Markets / Somnia Analysis

Somnia Analysis

Live

Analysis for markets on Somnia: the liquidity behind every book — uptime, depth and spreads measured from chain events — and risk across venues to come.

Market

SOMI/USDso

0x035de7…1379

10 bps50 bps100 bpsAll markets
Uptime99.6%Last 7 days, 50 bps band
Worst hour96.7%Lowest hourly uptime in the window
Fills34.56KLast 7 days
Volume1.17MUSDsoLast 7 days
Hour by hour, last 7 days

Book depth

Time-weighted resting depth within 50 bps of mid, both sides valued in USDso at each hour's mid: bid above the line, ask mirrored below, each side on its own scale.

Oct 21, 8 PM
67.54KBid23.62KAsk
Bid ↑Ask ↓75.08K36.63K
Oct 14, 9 PMEach side on its own scale — its max is labeled on its halfOct 21, 8 PM
View as table
HourBidAsk
Oct 14, 9 PM37.37K28.07K
Oct 14, 10 PM33.27K25.47K
Oct 14, 11 PM33.99K26.27K
Oct 15, 12 AM34.09K25.57K
Oct 15, 1 AM34.35K25.95K
Oct 15, 2 AM32.85K23.52K
Oct 15, 3 AM32.39K22.91K
Oct 15, 4 AM32.46K22.75K
Oct 15, 5 AM31.89K22.77K
Oct 15, 6 AM33.1K23.86K
Oct 15, 7 AM33.76K24.33K
Oct 15, 8 AM34.19K25.93K
Oct 15, 9 AM34.22K23.28K
Oct 15, 10 AM40.3K24.23K
Oct 15, 11 AM42.14K25.42K
Oct 15, 12 PM36.79K24.15K
Oct 15, 1 PM35.8K23.04K
Oct 15, 2 PM33.34K23.49K
Oct 15, 3 PM33.32K23.41K
Oct 15, 4 PM38.66K23.37K
Oct 15, 5 PM37.73K26.16K
Oct 15, 6 PM38.12K26.27K
Oct 15, 7 PM39.58K25.73K
Oct 15, 8 PM39.5K25.55K
Oct 15, 9 PM38.09K26K
Oct 15, 10 PM38.04K24.1K
Oct 15, 11 PM37.48K23.8K
Oct 16, 12 AM37.53K23K
Oct 16, 1 AM37.79K22.8K
Oct 16, 2 AM37.04K22.73K
Oct 16, 3 AM37.27K23.76K
Oct 16, 4 AM37.59K25.8K
Oct 16, 5 AM39.69K26.07K
Oct 16, 6 AM37.86K26.38K
Oct 16, 7 AM37.1K24.87K
Oct 16, 8 AM36.44K22.81K
Oct 16, 9 AM36.33K22.17K
Oct 16, 10 AM36.55K22.46K
Oct 16, 11 AM37.18K24.34K
Oct 16, 12 PM39.1K26.02K
Oct 16, 1 PM39.33K25.94K
Oct 16, 2 PM39.08K25.69K
Oct 16, 3 PM37.74K23.59K
Oct 16, 4 PM37.09K22.89K
Oct 16, 5 PM35.81K22.46K
Oct 16, 6 PM36.65K22.98K
Oct 16, 7 PM36.81K23.24K
Oct 16, 8 PM36.35K22.86K
Oct 16, 9 PM36.38K22.82K
Oct 16, 10 PM37.83K24.93K
Oct 16, 11 PM37.3K24.06K
Oct 17, 12 AM38.24K25.99K
Oct 17, 1 AM38.07K25.5K
Oct 17, 2 AM38.73K26.24K
Oct 17, 3 AM38.46K26.15K
Oct 17, 4 AM35.29K25.93K
Oct 17, 5 AM34.22K24.95K
Oct 17, 6 AM35.77K22.13K
Oct 17, 7 AM51.97K26.53K
Oct 17, 8 AM41.01K22.64K
Oct 17, 9 AM35.44K23K
Oct 17, 10 AM36.94K22.21K
Oct 17, 11 AM36.15K22.13K
Oct 17, 12 PM35.81K23.13K
Oct 17, 1 PM36K23.21K
Oct 17, 2 PM35.23K23.32K
Oct 17, 3 PM34.99K23.64K
Oct 17, 4 PM38.32K23.27K
Oct 17, 5 PM45.51K23.51K
