 2 | 1,588.05◇ | — | ||
| 0.021 | 21 | 1 | 1,534.86◇ | — | ||
| 11.60 | 65 | 2 | 1,527.87◇ | — | ||
| 0.029 | 22 | 2 | 1,503.64◇ | — | ||
| 0.028 | 86 | 2 | 1,455.60◇ | — | ||
| 0.138 | 13 | 1 | 1,429.86◇ | — | ||
| 0.028 | 77 | 2 | 1,402.56◇ | — | ||
| 0.078 | 161 | 3 | 1,383.33◇ | — | ||
| 0.0080 | 147 | 3 | 1,382.48◇ | — | ||
| 0.074 | 68 | 2 | 1,367.19◇ | — | ||
| 0.015 | 44 | 3 | 1,364.38◇ | — | ||
| 0.030 | 7 | 1 | 1,355.62◇ | — | ||
| 0.023 | 14 | 2 | 1,346.63◇ | — | ||
| 14.85 | 77 | 2 | 1,339.78◇ | — | ||
| 1.50 | 15 | 1 | 1,336.00◇ | — | ||
| 0.0037 | 138 | 3 | 1,318.28◇ | — | ||
| 7.25 | 11 | 1 | 1,304.00◇ | — | ||
| 0.030 | 7 | 1 | 1,295.31◇ | — | ||
| 0.015 | 16 | 2 | 1,276.71◇ | — | ||
| 0.128 | 70 | 2 | 1,259.94◇ | — | ||
| 0.068 | 7 | 1 | 1,255.91◇ | — | ||
| 0.023 | 17 | 2 | 1,221.00◇ | — | ||
| 4.50 | 15 | 1 | 1,192.00◇ | — | ||
| 0.048 | 14 | 1 | 1,181.32◇ | — | ||
| 0.618 | 18 | 1 | 1,177.74◇ | — | ||
| 0.126 | 166 | 3 | 1,168.15◇ | — | ||
| 0.029 | 6 | 1 | 1,154.30◇ | — | ||
| 0.0037 | 24 | 1 | 1,095.72◇ | — | ||
| 0.0092 | 10 | 1 | 1,033.00◇ | — | ||
| 0.0098 | 7 | 1 | 988.24◇ | — | ||
| 6.75 | 14 | 1 | 977.00◇ | — | ||
| 21.10 | 37 | 2 | 960.38◇ | — | ||
| 0.550 | 13 | 1 | 923.33◇ | — | ||
| 0.016 | 15 | 1 | 915.26◇ | — | ||
| 0.123 | 45 | 2 | 912.31◇ | — | ||
| 0.109 | 5 | 1 | 892.17◇ | — | ||
| 0.0072 | 10 | 2 | 865.83◇ | — | ||
| 0.141 | 62 | 2 | 856.26◇ | — | ||
| 14.75 | 36 | 2 | 855.85◇ | — | ||
| 0.083 | 32 | 1 | 839.80◇ | — | ||
| 0.113 | 8 | 1 | 834.76◇ | — | ||
| 0.028 | 21 | 1 | 825.72◇ | — | ||
| 0.179 | 20 | 2 | 798.67◇ | — | ||
| 0.234 | 110 | 3 | 779.69◇ | — | ||
| 0.021 | 5 | 1 | 751.33◇ | — | ||
| 0.144 | 75 | 2 | 750.22◇ | — | ||
| 0.0079 | 15 | 2 | 743.73◇ | — | ||
| 0.059 | 7 | 1 | 693.62◇ | — | ||
| 0.030 | 9 | 1 | 690.68◇ | — | ||
| 0.023 | 14 | 1 | 686.02◇ | — | ||
| 0.013 | 6 | 1 | 682.21◇ | — | ||
| 0.0031 | 18 | 1 | 660.80◇ | — | ||
| 0.085 | 68 | 2 | 658.07◇ | — | ||
| 0.731 | 129 | 1 | 651.66◇ | — | ||
| 0.050 | 61 | 2 | 648.09◇ | — | ||
| 0.046 | 11 | 1 | 641.99◇ | — | ||
| 0.070 | 5 | 1 | 634.35◇ | — | ||
| 0.022 | 146 | 2 | 629.73◇ | — | ||
| 6.25 | 12 | 1 | 626.50◇ | — | ||
| 8.00 | 4 | 1 | 626.00◇ | — | ||
| 1.52 | 12 | 1 | 588.80◇ | — | ||
| 0.162 | 118 | 1 | 569.59◇ | — | ||
| 0.152 | 106 | 1 | 532.61◇ | — | ||
| 0.0054 | 16 | 1 | 526.29◇ | — | ||
| 0.038 | 8 | 1 | 476.24◇ | — | ||
| 0.038 | 7 | 1 | 465.87◇ | — | ||
| 0.055 | 7 | 1 | 465.29◇ | — | ||
| 0.011 | 9 | 1 | 435.37◇ | — | ||
| 3.50 | 3 | 1 | 391.50◇ | — | ||
| 3.50 | 3 | 1 | 391.50◇ | — | ||
| 3.50 | 3 | 1 | 391.50◇ | — | ||
| 0.0047 | 16 | 1 | 357.66◇ | — | ||
| 0.182 | 13 | 1 | 335.81◇ | — | ||
| 0.029 | 10 | 1 | 329.05◇ | — | ||
| 0.025 | 8 | 1 | 283.55◇ | — | ||
| 1.50 | 4 | 1 | 281.00◇ | — | ||
| 0.021 | 11 | 1 | 273.72◇ | — | ||
| 0.023 | 9 | 1 | 273.06◇ | — | ||
| 3.50 | 4 | 1 | 251.50◇ | — | ||
| 1.75 | 3 | 1 | 229.50◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 0.971 | 121 | 1 | 212.40◇ | — | ||
| 2.00 | 73 | 2 | 173.67◇ | — | ||
| 0.011 | 122 | 1 | 128.05◇ | — | ||
| 0.015 | 126 | 1 | 127.61◇ | — | ||
| 1.00 | 103 | 1 | 102.78◇ | — | ||
| 0.156 | 194 | 1 | 45.56◇ | — |
The median resting order sits far from mid, so total resting value measures how far a market maker has laddered as much as how much depth you could trade against. Narrow the band to see the orders that could realistically fill.