Oct 17, 6 PM38.9K24.24K
Oct 17, 7 PM36.74K23.93K
Oct 17, 8 PM39.4K25.22K
Oct 17, 9 PM39.73K23.02K
Oct 17, 10 PM45.7K23.89K
Oct 17, 11 PM45.55K23.82K
Oct 18, 12 AM47.39K23.65K
Oct 18, 1 AM42.87K23.31K
Oct 18, 2 AM44.98K23.06K
Oct 18, 3 AM46.18K23.54K
Oct 18, 4 AM44.51K23.75K
Oct 18, 5 AM44.56K23.25K
Oct 18, 6 AM44.07K22.98K
Oct 18, 7 AM44.54K23.29K
Oct 18, 8 AM43.39K23.01K
Oct 18, 9 AM44.08K23.22K
Oct 18, 10 AM44.09K23.1K
Oct 18, 11 AM43.76K23.99K
Oct 18, 12 PM43.9K23.53K
Oct 18, 1 PM43.72K22.88K
Oct 18, 2 PM44.32K22.98K
Oct 18, 3 PM43.18K22.69K
Oct 18, 4 PM43.22K22.76K
Oct 18, 5 PM43.31K23.23K
Oct 18, 6 PM43.1K22.67K
Oct 18, 7 PM42.98K22.68K
Oct 18, 8 PM40.72K22.88K
Oct 18, 9 PM44.14K22.83K
Oct 18, 10 PM46.04K23.39K
Oct 18, 11 PM69.9K25.5K
Oct 19, 12 AM71.65K30.8K
Oct 19, 1 AM70.1K34.81K
Oct 19, 2 AM69.49K33.65K
Oct 19, 3 AM70.55K36.6K
Oct 19, 4 AM68.22K35.35K
Oct 19, 5 AM71.22K28.83K
Oct 19, 6 AM65.42K28.97K
Oct 19, 7 AM67.18K32.55K
Oct 19, 8 AM67.44K32.53K
Oct 19, 9 AM65.75K29.36K
Oct 19, 10 AM68.32K33.28K
Oct 19, 11 AM60.24K35.16K
Oct 19, 12 PM56.4K33.22K
Oct 19, 1 PM55.46K25.2K
Oct 19, 2 PM54.84K30.41K
Oct 19, 3 PM46K27.65K
Oct 19, 4 PM45.28K25K
Oct 19, 5 PM44.74K23.08K
Oct 19, 6 PM49.55K23.64K
Oct 19, 7 PM68.83K21.94K
Oct 19, 8 PM73K29.25K
Oct 19, 9 PM73.96K34.39K
Oct 19, 10 PM64.13K28.17K
Oct 19, 11 PM69.35K25.74K
Oct 20, 12 AM72.7K28.41K
Oct 20, 1 AM67.59K29.86K
Oct 20, 2 AM71.28K26.53K
Oct 20, 3 AM71.56K26.93K
Oct 20, 4 AM67.67K32.65K
Oct 20, 5 AM67.58K30.12K
Oct 20, 6 AM70.15K22.47K
Oct 20, 7 AM70.58K23.45K
Oct 20, 8 AM69.54K30.87K
Oct 20, 9 AM66.33K32.08K
Oct 20, 10 AM66.99K31.17K
Oct 20, 11 AM68.47K29.03K
Oct 20, 12 PM66.82K33.8K
Oct 20, 1 PM67.34K33.22K
Oct 20, 2 PM73.02K31.91K
Oct 20, 3 PM68.65K34.06K
Oct 20, 4 PM64.99K34.79K
Oct 20, 5 PM57.68K36.63K
Oct 20, 6 PM60.66K31.81K
Oct 20, 7 PM69.85K21.98K
Oct 20, 8 PM69.21K30.53K
Oct 20, 9 PM64.28K29.26K
Oct 20, 10 PM67.46K24.52K
Oct 20, 11 PM70.12K27.65K
Oct 21, 12 AM74.41K27.99K
Oct 21, 1 AM69.64K29.42K
Oct 21, 2 AM75.08K26.76K
Oct 21, 3 AM67.08K29.72K
Oct 21, 4 AM66.25K30.47K
Oct 21, 5 AM65.53K28.74K
Oct 21, 6 AM66.46K30.85K
Oct 21, 7 AM59.54K31.64K
Oct 21, 8 AM55.88K34.87K
Oct 21, 9 AM56.18K31.8K
Oct 21, 10 AM51.04K31.05K
Oct 21, 11 AM19.16K25.92K
Oct 21, 12 PM10.07K25.44K
Oct 21, 1 PM8.23K23.16K
Oct 21, 2 PM58.19K22.82K
Oct 21, 3 PM69.88K23.47K
Oct 21, 4 PM69.81K23.72K
Oct 21, 5 PM68.19K23.18K
Oct 21, 6 PM67.59K23.73K
Oct 21, 7 PM67.11K22.91K
Oct 21, 8 PM67.54K23.62K
Hour by hour, last 7 days