Cost to sweep a given number of units, against mid
Average fill price above mid when sweeping the ask side
| Item | 1 | 10 | 64 | 256 | 1,024 |
|---|---|---|---|---|---|
| 0.1% | 0.1% | 0.1% | 0.1% | 1.7% | |
| 0.1% | 0.1% | 0.1% | 0.1% | 0.1% | |
| 0.2% | 0.2% | 0.2% | 0.2% | 0.2% | |
| 0.3% | 0.3% | 0.3% | 1.4% | 182.1% | |
| 0.6% | 0.6% | 0.6% | 0.6% | 0.6% | |
| 0.6% | 0.6% | 0.6% | 0.6% | 0.6% | |
| 0.8% | 0.8% | 0.8% | 0.8% | 0.8% | |
| 0.8% | 0.8% | 0.8% | 0.8% | 0.8% | |
| 0.9% | 0.9% | 0.9% | 0.9% | 0.9% | |
| 0.9% | 0.9% | 0.9% | 0.9% | 0.9% | |
| 1.0% | 1.0% | 1.0% | 1.0% | 1.0% | |
| 1.2% | 1.2% | 1.2% | 1.2% | 1.2% | |
| 1.2% | 1.2% | 1.2% | 1.6% | 6.8% | |
| 1.3% | 1.3% | 1.3% | 1.3% | 1.3% | |
| 1.3% | 1.3% | 1.3% | 1.3% | 8.0% | |
| 1.5% | 1.5% | 1.5% | 1.5% | 1.5% | |
| 1.6% | 1.6% | 1.6% | 1.6% | 1.6% | |
| 1.7% | 1.7% | 1.7% | 1.7% | 2.8% | |
| 1.8% | 1.8% | 1.8% | 1.8% | 1.8% | |
| 1.9% | 1.9% | 1.9% | 1.9% | 1.9% | |
| 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | |
| 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | |
| 2.0% | 2.0% | 2.0% | 3.9% | 13.2% | |
| 2.0% | 2.0% | 2.0% | 2.0% | 2.9% | |
| 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | |
| 2.2% | 2.2% | 2.2% | 2.2% | 3.3% | |
| 2.2% | 2.2% | 2.2% | 2.2% | 2.2% | |
| 2.3% | 2.3% | 2.3% | 2.3% | 2.3% | |
| 2.3% | 2.3% | 2.3% | 2.3% | 2.3% | |
| 2.3% | 2.3% | 2.3% | 5.2% | 26.7% | |
| 2.6% | 2.6% | 2.6% | 2.6% | 18.3% | |
| 2.7% | 2.7% | 2.7% | 2.7% | 3.2% | |
| 2.8% | 2.8% | 2.8% | 2.8% | 2.8% | |
| 1.5% | 1.9% | 2.8% | 3.9% | 4.2% | |
| 2.8% | 2.8% | 2.8% | 2.8% | 2.8% | |
| 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | |
| 3.0% | 3.0% | 3.0% | 3.0% | 136.3% | |
| 3.2% | 3.2% | 3.2% | 3.2% | 3.2% | |
| 3.2% | 3.2% | 3.2% | 3.2% | 3.2% | |
| 3.3% | 3.3% | 3.3% | 3.3% | 10.0% | |
| 3.4% | 3.4% | 3.4% | 3.4% | 3.4% | |
| 2.7% | 2.7% | 3.5% | 10.0% | 42.1% | |
| 2.8% | 2.9% | 3.5% | 3.7% | 3.7% | |
| 3.6% | 3.6% | 3.6% | 3.6% | 3.6% | |
| 3.6% | 3.6% | 3.6% | 4.5% | 6.5% | |
| 3.6% | 3.6% | 3.6% | 4.8% | 6.6% | |
| 3.6% | 3.6% | 3.6% | 4.5% | 6.5% | |
| 3.6% | 3.6% | 3.6% | 3.9% | 6.3% | |
| 3.6% | 3.6% | 3.6% | 5.7% | 8.0% | |
| 3.6% | 3.6% | 3.6% | 4.8% | 6.6% | |
| 3.6% | 3.6% | 3.6% | 3.6% | 5.4% | |
| 3.6% | 3.6% | 3.6% | 3.6% | 5.5% | |
| 3.6% | 3.6% | 3.6% | 3.6% | 5.4% | |
| 3.6% | 3.6% | 3.6% | 3.6% | 3.6% | |
| 3.7% | 3.7% | 3.7% | 3.7% | 6.4% | |
| 3.7% | 3.7% | 3.7% | 3.7% | 6.1% | |
| 3.8% | 3.8% | 3.8% | 3.8% | 3.8% | |
| 3.9% | 3.9% | 3.9% | 3.9% | 3.9% | |
| 3.4% | 3.4% | 3.9% | 5.0% | 5.3% | |
| 4.0% | 4.0% | 4.0% | 4.0% | 4.0% | |
| 4.0% | 4.0% | 4.0% | 4.0% | 4.0% | |
| 4.0% | 4.0% | 4.0% | 4.0% | 4.0% | |
| 4.0% | 4.0% | 4.0% | 4.0% | 4.0% | |
| 3.6% | 3.6% | 4.3% | 6.4% | 9.8% | |
| 4.7% | 4.7% | 4.7% | 4.7% | 7.8% | |
| 4.7% | 4.7% | 4.7% | 4.7% | 4.7% | |
| 4.7% | 4.7% | 4.7% | 4.7% | 8.6% | |
| 3.3% | 3.3% | 4.8% | 6.1% | 6.5% | |
| 5.1% | 5.1% | 5.1% | 5.1% | 5.1% | |
| 5.5% | 5.5% | 5.5% | 5.5% | 5.5% | |
| 5.5% | 5.5% | 5.5% | 5.5% | 5.9% | |
| 3.0% | 4.3% | 5.5% | 5.6% | 9.8% | |
| 5.5% | 5.5% | 5.5% | 5.5% | 5.5% | |
| 5.6% | 5.6% | 5.6% | 5.6% | 5.6% | |
| 4.1% | 4.1% | 5.6% | 9.3% | 243.3% | |
| 4.2% | 4.2% | 5.6% | 7.0% | 7.4% | |
| 5.7% | 5.7% | 5.7% | 5.7% | 5.7% | |
| 5.7% | 5.7% | 5.7% | 5.7% | 5.7% | |