Liquidity uptime

Share of each hour with both sides resting within 50 bps of mid.

Oct 21, 8 PM
99.8%
100.0%50.0%
Oct 14, 9 PMOct 21, 8 PM
View as table
HourUptime
Oct 14, 9 PM100.0%
Oct 14, 10 PM99.3%
Oct 14, 11 PM99.7%
Oct 15, 12 AM99.9%
Oct 15, 1 AM100.0%
Oct 15, 2 AM100.0%
Oct 15, 3 AM99.9%
Oct 15, 4 AM99.3%
Oct 15, 5 AM99.8%
Oct 15, 6 AM99.9%
Oct 15, 7 AM100.0%
Oct 15, 8 AM100.0%
Oct 15, 9 AM100.0%
Oct 15, 10 AM100.0%
Oct 15, 11 AM100.0%
Oct 15, 12 PM100.0%
Oct 15, 1 PM100.0%
Oct 15, 2 PM99.6%
Oct 15, 3 PM100.0%
Oct 15, 4 PM100.0%
Oct 15, 5 PM100.0%
Oct 15, 6 PM99.3%
Oct 15, 7 PM99.4%
Oct 15, 8 PM99.7%
Oct 15, 9 PM99.3%
Oct 15, 10 PM97.5%
Oct 15, 11 PM100.0%
Oct 16, 12 AM99.3%
Oct 16, 1 AM99.9%
Oct 16, 2 AM99.5%
Oct 16, 3 AM99.7%
Oct 16, 4 AM99.2%
Oct 16, 5 AM99.4%
Oct 16, 6 AM100.0%
Oct 16, 7 AM99.8%
Oct 16, 8 AM99.9%
Oct 16, 9 AM99.9%
Oct 16, 10 AM99.8%
Oct 16, 11 AM99.6%
Oct 16, 12 PM99.3%
Oct 16, 1 PM100.0%
Oct 16, 2 PM99.9%
Oct 16, 3 PM99.7%
Oct 16, 4 PM99.9%
Oct 16, 5 PM99.5%
Oct 16, 6 PM99.2%
Oct 16, 7 PM100.0%
Oct 16, 8 PM99.2%
Oct 16, 9 PM99.2%
Oct 16, 10 PM99.5%
Oct 16, 11 PM98.3%
Oct 17, 12 AM98.8%
Oct 17, 1 AM99.0%
Oct 17, 2 AM100.0%
Oct 17, 3 AM99.5%
Oct 17, 4 AM98.8%
Oct 17, 5 AM99.7%
Oct 17, 6 AM97.9%
Oct 17, 7 AM99.1%
Oct 17, 8 AM97.6%
Oct 17, 9 AM96.7%
Oct 17, 10 AM98.9%
Oct 17, 11 AM98.1%
Oct 17, 12 PM99.0%
Oct 17, 1 PM98.6%
Oct 17, 2 PM98.7%
Oct 17, 3 PM99.8%
Oct 17, 4 PM99.6%
Oct 17, 5 PM99.9%
Oct 17, 6 PM100.0%
Oct 17, 7 PM99.9%
Oct 17, 8 PM99.2%
Oct 17, 9 PM99.1%
Oct 17, 10 PM99.6%
Oct 17, 11 PM98.5%
Oct 18, 12 AM99.4%
Oct 18, 1 AM99.3%
Oct 18, 2 AM98.7%
Oct 18, 3 AM99.2%
Oct 18, 4 AM98.4%
Oct 18, 5 AM99.6%
Oct 18, 6 AM98.7%
Oct 18, 7 AM99.4%
Oct 18, 8 AM98.4%
Oct 18, 9 AM99.0%
Oct 18, 10 AM99.3%
Oct 18, 11 AM98.2%
Oct 18, 12 PM99.2%
Oct 18, 1 PM99.6%
Oct 18, 2 PM99.9%
Oct 18, 3 PM99.8%
Oct 18, 4 PM99.6%
Oct 18, 5 PM98.9%
Oct 18, 6 PM98.7%
Oct 18, 7 PM100.0%
Oct 18, 8 PM100.0%
Oct 18, 9 PM99.1%
Oct 18, 10 PM100.0%
Oct 18, 11 PM100.0%
Oct 19, 12 AM100.0%
Oct 19, 1 AM100.0%
Oct 19, 2 AM100.0%
Oct 19, 3 AM100.0%
Oct 19, 4 AM100.0%
Oct 19, 5 AM100.0%
Oct 19, 6 AM100.0%
Oct 19, 7 AM100.0%
Oct 19, 8 AM100.0%
Oct 19, 9 AM100.0%
Oct 19, 10 AM100.0%
Oct 19, 11 AM100.0%
Oct 19, 12 PM100.0%
Oct 19, 1 PM98.8%
Oct 19, 2 PM100.0%
Oct 19, 3 PM100.0%
Oct 19, 4 PM100.0%
Oct 19, 5 PM100.0%
Oct 19, 6 PM100.0%
Oct 19, 7 PM100.0%
Oct 19, 8 PM100.0%
Oct 19, 9 PM100.0%
Oct 19, 10 PM100.0%
Oct 19, 11 PM100.0%
Oct 20, 12 AM100.0%
Oct 20, 1 AM100.0%
Oct 20, 2 AM100.0%
Oct 20, 3 AM100.0%
Oct 20, 4 AM100.0%
Oct 20, 5 AM100.0%
Oct 20, 6 AM100.0%
Oct 20, 7 AM100.0%
Oct 20, 8 AM100.0%
Oct 20, 9 AM100.0%
Oct 20, 10 AM100.0%
Oct 20, 11 AM100.0%
Oct 20, 12 PM100.0%
Oct 20, 1 PM100.0%
Oct 20, 2 PM100.0%
Oct 20, 3 PM100.0%
Oct 20, 4 PM100.0%
Oct 20, 5 PM100.0%
Oct 20, 6 PM100.0%
Oct 20, 7 PM100.0%
Oct 20, 8 PM100.0%
Oct 20, 9 PM99.8%
Oct 20, 10 PM100.0%
Oct 20, 11 PM100.0%
Oct 21, 12 AM100.0%
Oct 21, 1 AM100.0%
Oct 21, 2 AM100.0%
Oct 21, 3 AM100.0%
Oct 21, 4 AM100.0%
Oct 21, 5 AM100.0%
Oct 21, 6 AM100.0%
Oct 21, 7 AM100.0%
Oct 21, 8 AM100.0%
Oct 21, 9 AM100.0%
Oct 21, 10 AM100.0%
Oct 21, 11 AM100.0%
Oct 21, 12 PM100.0%
Oct 21, 1 PM100.0%
Oct 21, 2 PM100.0%
Oct 21, 3 PM99.8%
Oct 21, 4 PM99.9%
Oct 21, 5 PM100.0%
Oct 21, 6 PM100.0%
Oct 21, 7 PM99.8%
Oct 21, 8 PM99.8%
Hour by hour, last 7 days

Spread

Line: time-weighted average over the hour's two-sided time. Shaded band: best (tightest) to worst spread within the hour.