| 4.3% | 4.3% | 6.0% | 13.9% | 50.6% | |
| 6.0% | 6.0% | 6.0% | 6.0% | 6.0% | |
| 6.1% | 6.1% | 6.1% | 6.1% | 12.3% | |
| 6.4% | 6.4% | 6.4% | 6.4% | 6.4% | |
| 6.7% | 6.7% | 6.7% | 6.7% | 6.7% | |
| 6.8% | 6.8% | 6.8% | 6.8% | 6.8% | |
| 6.8% | 6.8% | 6.8% | 6.8% | 12.0% | |
| 6.8% | 6.8% | 6.8% | 6.8% | 6.8% | |
| 7.1% | 7.1% | 7.1% | 7.1% | 7.1% | |
| 7.6% | 7.6% | 7.6% | 7.6% | 7.6% | |
| 8.1% | 8.1% | 8.1% | 8.1% | 8.1% | |
| 8.1% | 8.1% | 8.1% | 8.1% | 8.1% | |
| 8.3% | 8.3% | 8.3% | 8.3% | 8.3% | |
| 8.5% | 8.5% | 8.5% | 8.5% | 8.5% | |
| 9.1% | 9.1% | 9.1% | 9.1% | 9.1% | |
| 9.1% | 9.1% | 9.1% | 11.6% | 20.6% | |
| 9.2% | 9.2% | 9.2% | 9.2% | 9.2% | |
| 9.3% | 9.3% | 9.3% | 9.3% | 9.3% | |
| 6.7% | 6.7% | 9.5% | 17.3% | 64.9% | |
| 9.6% | 9.6% | 9.6% | 9.6% | 16.4% | |
| 11.1% | 11.1% | 11.1% | 11.1% | 15.0% | |
| 11.2% | 11.2% | 11.2% | 11.2% | 11.2% | |
| 14.3% | 14.3% | 14.3% | 14.3% | 14.3% | |
| 14.4% | 14.4% | 14.4% | 14.4% | 26.9% | |
| 14.4% | 14.4% | 14.4% | 14.4% | 14.4% | |
| 20.3% | 20.3% | 20.3% | 20.3% | 20.3% | |
| 25.2% | 25.2% | 25.2% | 25.2% | 25.2% | |
| 5.9% | 5.9% | 5.9% | 8.2% | — | |
| 6.8% | 6.8% | 6.8% | 27.0% | — | |
| 6.0% | 6.0% | 6.9% | 8.5% | — | |
| 6.9% | 6.9% | 7.5% | 14.4% | — | |
| 8.7% | 8.7% | 8.7% | 13.8% | — | |
| 9.1% | 9.1% | 9.1% | 9.1% | — | |
| 11.3% | 11.3% | 11.3% | 11.3% | — | |
| 12.4% | 12.4% | 12.4% | 47.9% | — | |
| 25.2% | 25.2% | 25.2% | 117.1% | — | |
| 4.0% | 15.9% | 43.9% | 399.5% | — | |
| 33.3% | 33.3% | 55.7% | 119.3% | — | |
| 1.5% | 2.3% | 8.9% | — | — | |
| 3.4% | 3.6% | 14.6% | — | — | |
| 5.6% | 5.6% | 18.1% | — | — | |
| 10.3% | 10.3% | 20.7% | — | — | |
| 8.2% | 8.2% | 21.3% | — | — | |
| 3.2% | 5.6% | 22.2% | — | — | |
| 1.0% | 3.5% | 28.7% | — | — | |
| 20.0% | 20.0% | 38.9% | — | — | |
| 30.4% | 30.4% | 44.3% | — | — | |
| 33.3% | 33.3% | 45.6% | — | — | |
| 33.3% | 33.3% | 46.1% | — | — | |
| 33.3% | 33.3% | 47.1% | — | — | |
| 33.3% | 33.3% | 69.3% | — | — | |
| 33.3% | 33.3% | 81.3% | — | — | |
| 33.3% | 33.3% | 128.1% | — | — | |
| 33.3% | 33.3% | 128.1% | — | — | |
| 33.3% | 33.3% | 203.6% | — | — | |
| 50.8% | 73.5% | 267.0% | — | — | |
| 42.9% | 57.1% | 480.4% | — | — | |
| 42.9% | 57.1% | 480.4% | — | — | |
| 42.9% | 57.1% | 480.4% | — | — | |
| 42.9% | 71.4% | 496.0% | — | — | |
| 4.0% | 12.8% | — | — | — | |
| 5.3% | 17.0% | — | — | — | |
| 2.9% | 16.9% | — | — | — | |
| 1.7% | 24.3% | — | — | — | |
| 4.3% | 22.0% | — | — | — | |
| 5.2% | 21.0% | — | — | — | |
| 5.2% | 52.0% | — | — | — | |
| 4.2% | 14.8% | — | — | — | |
| 3.7% | 12.6% | — | — | — | |
| 4.1% | 13.4% | — | — | — | |
| 42.9% | 42.9% | — | — | — | |
| 42.9% | 57.1% | — | — | — | |
| 42.9% | 42.9% | — | — | — | |
| 42.9% | 42.9% | — | — | — | |
| 42.9% | 42.9% | — | — | — | |
| 1.6% | 1.6% | — | — | — | |
| 3.7% | 6.7% | — | — | — | |
| 33.4% | 34.4% | — | — | — | |
| 4.0% | 16.9% | — | — | — | |
| 12.5% | 22.5% | — | — | — | |
| 3.6% | 10.3% | — | — | — | |
| 4.9% | — | — | — | — |
Computed from one grouped request for the whole price-level book rather than from 181 separate ones. Those levels reproduce the official best bid, ask and depth on 181 of 181 listings. Sweeping assumes the whole order goes through at once and that nothing is cancelled in front of it. Cost is before the 4% taker fee.