Oct 21, 8 PM
10.63 bpsbest 5.25 bps · worst 508.87 bps
3K bps1.5K bps
Oct 14, 9 PMOct 21, 8 PM
View as table
HourAveragebestworst
Oct 14, 9 PM9.38 bps4.81 bps57.86 bps
Oct 14, 10 PM10.6 bps4.8 bps245.84 bps
Oct 14, 11 PM9.94 bps4.84 bps265.38 bps
Oct 15, 12 AM9.31 bps4.86 bps314.39 bps
Oct 15, 1 AM9.05 bps4.9 bps9.96 bps
Oct 15, 2 AM9.12 bps4.96 bps10.38 bps
Oct 15, 3 AM9.61 bps5.03 bps624.69 bps
Oct 15, 4 AM13.24 bps5.06 bps583.87 bps
Oct 15, 5 AM10.03 bps5.1 bps624.69 bps
Oct 15, 6 AM9.81 bps5.02 bps732.62 bps
Oct 15, 7 AM9.44 bps4.93 bps2.25K bps
Oct 15, 8 AM9.08 bps4.92 bps241.92 bps
Oct 15, 9 AM9.5 bps5 bps80.52 bps
Oct 15, 10 AM9.14 bps5.06 bps10.3 bps
Oct 15, 11 AM9.33 bps5.12 bps10.33 bps
Oct 15, 12 PM9.25 bps5.1 bps15.38 bps
Oct 15, 1 PM9.21 bps5.11 bps36.04 bps
Oct 15, 2 PM10.27 bps5.04 bps381.53 bps
Oct 15, 3 PM9.05 bps4.99 bps29.99 bps
Oct 15, 4 PM8.87 bps4.99 bps10.11 bps
Oct 15, 5 PM8.56 bps4.86 bps14.79 bps
Oct 15, 6 PM22.9 bps4.92 bps2.05K bps
Oct 15, 7 PM19.99 bps4.86 bps2K bps
Oct 15, 8 PM14.21 bps4.86 bps2.04K bps
Oct 15, 9 PM24.01 bps4.93 bps2.05K bps
Oct 15, 10 PM58.76 bps4.93 bps2.09K bps
Oct 15, 11 PM9.14 bps4.98 bps20.06 bps
Oct 16, 12 AM24.31 bps4.99 bps2.23K bps
Oct 16, 1 AM11.03 bps4.99 bps2.2K bps
Oct 16, 2 AM19.99 bps5 bps2.23K bps
Oct 16, 3 AM16.44 bps4.95 bps2.21K bps
Oct 16, 4 AM24.56 bps4.91 bps2.02K bps
Oct 16, 5 AM19.72 bps4.88 bps1.96K bps
Oct 16, 6 AM8.28 bps4.9 bps49.78 bps
Oct 16, 7 AM12.83 bps4.97 bps2.19K bps
Oct 16, 8 AM11.68 bps5.01 bps2.18K bps
Oct 16, 9 AM10.98 bps5.01 bps2.21K bps
Oct 16, 10 AM15 bps5.02 bps2.28K bps
Oct 16, 11 AM11.22 bps4.98 bps2.19K bps
Oct 16, 12 PM9.71 bps4.94 bps138.89 bps
Oct 16, 1 PM9.09 bps4.94 bps10.03 bps
Oct 16, 2 PM9.2 bps4.93 bps118.93 bps
Oct 16, 3 PM9.23 bps4.98 bps153.88 bps
Oct 16, 4 PM9.37 bps4.99 bps183.94 bps
Oct 16, 5 PM10.23 bps5.01 bps259.48 bps
Oct 16, 6 PM11.33 bps5.04 bps376.41 bps
Oct 16, 7 PM9.13 bps5.07 bps20.39 bps
Oct 16, 8 PM11.71 bps5.03 bps325.41 bps
Oct 16, 9 PM10.74 bps5.02 bps269.6 bps
Oct 16, 10 PM9.29 bps4.99 bps173.91 bps
Oct 16, 11 PM11.24 bps4.99 bps199 bps
Oct 17, 12 AM10.59 bps4.96 bps173.91 bps
Oct 17, 1 AM10.62 bps4.95 bps168.9 bps
Oct 17, 2 AM9.79 bps4.93 bps79.13 bps
Oct 17, 3 AM10.59 bps4.89 bps2.03K bps
Oct 17, 4 AM33.93 bps4.9 bps2.29K bps
Oct 17, 5 AM16.33 bps4.97 bps2.16K bps
Oct 17, 6 AM54.08 bps5 bps2.21K bps
Oct 17, 7 AM27.36 bps5.03 bps2.26K bps
Oct 17, 8 AM62.53 bps5.01 bps2.25K bps
Oct 17, 9 AM80.94 bps4.99 bps2.24K bps
Oct 17, 10 AM33.67 bps5 bps2.22K bps
Oct 17, 11 AM51.66 bps5.01 bps2.26K bps
Oct 17, 12 PM29.76 bps5.01 bps2.34K bps
Oct 17, 1 PM42 bps5.09 bps2.4K bps
Oct 17, 2 PM40.88 bps5.1 bps2.39K bps
Oct 17, 3 PM15.08 bps5.13 bps2.48K bps
Oct 17, 4 PM15.87 bps5.16 bps2.47K bps
Oct 17, 5 PM11.28 bps5.19 bps1.37K bps
Oct 17, 6 PM9.49 bps5.17 bps41.41 bps
Oct 17, 7 PM10.83 bps5.12 bps1.31K bps
Oct 17, 8 PM19.56 bps5.13 bps1.25K bps
Oct 17, 9 PM20.27 bps5.12 bps1.25K bps
Oct 17, 10 PM15.88 bps5.21 bps1.44K bps
Oct 17, 11 PM29.45 bps5.19 bps1.41K bps
Oct 18, 12 AM17.31 bps5.16 bps1.32K bps
Oct 18, 1 AM18.08 bps5.12 bps1.31K bps
Oct 18, 2 AM27.76 bps5.16 bps1.37K bps
Oct 18, 3 AM20.01 bps5.19 bps1.4K bps
Oct 18, 4 AM31.62 bps5.2 bps1.42K bps
Oct 18, 5 AM15.23 bps5.23 bps1.49K bps
Oct 18, 6 AM29.25 bps5.26 bps1.5K bps