Fix the money rather than the size, and see what is actually reachable
| 3,072 | 10.00◇ | 0.0031◇ | 0.2% | |
| 2,564 | 10.00◇ | 0.0038◇ | 0.1% | |
| 1,187 | 10.00◇ | 0.0081◇ | 0.6% | |
| 2,530 | 10.00◇ | 0.0038◇ | 4.0% | |
| 418 | 10.00◇ | 0.023◇ | 2.2% | |
| 1,672 | 10.00◇ | 0.0057◇ | 7.1% | |
| 437 | 10.00◇ | 0.022◇ | 2.3% | |
| 1,308 | 10.00◇ | 0.0073◇ | 2.2% | |
| 326 | 10.00◇ | 0.029◇ | 5.3% | |
| 326 | 10.00◇ | 0.029◇ | 5.3% | |
| 1,982 | 10.00◇ | 0.0049◇ | 3.9% | |
| 356 | 10.00◇ | 0.027◇ | 3.8% | |
| 356 | 10.00◇ | 0.027◇ | 0.9% | |
| 409 | 10.00◇ | 0.024◇ | 2.0% | |
| 409 | 10.00◇ | 0.024◇ | 2.0% | |
| 409 | 10.00◇ | 0.024◇ | 9.3% | |
| 328 | 9.99◇ | 0.029◇ | 3.2% | |
| 124 | 9.99◇ | 0.077◇ | 1.0% | |
| 620 | 9.99◇ | 0.015◇ | 5.1% | |
| 341 | 9.99◇ | 0.028◇ | 4.4% | |
| 961 | 9.99◇ | 0.010◇ | 8.1% | |
| 307 | 9.99◇ | 0.031◇ | 9.2% | |
| 307 | 9.99◇ | 0.031◇ | 4.0% | |
| 307 | 9.99◇ | 0.031◇ | 4.0% | |
| 307 | 9.99◇ | 0.031◇ | 5.6% | |
| 307 | 9.99◇ | 0.031◇ | 6.8% | |
| 328 | 9.99◇ | 0.029◇ | 4.6% | |
| 322 | 9.99◇ | 0.030◇ | 6.6% | |
| 612 | 9.99◇ | 0.016◇ | 2.3% | |
| 1,201 | 9.99◇ | 0.0080◇ | 1.2% | |
| 1,193 | 9.99◇ | 0.0081◇ | 7.4% | |
| 402 | 9.99◇ | 0.024◇ | 2.8% | |
| 814 | 9.99◇ | 0.012◇ | 4.0% | |
| 649 | 9.99◇ | 0.015◇ | 5.7% | |
| 814 | 9.99◇ | 0.012◇ | 8.3% | |
| 113 | 9.99◇ | 0.085◇ | 0.6% | |
| 113 | 9.99◇ | 0.085◇ | 3.0% | |
| 552 | 9.99◇ | 0.017◇ | 8.1% | |
| 337 | 9.99◇ | 0.029◇ | 3.6% | |
| 343 | 9.99◇ | 0.028◇ | 1.8% | |
| 343 | 9.99◇ | 0.028◇ | 3.7% | |
| 198 | 9.99◇ | 0.049◇ | 6.1% | |
| 189 | 9.99◇ | 0.051◇ | 5.7% | |
| 189 | 9.99◇ | 0.051◇ | 0.8% | |
| 384 | 9.98◇ | 0.025◇ | 2.0% | |
| 96 | 9.98◇ | 0.100◇ | 3.3% | |
| 384 | 9.98◇ | 0.025◇ | 6.8% | |
| 384 | 9.98◇ | 0.025◇ | 6.8% | |
| 320 | 9.98◇ | 0.030◇ | 4.7% | |
| 320 | 9.98◇ | 0.030◇ | 4.7% | |
| 32 | 9.98◇ | 0.300◇ | 9.1% | |
| 400 | 9.98◇ | 0.024◇ | 3.0% | |
| 100 | 9.98◇ | 0.096◇ | 2.7% | |
| 64 | 9.98◇ | 0.150◇ | 9.1% | |
| 16 | 9.98◇ | 0.600◇ | 9.1% | |
| 331 | 9.98◇ | 0.029◇ | 3.6% | |
| 331 | 9.98◇ | 0.029◇ | 5.5% | |
| 331 | 9.98◇ | 0.029◇ | 5.5% | |
| 331 | 9.98◇ | 0.029◇ | 3.6% | |
| 331 | 9.98◇ | 0.029◇ | 3.6% | |
| 331 | 9.98◇ | 0.029◇ | 3.6% | |
| 373 | 9.98◇ | 0.026◇ | 7.2% | |
| 218 | 9.98◇ | 0.044◇ | 1.3% | |
| 70 | 9.97◇ | 0.137◇ | 1.9% | |
| 350 | 9.97◇ | 0.027◇ | 9.6% | |
| 326 | 9.97◇ | 0.029◇ | 5.0% | |
| 326 | 9.97◇ | 0.029◇ | 5.0% | |
| 68 | 9.97◇ | 0.141◇ | 6.0% | |
| 51 | 9.97◇ | 0.188◇ | 4.7% | |
| 323 | 9.97◇ | 0.030◇ | 6.0% | |
| 231 | 9.97◇ | 0.042◇ | 8.5% | |
| 213 | 9.97◇ | 0.045◇ | 3.4% | |
| 245 | 9.96◇ | 0.039◇ | 3.2% | |
| 61 | 9.96◇ | 0.157◇ | 8.7% | |
| 19 | 9.96◇ | 0.504◇ | 0.8% | |
| 205 | 9.96◇ | 0.047◇ | 4.9% | |
| 153 | 9.95◇ | 0.063◇ | 6.4% | |
| 105 | 9.94◇ | 0.091◇ | 7.6% | |
| 148 | 9.94◇ | 0.065◇ | 5.8% | |
| 122 | 9.92◇ | 0.078◇ | 5.5% | |
| 122 | 9.92◇ | 0.078◇ | 0.1% | |
| 106 | 9.92◇ | 0.090◇ | 2.3% | |
| 36 | 9.92◇ | 0.265◇ | 2.3% | |
| 109 | 9.92◇ | 0.087◇ | 0.9% | |
| 64 | 9.92◇ | 0.149◇ | 2.8% | |
| 49 | 9.91◇ | 0.194◇ | 5.4% | |
| 43 | 9.90◇ | 0.221◇ | 3.4% | |
| 49 | 9.89◇ | 0.194◇ | 6.6% | |
| 25 | 9.88◇ | 0.380◇ | 4.1% | |
| 38 | 9.88◇ | 0.250◇ | 6.8% | |
| 2 | 9.88◇ | 4.75◇ | 5.6% | |
| 76 | 9.88◇ | 0.125◇ | 1.6% | |