Oct 18, 7 AM18.7 bps5.25 bps1.47K bps
Oct 18, 8 AM33.04 bps5.25 bps1.49K bps
Oct 18, 9 AM21.56 bps5.24 bps1.51K bps
Oct 18, 10 AM13.61 bps5.25 bps586.72 bps
Oct 18, 11 AM18.99 bps5.24 bps565.55 bps
Oct 18, 12 PM12.96 bps5.19 bps434.67 bps
Oct 18, 1 PM11.18 bps5.2 bps656.5 bps
Oct 18, 2 PM9.94 bps5.31 bps608.56 bps
Oct 18, 3 PM10.68 bps5.34 bps774.63 bps
Oct 18, 4 PM13.02 bps5.37 bps796.25 bps
Oct 18, 5 PM19.02 bps5.38 bps801.67 bps
Oct 18, 6 PM20.68 bps5.4 bps845.07 bps
Oct 18, 7 PM9.69 bps5.42 bps43.5 bps
Oct 18, 8 PM9.88 bps5.5 bps44.49 bps
Oct 18, 9 PM18.35 bps5.47 bps954.38 bps
Oct 18, 10 PM9.33 bps5.37 bps32.5 bps
Oct 18, 11 PM9 bps5.33 bps37.34 bps
Oct 19, 12 AM8.71 bps5.3 bps16.04 bps
Oct 19, 1 AM9.04 bps5.23 bps26.52 bps
Oct 19, 2 AM9.17 bps5.18 bps15.66 bps
Oct 19, 3 AM8.79 bps5.19 bps20.78 bps
Oct 19, 4 AM9.06 bps5.23 bps26.39 bps
Oct 19, 5 AM8.53 bps5.23 bps31.65 bps
Oct 19, 6 AM9.53 bps5.22 bps26.25 bps
Oct 19, 7 AM9.57 bps5.23 bps26.3 bps
Oct 19, 8 AM9.64 bps5.23 bps26.28 bps
Oct 19, 9 AM9.41 bps5.23 bps31.58 bps
Oct 19, 10 AM9.23 bps5.23 bps26.39 bps
Oct 19, 11 AM9.39 bps5.3 bps31.86 bps
Oct 19, 12 PM9.07 bps5.25 bps26.41 bps
Oct 19, 1 PM15.61 bps5.25 bps551.12 bps
Oct 19, 2 PM9.02 bps5.28 bps21.24 bps
Oct 19, 3 PM9.35 bps5.26 bps21.23 bps
Oct 19, 4 PM8.73 bps5.29 bps10.66 bps
Oct 19, 5 PM9.43 bps5.31 bps53.5 bps
Oct 19, 6 PM8.78 bps5.31 bps26.69 bps
Oct 19, 7 PM8.99 bps5.33 bps32.22 bps
Oct 19, 8 PM8.03 bps5.32 bps48.09 bps
Oct 19, 9 PM8.16 bps5.33 bps26.69 bps
Oct 19, 10 PM9.33 bps5.26 bps31.78 bps
Oct 19, 11 PM10.22 bps5.29 bps69.17 bps
Oct 20, 12 AM8.87 bps5.32 bps16.07 bps
Oct 20, 1 AM8.9 bps5.32 bps26.85 bps
Oct 20, 2 AM9.34 bps5.34 bps21.44 bps
Oct 20, 3 AM9.17 bps5.29 bps47.94 bps
Oct 20, 4 AM8.29 bps5.31 bps26.83 bps
Oct 20, 5 AM9.46 bps5.34 bps26.79 bps
Oct 20, 6 AM8.97 bps5.34 bps26.82 bps
Oct 20, 7 AM8.73 bps5.33 bps48.32 bps
Oct 20, 8 AM8.59 bps5.36 bps26.86 bps
Oct 20, 9 AM8.88 bps5.35 bps10.81 bps
Oct 20, 10 AM8.76 bps5.33 bps26.7 bps
Oct 20, 11 AM9.16 bps5.33 bps26.77 bps
Oct 20, 12 PM8.54 bps5.33 bps26.86 bps
Oct 20, 1 PM8.69 bps5.33 bps26.87 bps
Oct 20, 2 PM8.91 bps5.18 bps21 bps
Oct 20, 3 PM8.8 bps5.19 bps26.12 bps
Oct 20, 4 PM8.71 bps5.2 bps20.9 bps
Oct 20, 5 PM8.68 bps5.19 bps26.16 bps
Oct 20, 6 PM8.98 bps5.23 bps26.28 bps
Oct 20, 7 PM9.26 bps5.26 bps36.83 bps
Oct 20, 8 PM8.13 bps5.25 bps26.52 bps
Oct 20, 9 PM11.68 bps5.23 bps972.4 bps
Oct 20, 10 PM9.55 bps5.19 bps47.01 bps
Oct 20, 11 PM9.33 bps5.2 bps46.91 bps
Oct 21, 12 AM10.3 bps5.19 bps46.86 bps
Oct 21, 1 AM8.87 bps5.19 bps26.32 bps
Oct 21, 2 AM9.48 bps5.2 bps26.13 bps
Oct 21, 3 AM8.69 bps5.2 bps31.45 bps
Oct 21, 4 AM8.71 bps5.22 bps31.36 bps
Oct 21, 5 AM9.02 bps5.24 bps31.56 bps
Oct 21, 6 AM8.74 bps5.25 bps26.39 bps
Oct 21, 7 AM8.8 bps5.23 bps26.31 bps
Oct 21, 8 AM8.28 bps5.24 bps26.36 bps
Oct 21, 9 AM8.3 bps5.24 bps26.36 bps
Oct 21, 10 AM8.64 bps5.25 bps26.45 bps
Oct 21, 11 AM9 bps5.26 bps42.4 bps
Oct 21, 12 PM9.27 bps5.28 bps42.46 bps
Oct 21, 1 PM10.32 bps5.23 bps37.01 bps
Oct 21, 2 PM9.46 bps5.25 bps47.81 bps
Oct 21, 3 PM9.86 bps5.23 bps472.04 bps
Oct 21, 4 PM9.94 bps5.24 bps477.29 bps
Oct 21, 5 PM9.58 bps5.24 bps57.67 bps
Oct 21, 6 PM9.25 bps5.22 bps472.04 bps
Oct 21, 7 PM10.45 bps5.24 bps529.97 bps
Oct 21, 8 PM10.63 bps5.25 bps508.87 bps
Hour by hour, last 7 days