| 73 | 9.87◇ | 0.130◇ | 2.0% | |
| 39 | 9.86◇ | 0.243◇ | 1.5% | |
| 15 | 9.83◇ | 0.630◇ | 1.2% | |
| 8 | 9.82◇ | 1.18◇ | 1.3% | |
| 7 | 9.68◇ | 1.33◇ | 2.7% | |
| 19 | 9.68◇ | 0.490◇ | 2.0% | |
| 16 | 9.65◇ | 0.580◇ | 0.3% | |
| 14 | 9.61◇ | 0.660◇ | 6.9% | |
| 9 | 9.36◇ | 1.00◇ | 2.6% | |
| 6 | 9.36◇ | 1.50◇ | 1.7% | |
| 8 | 9.08◇ | 1.09◇ | 8.7% | |
| 4 | 9.04◇ | 2.17◇ | 8.6% | |
| 5 | 8.58◇ | 1.65◇ | 8.2% | |
| 5 | 8.50◇ | 1.63◇ | 8.9% | |
| 315 | 7.66◇ | 0.023◇ | 10.0% | |
| 1 | 7.28◇ | 7.00◇ | 3.7% | |
| 1 | 6.76◇ | 6.50◇ | 4.0% | |
| 25 | 4.45◇ | 0.171◇ | 9.7% | |
| 148 | 1.95◇ | 0.013◇ | 10.0% | |
| 74 | 1.27◇ | 0.017◇ | 10.0% |
Both constraints bind at once: the budget, and a ceiling on how far the average fill may sit above mid. The ceiling applies to the average paid rather than the last level touched, so a deep sweep can still qualify. Quantities are whole units — a partial item cannot be bought.
How long the resting ask side would last at recent demand
Averaged over every day since the item first traded · The entire resting ask side, including the house's far ladder
Lifetime is the default window because most of this catalog trades a handful of times in total — over 7 or 30 days the denominator is usually zero, and the row reads “no demand” rather than claiming an infinite supply. Each item's lifetime is measured from its own first trade, not the market's, so a recently listed item isn't penalised for the months before it existed.
Best bid and ask written by someone other than the house market maker
| 1.25◇ | 1.33◇ | 6.2% | 1.26◇ | 1.33◇ | 5.4% | 4 | 22 | |
| 0.575◇ | 1.00◇ | 54.0% | 0.598◇ | 1.00◇ | 50.3% | 3 | 29 | |
| 0.081◇ | 0.085◇ | 4.6% | 0.084◇ | 0.085◇ | 1.2% | 3 | 25 | |
| 63.00◇ | 65.00◇ | 3.1% | 63.00◇ | 65.00◇ | 3.1% | 2 | 48 | |
| 1.15◇ | 1.18◇ | 2.6% | 1.15◇ | 1.18◇ | 2.6% | 2 | 35 | |
| 0.496◇ | 0.504◇ | 1.6% | 0.496◇ | 0.504◇ | 1.6% | 2 | 34 | |
| 47.50◇ | 49.00◇ | 3.1% | 48.00◇ | 49.00◇ | 2.1% | 2 | 32 | |
| 0.023◇ | 0.024◇ | 3.9% | 0.023◇ | 0.024◇ | 3.9% | 2 | 32 | |
| 1.45◇ | 1.50◇ | 3.4% | 1.45◇ | 1.50◇ | 3.4% | 2 | 28 | |
| 0.469◇ | 0.490◇ | 4.4% | 0.471◇ | 0.490◇ | 4.0% | 2 | 28 | |
| 19.00◇ | 20.00◇ | 5.1% | 19.40◇ | 20.00◇ | 3.0% | 2 | 28 | |
| 0.023◇ | 0.024◇ | 5.6% | 0.023◇ | 0.024◇ | 5.6% | 2 | 25 | |
| 0.013◇ | 0.015◇ | 11.4% | 0.013◇ | 0.015◇ | 11.4% | 2 | 24 | |
| 0.090◇ | 0.096◇ | 6.7% | 0.091◇ | 0.096◇ | 5.3% | 2 | 23 | |
| 0.027◇ | 0.030◇ | 9.4% | 0.027◇ | 0.030◇ | 9.4% | 2 | 22 | |
| 0.540◇ | 0.580◇ | 7.1% | 0.576◇ | 0.580◇ | 0.7% | 2 | 21 | |
| 0.0080◇ | 0.0081◇ | 1.2% | 0.0080◇ | 0.0081◇ | 1.2% | 2 | 21 | |
| 0.0037◇ | 0.0037◇ | 0.3% | 0.0037◇ | 0.0037◇ | 0.3% | 2 | 21 | |
| 0.042◇ | 0.047◇ | 10.8% | 0.043◇ | 0.046◇ | 6.7% | 2 | 21 | |
| 0.078◇ | 0.078◇ | 0.1% | 0.078◇ | 0.078◇ | 0.1% | 2 | 20 | |
| 0.171◇ | 0.188◇ | 9.5% | 0.171◇ | 0.188◇ | 9.5% | 2 | 20 | |
| 31.80◇ | 35.00◇ | 9.6% | 32.70◇ | 35.00◇ | 6.8% | 2 | 19 | |
| 0.023◇ | 0.026◇ | 13.2% | 0.023◇ | 0.025◇ | 8.3% | 2 | 19 | |
| 0.037◇ | 0.045◇ | 18.4% | 0.042◇ | 0.045◇ | 6.9% | 2 | 18 | |
| 1.00◇ | 2.00◇ | 66.7% | 1.00◇ | 2.00◇ | 66.7% | 2 | 18 | |
| 0.015◇ | 0.016◇ | 5.9% | 0.015◇ | 0.016◇ | 4.6% | 2 | 17 | |
| 0.023◇ | 0.024◇ | 3.9% | 0.023◇ | 0.024◇ | 3.9% | 2 | 17 | |
| 0.014◇ | 0.015◇ | 10.2% | 0.014◇ | 0.015◇ | 10.2% | 2 | 16 | |
| 0.0078◇ | 0.0080◇ | 2.4% | 0.0078◇ | 0.0080◇ | 2.4% | 2 | 15 | |
| 0.218◇ | 0.250◇ | 13.7% | 0.218◇ | 0.250◇ | 13.7% | 2 | 15 | |
| 0.171◇ | 0.195◇ | 13.1% | 0.179◇ | 0.190◇ | 6.0% | 2 | 14 | |
| 0.023◇ | 0.024◇ | 6.0% | 0.023◇ | 0.024◇ | 6.0% | 2 | 14 | |
| 0.110◇ | 0.141◇ | 24.7% | 0.110◇ | 0.141◇ | 24.7% | 2 | 13 | |
| 1.00◇ | 5.00◇ | 133.3% | 1.63◇ | 5.00◇ | 101.7% | 2 | 13 | |
| 0.250◇ | 0.300◇ | 18.2% | 0.250◇ | 0.300◇ | 18.2% | 2 | 12 | |
| 0.023◇ | 0.029◇ | 21.4% | 0.027◇ | 0.029◇ | 7.1% | 2 | 11 | |
| 0.0070◇ | 0.0073◇ | 4.5% | 0.0070◇ | 0.0073◇ | 4.5% | 2 | 10 | |
| 0.086◇ | 0.090◇ | 4.7% | 0.086◇ | 0.090◇ | 4.7% | 2 | 10 | |
| 0.200◇ | 0.222◇ | 10.4% | 0.208◇ | 0.220◇ | 5.6% | 2 | 5 | |
| none | 0.025◇ | — | 0.024◇ | 0.025◇ | 4.1% | 2 | 3 | |
| 0.020◇ | 0.027◇ | 29.8% | 0.025◇ | 0.027◇ | 7.7% | 1 | 39 | |
| 0.080◇ | 0.085◇ | 6.1% | 0.080◇ | 0.085◇ | 6.1% | 1 | 32 | |
| 0.011◇ | 0.012◇ | 7.9% | 0.011◇ | 0.012◇ | 7.9% | 1 | 25 | |
| 0.086◇ | 0.087◇ | 1.8% | 0.086◇ | 0.087◇ | 1.7% | 1 | 24 | |
| 0.0035◇ | 0.0038◇ | 7.9% | 0.0035◇ | 0.0038◇ | 7.9% | 1 | 24 | |
| 0.094◇ | 0.100◇ | 6.5% | 0.094◇ | 0.100◇ | 6.5% | 1 | 23 | |
| 0.949◇ | 1.00◇ | 5.2% | 0.949◇ | 1.00◇ | 5.2% | 1 | 23 | |
| 0.026◇ | 0.029◇ | 7.3% | 0.026◇ | 0.029◇ | 7.3% | 1 | 21 | |
| 0.125◇ | 0.130◇ | 3.9% | 0.125◇ | 0.130◇ | 3.9% | 1 | 21 | |
| 0.021◇ | 0.022◇ | 4.7% | 0.021◇ | 0.022◇ | 4.7% | 1 | 21 | |
| 0.615◇ | 0.630◇ | 2.4% | 0.615◇ | 0.630◇ | 2.4% | 1 | 20 | |
| 0.0031◇ | 0.0031◇ | 0.3% | 0.0031◇ | 0.0031◇ | 0.3% | 1 | 18 | |
| 0.575◇ | 0.660◇ | 13.8% | 0.575◇ | 0.660◇ | 13.8% | 1 | 18 | |
| 1.00◇ | 2.00◇ | 66.7% | 1.00◇ | 2.00◇ | 66.7% | 1 | 17 | |
| none | 50.00◇ | — | 46.10◇ | 50.00◇ | 8.1% | 1 | 17 | |
| 0.255◇ | 0.270◇ | 5.7% | 0.255◇ | 0.263◇ | 3.1% | 1 | 16 | |
| 0.0063◇ | 0.0085◇ | 30.5% | 0.0070◇ | 0.0080◇ | 13.3% | 1 | 16 | |
| 0.059◇ | 0.065◇ | 10.5% | 0.059◇ | 0.063◇ | 6.6% | 1 | 16 | |
| 0.0050◇ | 0.0057◇ | 14.2% | 0.0050◇ | 0.0057◇ | 14.2% | 1 | 16 | |
| 0.0045◇ | 0.0049◇ | 7.7% | 0.0045◇ | 0.0049◇ | 7.7% | 1 | 16 | |
| 2.00◇ | 3.00◇ | 40.0% | 2.00◇ | 3.00◇ | 40.0% | 1 | 16 | |
| 1.00◇ | 2.00◇ | 66.7% | 1.00◇ | 2.00◇ | 66.7% | 1 | 16 | |
| 0.043◇ | 0.044◇ | 2.5% | 0.043◇ | 0.044◇ | 2.5% | 1 | 15 | |
| 4.25◇ | 4.75◇ | 11.1% | 4.25◇ | 4.75◇ | 11.1% | 1 | 15 | |
| 0.028◇ | 0.029◇ | 6.3% | 0.028◇ | 0.029◇ | 6.3% | 1 | 15 | |
| 0.015◇ | 0.017◇ | 16.1% | 0.015◇ | 0.017◇ | 16.1% | 1 | 15 | |
| 1.00◇ | 2.00◇ | 66.7% | 1.00◇ | 2.00◇ | 66.7% | 1 | 15 | |
| 2.00◇ | 3.75◇ | 60.9% | 2.00◇ | 3.75◇ | 60.9% | 1 | 15 | |
| 1.00◇ | 2.25◇ | 76.9% | 1.44◇ | 1.56◇ | 8.0% | 1 | 15 | |
| 1.00◇ | 2.00◇ | 66.7% | 1.00◇ | 2.00◇ | 66.7% | 1 | 15 | |
| 0.024◇ | 0.028◇ | 15.4% | 0.027◇ | 0.028◇ | 3.6% | 1 | 14 | |
| 6.50◇ | 7.00◇ | 7.4% | 6.50◇ | 7.00◇ | 7.4% | 1 | 14 | |
| 0.132◇ | 0.157◇ | 17.3% | 0.132◇ | 0.157◇ | 17.3% | 1 | 14 | |
| 0.045◇ | 0.051◇ | 11.4% | 0.045◇ | 0.051◇ | 11.4% | 1 | 14 | |
| 0.022◇ | 0.025◇ | 13.7% | 0.022◇ | 0.025◇ | 13.7% | 1 | 14 | |
| 2.00◇ | 4.00◇ | 66.7% | 2.00◇ | 4.00◇ | 66.7% | 1 | 14 | |
| 2.00◇ | 4.00◇ | 66.7% | 2.00◇ | 4.00◇ | 66.7% | 1 | 14 | |
| 1.00◇ | 2.00◇ | 66.7% | 1.00◇ | 2.00◇ | 66.7% | 1 | 14 | |