Volume (USDso)

Traded volume per hour.

Oct 21, 8 PM
215.39
140K70K
Oct 14, 9 PMOct 21, 8 PM
View as table
HourVolume
Oct 14, 9 PM5.1K
Oct 14, 10 PM689.8
Oct 14, 11 PM686.19
Oct 15, 12 AM352.33
Oct 15, 1 AM205.49
Oct 15, 2 AM663.89
Oct 15, 3 AM34.91
Oct 15, 4 AM147.42
Oct 15, 5 AM459.81
Oct 15, 6 AM760.21
Oct 15, 7 AM244.5
Oct 15, 8 AM599.8
Oct 15, 9 AM4.14K
Oct 15, 10 AM2.31K
Oct 15, 11 AM885.85
Oct 15, 12 PM3.29K
Oct 15, 1 PM737.1
Oct 15, 2 PM1.01K
Oct 15, 3 PM287.93
Oct 15, 4 PM778.61
Oct 15, 5 PM8.31K
Oct 15, 6 PM42.86
Oct 15, 7 PM631.27
Oct 15, 8 PM1.14K
Oct 15, 9 PM3.76K
Oct 15, 10 PM37.83
Oct 15, 11 PM65.58
Oct 16, 12 AM301.96
Oct 16, 1 AM446.09
Oct 16, 2 AM346.77
Oct 16, 3 AM962.62
Oct 16, 4 AM793.68
Oct 16, 5 AM122.09
Oct 16, 6 AM7.75K
Oct 16, 7 AM38.23
Oct 16, 8 AM37.4
Oct 16, 9 AM390.54
Oct 16, 10 AM395.79
Oct 16, 11 AM907.45
Oct 16, 12 PM2.14K
Oct 16, 1 PM595.34
Oct 16, 2 PM536.43
Oct 16, 3 PM883.31
Oct 16, 4 PM365
Oct 16, 5 PM535.25
Oct 16, 6 PM573.61
Oct 16, 7 PM90.11
Oct 16, 8 PM858.27
Oct 16, 9 PM292.99
Oct 16, 10 PM809.66
Oct 16, 11 PM38.01
Oct 17, 12 AM144.92
Oct 17, 1 AM727.46
Oct 17, 2 AM38.02
Oct 17, 3 AM3.58K
Oct 17, 4 AM14.63K
Oct 17, 5 AM359.9
Oct 17, 6 AM43.41
Oct 17, 7 AM265.26
Oct 17, 8 AM611.13
Oct 17, 9 AM446.82
Oct 17, 10 AM2.1K
Oct 17, 11 AM517.31
Oct 17, 12 PM650.33
Oct 17, 1 PM359.04
Oct 17, 2 PM36.88
Oct 17, 3 PM211.8
Oct 17, 4 PM183.24
Oct 17, 5 PM35.37
Oct 17, 6 PM9.99K
Oct 17, 7 PM97.32
Oct 17, 8 PM6.26K
Oct 17, 9 PM7.08K
Oct 17, 10 PM346.84
Oct 17, 11 PM256.44
Oct 18, 12 AM64.39
Oct 18, 1 AM1.22K
Oct 18, 2 AM4.3K
Oct 18, 3 AM182.01
Oct 18, 4 AM35.76
Oct 18, 5 AM159.65
Oct 18, 6 AM39.88
Oct 18, 7 AM35.54
Oct 18, 8 AM235.4
Oct 18, 9 AM269.22
Oct 18, 10 AM588.68
Oct 18, 11 AM852.21
Oct 18, 12 PM164.51
Oct 18, 1 PM1.02K
Oct 18, 2 PM1.12K
Oct 18, 3 PM931.84
Oct 18, 4 PM287.67
Oct 18, 5 PM343.17
Oct 18, 6 PM206.45
Oct 18, 7 PM2.96K
Oct 18, 8 PM18.09K
Oct 18, 9 PM1.38K
Oct 18, 10 PM16.37K
Oct 18, 11 PM33.76K
Oct 19, 12 AM16.1K
Oct 19, 1 AM12.84K
Oct 19, 2 AM11.16K
Oct 19, 3 AM3.61K
Oct 19, 4 AM7.13K
Oct 19, 5 AM30.43K
Oct 19, 6 AM10.69K
Oct 19, 7 AM11.37K
Oct 19, 8 AM8.99K
Oct 19, 9 AM9.96K
Oct 19, 10 AM8.66K
Oct 19, 11 AM4.84K
Oct 19, 12 PM4.62K
Oct 19, 1 PM2.35K
Oct 19, 2 PM6.59K
Oct 19, 3 PM4.41K
Oct 19, 4 PM3.27K
Oct 19, 5 PM1.97K
Oct 19, 6 PM43.66K
Oct 19, 7 PM17.66K
Oct 19, 8 PM7.51K
Oct 19, 9 PM7.5K
Oct 19, 10 PM7.33K
Oct 19, 11 PM18.84K
Oct 20, 12 AM8.71K
Oct 20, 1 AM39.52K
Oct 20, 2 AM13.52K
Oct 20, 3 AM11.6K
Oct 20, 4 AM8.15K
Oct 20, 5 AM23.16K
Oct 20, 6 AM14.25K
Oct 20, 7 AM9.58K
Oct 20, 8 AM17.28K
Oct 20, 9 AM11.37K
Oct 20, 10 AM22.69K
Oct 20, 11 AM7.72K
Oct 20, 12 PM5.68K
Oct 20, 1 PM32.07K
Oct 20, 2 PM14.84K
Oct 20, 3 PM11.68K
Oct 20, 4 PM5.67K
Oct 20, 5 PM3.96K
Oct 20, 6 PM36.44K
Oct 20, 7 PM132.96K
Oct 20, 8 PM15.46K
Oct 20, 9 PM12.35K
Oct 20, 10 PM22.87K
Oct 20, 11 PM9.47K
Oct 21, 12 AM3.63K
Oct 21, 1 AM15.05K
Oct 21, 2 AM4.55K
Oct 21, 3 AM7.05K
Oct 21, 4 AM8.26K
Oct 21, 5 AM10.01K
Oct 21, 6 AM3.18K
Oct 21, 7 AM4.19K
Oct 21, 8 AM10.61K
Oct 21, 9 AM5.74K
Oct 21, 10 AM40.52K
Oct 21, 11 AM82.27K
Oct 21, 12 PM10.95K
Oct 21, 1 PM15.13K
Oct 21, 2 PM295.97
Oct 21, 3 PM71.7
Oct 21, 4 PM35.81
Oct 21, 5 PM36.1
Oct 21, 6 PM549.84
Oct 21, 7 PM310.94
Oct 21, 8 PM215.39
Hour by hour, last 7 days

Mid price (USDso)

Closing top-of-book mid each hour; gaps read as the book stood.

Oct 21, 8 PM
0.190
0.4000.200
Oct 14, 9 PMOct 21, 8 PM
View as table
HourMid
Oct 14, 9 PM0.208
Oct 14, 10 PM0.206
Oct 14, 11 PM0.205
Oct 15, 12 AM0.203
Oct 15, 1 AM0.201
Oct 15, 2 AM0.199
Oct 15, 3 AM0.196
Oct 15, 4 AM0.196
Oct 15, 5 AM0.190
Oct 15, 6 AM0.199
Oct 15, 7 AM0.202
Oct 15, 8 AM0.200
Oct 15, 9 AM0.198
Oct 15, 10 AM0.195
Oct 15, 11 AM0.195
Oct 15, 12 PM0.195
Oct 15, 1 PM0.193
Oct 15, 2 PM0.198
Oct 15, 3 PM0.200
Oct 15, 4 PM0.200
Oct 15, 5 PM0.203
Oct 15, 6 PM0.203
Oct 15, 7 PM0.205
Oct 15, 8 PM0.202
Oct 15, 9 PM0.202
Oct 15, 10 PM0.201
Oct 15, 11 PM0.200
Oct 16, 12 AM0.200
Oct 16, 1 AM0.199
Oct 16, 2 AM0.199
Oct 16, 3 AM0.202
Oct 16, 4 AM0.203
Oct 16, 5 AM0.204
Oct 16, 6 AM0.201
Oct 16, 7 AM0.200
Oct 16, 8 AM0.199
Oct 16, 9 AM0.199
Oct 16, 10 AM0.198
Oct 16, 11 AM0.200
Oct 16, 12 PM0.200
Oct 16, 1 PM0.202
Oct 16, 2 PM0.201
Oct 16, 3 PM0.199
Oct 16, 4 PM0.199
Oct 16, 5 PM0.198
Oct 16, 6 PM0.197
Oct 16, 7 PM0.197
Oct 16, 8 PM0.198
Oct 16, 9 PM0.199
Oct 16, 10 PM0.200
Oct 16, 11 PM0.201
Oct 17, 12 AM0.201
Oct 17, 1 AM0.202
Oct 17, 2 AM0.202
Oct 17, 3 AM0.204
Oct 17, 4 AM0.201
Oct 17, 5 AM0.200
Oct 17, 6 AM0.199
Oct 17, 7 AM0.223
Oct 17, 8 AM0.200
Oct 17, 9 AM0.200
Oct 17, 10 AM0.199
Oct 17, 11 AM0.200
Oct 17, 12 PM0.196
Oct 17, 1 PM0.196
Oct 17, 2 PM0.195
Oct 17, 3 PM0.193
Oct 17, 4 PM0.192
Oct 17, 5 PM0.193
Oct 17, 6 PM0.193
Oct 17, 7 PM0.195
Oct 17, 8 PM0.207
Oct 17, 9 PM0.190
Oct 17, 10 PM0.192
Oct 17, 11 PM0.193
Oct 18, 12 AM0.194
Oct 18, 1 AM0.194
Oct 18, 2 AM0.192
Oct 18, 3 AM0.192
Oct 18, 4 AM0.191
Oct 18, 5 AM0.190
Oct 18, 6 AM0.190
Oct 18, 7 AM0.190
Oct 18, 8 AM0.190
Oct 18, 9 AM0.190
Oct 18, 10 AM0.189
Oct 18, 11 AM0.195
Oct 18, 12 PM0.192
Oct 18, 1 PM0.187
Oct 18, 2 PM0.187
Oct 18, 3 PM0.185
Oct 18, 4 PM0.185
Oct 18, 5 PM0.184
Oct 18, 6 PM0.184
Oct 18, 7 PM0.181
Oct 18, 8 PM0.181
Oct 18, 9 PM0.183
Oct 18, 10 PM0.185
Oct 18, 11 PM0.187
Oct 19, 12 AM0.188
Oct 19, 1 AM0.191
Oct 19, 2 AM0.193
Oct 19, 3 AM0.191
Oct 19, 4 AM0.190
Oct 19, 5 AM0.191
Oct 19, 6 AM0.190
Oct 19, 7 AM0.191
Oct 19, 8 AM0.191
Oct 19, 9 AM0.189
Oct 19, 10 AM0.189
Oct 19, 11 AM0.188
Oct 19, 12 PM0.190
Oct 19, 1 PM0.188
Oct 19, 2 PM0.189
Oct 19, 3 PM0.188
Oct 19, 4 PM0.188
Oct 19, 5 PM0.187
Oct 19, 6 PM0.188
Oct 19, 7 PM0.186
Oct 19, 8 PM0.187
Oct 19, 9 PM0.188
Oct 19, 10 PM0.189
Oct 19, 11 PM0.188
Oct 20, 12 AM0.186
Oct 20, 1 AM0.187
Oct 20, 2 AM0.187
Oct 20, 3 AM0.188
Oct 20, 4 AM0.187
Oct 20, 5 AM0.186
Oct 20, 6 AM0.187
Oct 20, 7 AM0.186
Oct 20, 8 AM0.186
Oct 20, 9 AM0.187
Oct 20, 10 AM0.187
Oct 20, 11 AM0.187
Oct 20, 12 PM0.186
Oct 20, 1 PM0.188
Oct 20, 2 PM0.193
Oct 20, 3 PM0.192
Oct 20, 4 PM0.192
Oct 20, 5 PM0.191
Oct 20, 6 PM0.190
Oct 20, 7 PM0.189
Oct 20, 8 PM0.190
Oct 20, 9 PM0.191
Oct 20, 10 PM0.191
Oct 20, 11 PM0.191
Oct 21, 12 AM0.191
Oct 21, 1 AM0.192
Oct 21, 2 AM0.192
Oct 21, 3 AM0.191
Oct 21, 4 AM0.191
Oct 21, 5 AM0.190
Oct 21, 6 AM0.190
Oct 21, 7 AM0.191
Oct 21, 8 AM0.189
Oct 21, 9 AM0.190
Oct 21, 10 AM0.189
Oct 21, 11 AM0.189
Oct 21, 12 PM0.189
Oct 21, 1 PM0.189
Oct 21, 2 PM0.190
Oct 21, 3 PM0.191
Oct 21, 4 PM0.190
Oct 21, 5 PM0.190
Oct 21, 6 PM0.190
Oct 21, 7 PM0.190
Oct 21, 8 PM0.190
Hour by hour, last 7 days

Order events

Placements, cancellations and fills per hour.