| 0.026◇ | 0.027◇ | 1.9% | 0.026◇ | 0.027◇ | 1.9% | 1 | 13 | |
| 0.500◇ | 0.600◇ | 18.2% | 0.500◇ | 0.600◇ | 18.2% | 1 | 13 | |
| 0.125◇ | 0.150◇ | 18.2% | 0.125◇ | 0.150◇ | 18.2% | 1 | 13 | |
| 0.171◇ | 0.193◇ | 12.1% | 0.171◇ | 0.193◇ | 12.1% | 1 | 13 | |
| 1.00◇ | 2.50◇ | 85.7% | 1.00◇ | 2.50◇ | 85.7% | 1 | 13 | |
| 1.00◇ | 2.50◇ | 85.7% | 1.00◇ | 2.50◇ | 85.7% | 1 | 13 | |
| 1.00◇ | 2.50◇ | 85.7% | 1.00◇ | 2.50◇ | 85.7% | 1 | 13 | |
| 1.00◇ | 2.50◇ | 85.7% | 1.00◇ | 2.50◇ | 85.7% | 1 | 13 | |
| 1.40◇ | 1.65◇ | 16.4% | 1.40◇ | 1.65◇ | 16.4% | 1 | 12 | |
| 0.125◇ | 0.141◇ | 12.0% | 0.125◇ | 0.141◇ | 12.0% | 1 | 12 | |
| 0.140◇ | 0.149◇ | 6.2% | 0.141◇ | 0.149◇ | 5.5% | 1 | 12 | |
| 0.226◇ | 0.243◇ | 7.2% | 0.236◇ | 0.243◇ | 2.9% | 1 | 12 | |
| 6.00◇ | 6.50◇ | 8.0% | 6.00◇ | 6.50◇ | 8.0% | 1 | 12 | |
| 27.00◇ | 30.00◇ | 10.5% | 27.00◇ | 30.00◇ | 10.5% | 1 | 12 | |
| 0.020◇ | 0.022◇ | 11.8% | 0.020◇ | 0.022◇ | 11.8% | 1 | 11 | |
| 6.50◇ | 8.00◇ | 20.7% | 6.50◇ | 8.00◇ | 20.7% | 1 | 11 | |
| 0.043◇ | 0.049◇ | 12.3% | 0.043◇ | 0.049◇ | 12.3% | 1 | 11 | |
| none | 13.00◇ | — | 11.00◇ | 12.20◇ | 10.3% | 1 | 11 | |
| 0.350◇ | 0.380◇ | 8.2% | 0.350◇ | 0.380◇ | 8.2% | 1 | 10 | |
| 0.0085◇ | 0.010◇ | 16.2% | 0.0085◇ | 0.010◇ | 16.2% | 1 | 10 | |
| 0.044◇ | 0.051◇ | 13.2% | 0.050◇ | 0.051◇ | 1.6% | 1 | 10 | |
| 0.027◇ | 0.030◇ | 9.4% | 0.027◇ | 0.030◇ | 9.4% | 1 | 10 | |
| 29.00◇ | 32.00◇ | 9.8% | 29.00◇ | 32.00◇ | 9.8% | 1 | 10 | |
| 13.00◇ | 16.00◇ | 20.7% | 14.30◇ | 15.40◇ | 7.4% | 1 | 10 | |
| 0.028◇ | 0.031◇ | 11.1% | 0.028◇ | 0.031◇ | 11.1% | 1 | 9 | |
| 0.010◇ | 0.012◇ | 16.5% | 0.010◇ | 0.012◇ | 16.5% | 1 | 9 | |
| 0.022◇ | 0.025◇ | 13.7% | 0.022◇ | 0.025◇ | 13.7% | 1 | 9 | |
| 0.070◇ | 0.077◇ | 9.7% | 0.076◇ | 0.077◇ | 2.0% | 1 | 9 | |
| 0.035◇ | 0.042◇ | 17.0% | 0.035◇ | 0.042◇ | 17.0% | 1 | 8 | |
| 0.100◇ | 0.125◇ | 22.2% | 0.100◇ | 0.125◇ | 22.2% | 1 | 8 | |
| 0.023◇ | 0.027◇ | 19.2% | 0.023◇ | 0.027◇ | 19.2% | 1 | 8 | |
| 0.125◇ | 0.157◇ | 22.7% | 0.125◇ | 0.157◇ | 22.7% | 1 | 8 | |
| none | 15.00◇ | — | 14.50◇ | 15.00◇ | 3.4% | 1 | 8 | |
| 0.055◇ | 0.063◇ | 12.8% | 0.055◇ | 0.063◇ | 12.8% | 1 | 7 | |
| 0.037◇ | 0.039◇ | 6.3% | 0.037◇ | 0.039◇ | 6.3% | 1 | 7 | |
| 0.029◇ | 0.031◇ | 8.0% | 0.029◇ | 0.031◇ | 8.0% | 1 | 7 | |
| 0.0078◇ | 0.012◇ | 40.7% | 0.0078◇ | 0.012◇ | 40.7% | 1 | 7 | |
| 0.047◇ | 0.063◇ | 28.7% | 0.047◇ | 0.063◇ | 28.7% | 1 | 7 | |
| 0.029◇ | 0.031◇ | 8.0% | 0.029◇ | 0.031◇ | 8.0% | 1 | 7 | |
| 0.059◇ | 0.078◇ | 28.8% | 0.059◇ | 0.078◇ | 28.8% | 1 | 7 | |
| 0.025◇ | 0.031◇ | 22.4% | 0.027◇ | 0.029◇ | 7.1% | 1 | 7 | |
| 0.070◇ | 0.078◇ | 11.1% | 0.070◇ | 0.078◇ | 11.1% | 1 | 7 | |
| 0.078◇ | 0.091◇ | 15.3% | 0.078◇ | 0.091◇ | 15.3% | 1 | 7 | |
| 0.0094◇ | 0.016◇ | 50.5% | 0.0094◇ | 0.016◇ | 50.5% | 1 | 6 | |
| 0.027◇ | 0.031◇ | 13.7% | 0.027◇ | 0.031◇ | 13.7% | 1 | 6 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.026◇ | 0.028◇ | 7.4% | 1 | 6 | |
| 0.094◇ | 0.125◇ | 28.6% | 0.094◇ | 0.125◇ | 28.6% | 1 | 5 | |
| 0.063◇ | 0.078◇ | 22.3% | 0.063◇ | 0.078◇ | 22.3% | 1 | 5 | |
| 0.019◇ | 0.024◇ | 18.6% | 0.019◇ | 0.024◇ | 18.6% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.027◇ | 0.029◇ | 7.1% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.027◇ | 0.029◇ | 7.1% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.027◇ | 0.029◇ | 7.1% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.027◇ | 0.029◇ | 7.1% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.027◇ | 0.029◇ | 7.1% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.027◇ | 0.029◇ | 7.1% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.027◇ | 0.029◇ | 7.1% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.027◇ | 0.029◇ | 7.1% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.026◇ | 0.029◇ | 10.9% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.027◇ | 0.029◇ | 7.1% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.026◇ | 0.031◇ | 18.5% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.026◇ | 0.029◇ | 10.9% | 1 | 5 | |
| 0.023◇ | 0.031◇ | 31.0% | 0.026◇ | 0.028◇ | 7.4% | 1 | 5 | |
| 0.021◇ | 0.023◇ | 11.5% | 0.022◇ | 0.023◇ | 4.4% | 1 | 4 | |
| 7.00◇ | 9.00◇ | 25.0% | 7.00◇ | 9.00◇ | 25.0% | 1 | 4 | |
| 1.00◇ | 2.00◇ | 66.7% | 1.00◇ | 2.00◇ | 66.7% | 1 | 4 | |
| 2.00◇ | 5.00◇ | 85.7% | 2.00◇ | 5.00◇ | 85.7% | 1 | 4 | |
| none | 30.00◇ | — | 28.30◇ | 30.00◇ | 5.8% | 1 | 3 | |
| 20.00◇ | 24.00◇ | 18.2% | 20.50◇ | 22.30◇ | 8.4% | 1 | 3 | |
| 2.00◇ | 5.00◇ | 85.7% | 2.00◇ | 5.00◇ | 85.7% | 1 | 3 | |
| 1.00◇ | 2.50◇ | 85.7% | 1.00◇ | 2.50◇ | 85.7% | 1 | 3 | |
| 2.00◇ | 5.00◇ | 85.7% | 2.00◇ | 5.00◇ | 85.7% | 1 | 3 | |
| 2.00◇ | 5.00◇ | 85.7% | 2.00◇ | 5.00◇ | 85.7% | 1 | 3 | |
| none | 0.125◇ | — | 0.121◇ | 0.125◇ | 3.3% | 1 | 2 | |
| none | 0.137◇ | — | 0.132◇ | 0.137◇ | 3.7% | 1 | 2 | |
| 20.00◇ | none | — | 20.00◇ | 22.20◇ | 10.4% | 1 | 2 | |
| none | 2.50◇ | — | 1.92◇ | 2.08◇ | 8.0% | 1 | 2 |
The house writes most of the resting orders, but not most of the coverage: 154 of 181 books carry an order from someone else, and 145 are two-sided without it. The concentration is in who — only 40 books have more than one non-house quoter, so most organic prices here are one person's opinion rather than a market's. The API cannot show any of this: it aggregates price levels before anyone sees who wrote them.
Across 9,000 completed orders
Traders19 orders
Fill rate
100.0%
Median time to fill
2d 1h
Median filled
100%
Market maker8,981 orders
Fill rate
2.5%
Median time to fill
2d 3h
Median filled
0%
100% of the recent window is the market maker cancelling and requoting, which is how it tracks price rather than a sign of failed trades. Based on the most recent 9,000 completed orders rather than the full archive — the crawl is capped to keep this page responsive.
Median time a house quote rests before being pulled and reposted
The house's cancel rate is requoting, not failure, so the useful measure is how long a quote rests — the closest thing to its attention. Fastest books first. Covers 8,981 house quotes between 22 Aug and 27 Sept; the crawl is capped, so this is a window rather than all history.
Share of their completed orders that filled — 5+ orders
| Account | Orders | Filled | Cancelled |
|---|---|---|---|
| 9 | 100% | 0% | |
| 12 | 100% | 0% | |
| 8,979 | 3% | 97% |
Based on the most recent 9,000 completed orders rather than the full archive, so a trader mostly active outside this window can show a skewed rate.