Oct 21, 8 PM
4.69KPlaces4.51KCancels181Fills
30K15K
Oct 14, 9 PMPlacesCancelsFillsOct 21, 8 PM
View as table
HourPlacesCancelsFills
Oct 14, 9 PM7.86K7.67K199
Oct 14, 10 PM6.72K6.54K182
Oct 14, 11 PM6.24K6.06K187
Oct 15, 12 AM7.71K7.53K182
Oct 15, 1 AM8.72K8.54K180
Oct 15, 2 AM23.66K23.46K194
Oct 15, 3 AM10.53K10.36K169
Oct 15, 4 AM7.98K7.81K179
Oct 15, 5 AM8.48K8.29K191
Oct 15, 6 AM11.36K11.18K184
Oct 15, 7 AM8.69K8.51K178
Oct 15, 8 AM9.25K9.07K182
Oct 15, 9 AM8.69K8.49K201
Oct 15, 10 AM7.82K7.62K191
Oct 15, 11 AM7.18K7.01K179
Oct 15, 12 PM11.39K11.19K195
Oct 15, 1 PM10.6K10.41K184
Oct 15, 2 PM11.37K11.18K191
Oct 15, 3 PM9.3K9.13K179
Oct 15, 4 PM7.28K7.09K188
Oct 15, 5 PM10.09K9.87K217
Oct 15, 6 PM5.3K5.12K179
Oct 15, 7 PM6.08K5.9K187
Oct 15, 8 PM6.6K6.41K184
Oct 15, 9 PM6.05K5.85K204
Oct 15, 10 PM4.01K3.83K179
Oct 15, 11 PM5.16K4.98K179
Oct 16, 12 AM7.25K7.07K180
Oct 16, 1 AM4.98K4.8K184
Oct 16, 2 AM4.64K4.46K180
Oct 16, 3 AM6.77K6.58K189
Oct 16, 4 AM6.67K6.49K185
Oct 16, 5 AM5.55K5.36K182
Oct 16, 6 AM7.76K7.53K224
Oct 16, 7 AM5.27K5.09K182
Oct 16, 8 AM5.41K5.23K179
Oct 16, 9 AM4.98K4.79K184
Oct 16, 10 AM5.24K5.06K186
Oct 16, 11 AM5.8K5.61K185
Oct 16, 12 PM6.44K6.25K188
Oct 16, 1 PM7.81K7.62K186
Oct 16, 2 PM6.46K6.27K185
Oct 16, 3 PM9.2K9.01K190
Oct 16, 4 PM7.86K7.68K182
Oct 16, 5 PM11.59K11.41K184
Oct 16, 6 PM7.71K7.52K191
Oct 16, 7 PM6.23K6.05K180
Oct 16, 8 PM5.61K5.42K191
Oct 16, 9 PM5.56K5.38K185
Oct 16, 10 PM5.15K4.96K189
Oct 16, 11 PM3.96K3.78K181
Oct 17, 12 AM4.77K4.59K182
Oct 17, 1 AM4.65K4.46K187
Oct 17, 2 AM4.92K4.74K180
Oct 17, 3 AM6.1K5.9K198
Oct 17, 4 AM5.94K5.71K231
Oct 17, 5 AM4.62K4.44K184
Oct 17, 6 AM4.29K4.11K175
Oct 17, 7 AM5.29K5.11K180
Oct 17, 8 AM4.45K4.27K182
Oct 17, 9 AM4.93K4.75K177
Oct 17, 10 AM4.74K4.55K185
Oct 17, 11 AM4.39K4.2K185
Oct 17, 12 PM5.01K4.82K188
Oct 17, 1 PM5.68K5.5K178
Oct 17, 2 PM4.55K4.37K179
Oct 17, 3 PM5.68K5.5K182
Oct 17, 4 PM6.34K6.16K174
Oct 17, 5 PM5.18K5K175
Oct 17, 6 PM4.62K4.4K223
Oct 17, 7 PM4.34K4.15K181
Oct 17, 8 PM4.58K4.38K202
Oct 17, 9 PM8.6K8.38K220
Oct 17, 10 PM5.32K5.14K185
Oct 17, 11 PM4.79K4.61K179
Oct 18, 12 AM5.25K5.07K177
Oct 18, 1 AM5.6K5.41K190
Oct 18, 2 AM5.42K5.22K201
Oct 18, 3 AM5.07K4.89K181
Oct 18, 4 AM4.28K4.1K179
Oct 18, 5 AM4.73K4.55K179
Oct 18, 6 AM4.54K4.36K177
Oct 18, 7 AM5.11K4.93K178
Oct 18, 8 AM4.32K4.14K181
Oct 18, 9 AM5.23K5.04K186
Oct 18, 10 AM4.49K4.3K186
Oct 18, 11 AM5.04K4.85K188
Oct 18, 12 PM5.82K5.64K185
Oct 18, 1 PM7.6K7.4K200
Oct 18, 2 PM9.26K9.07K194
Oct 18, 3 PM6.76K6.57K189
Oct 18, 4 PM6.07K5.88K182
Oct 18, 5 PM5.3K5.12K184
Oct 18, 6 PM4.71K4.52K186
Oct 18, 7 PM10.28K10.06K219
Oct 18, 8 PM8.81K8.56K249
Oct 18, 9 PM6.8K6.6K198
Oct 18, 10 PM7.27K7.01K251
Oct 18, 11 PM6.27K5.96K311
Oct 19, 12 AM6.91K6.67K238
Oct 19, 1 AM6.43K6.2K238
Oct 19, 2 AM7.3K7.07K234
Oct 19, 3 AM5.76K5.57K184
Oct 19, 4 AM5.7K5.49K216
Oct 19, 5 AM6.3K6.02K287
Oct 19, 6 AM5.34K5.11K231
Oct 19, 7 AM5.93K5.72K215
Oct 19, 8 AM4.94K4.73K209
Oct 19, 9 AM5.2K4.98K223
Oct 19, 10 AM7.49K7.27K215
Oct 19, 11 AM5.78K5.58K203
Oct 19, 12 PM6.04K5.84K200
Oct 19, 1 PM6.88K6.68K195
Oct 19, 2 PM10.3K10.09K213
Oct 19, 3 PM7.05K6.85K202
Oct 19, 4 PM6.61K6.43K191
Oct 19, 5 PM5.56K5.36K196
Oct 19, 6 PM6.65K6.29K341
Oct 19, 7 PM6.7K6.42K279
Oct 19, 8 PM6.04K5.83K211
Oct 19, 9 PM5.4K5.2K202
Oct 19, 10 PM5.68K5.46K214
Oct 19, 11 PM5.11K4.88K231
Oct 20, 12 AM6.59K6.38K215
Oct 20, 1 AM9.27K8.91K356
Oct 20, 2 AM6.34K6.11K237
Oct 20, 3 AM6.37K6.15K227
Oct 20, 4 AM5.25K5.04K210
Oct 20, 5 AM6.34K6.06K277
Oct 20, 6 AM7.77K7.54K232
Oct 20, 7 AM5.98K5.75K227
Oct 20, 8 AM6.09K5.86K235
Oct 20, 9 AM6.77K6.55K214
Oct 20, 10 AM6.23K5.9K334
Oct 20, 11 AM5.36K5.16K204
Oct 20, 12 PM6.07K5.87K204
Oct 20, 1 PM6.85K6.55K294
Oct 20, 2 PM9.07K8.84K233
Oct 20, 3 PM11.99K11.76K226
Oct 20, 4 PM8.83K8.64K192
Oct 20, 5 PM6.25K6.06K195
Oct 20, 6 PM7.55K7.24K311
Oct 20, 7 PM7.49K7.05K445
Oct 20, 8 PM5.58K5.35K231
Oct 20, 9 PM5.11K4.9K218
Oct 20, 10 PM5.67K5.38K291
Oct 20, 11 PM4.94K4.73K212
Oct 21, 12 AM4.97K4.76K202
Oct 21, 1 AM7.22K6.97K248
Oct 21, 2 AM5.79K5.59K202
Oct 21, 3 AM5.53K5.33K198
Oct 21, 4 AM5.34K5.14K205
Oct 21, 5 AM5.13K4.92K211
Oct 21, 6 AM5.29K5.1K189
Oct 21, 7 AM5.44K5.24K196
Oct 21, 8 AM5.55K5.32K230
Oct 21, 9 AM5.39K5.19K201
Oct 21, 10 AM5.54K5.28K267
Oct 21, 11 AM4.3K3.98K321
Oct 21, 12 PM3.79K3.58K211
Oct 21, 1 PM5.07K4.84K237
Oct 21, 2 PM5.81K5.62K183
Oct 21, 3 PM5.7K5.51K181
Oct 21, 4 PM4.92K4.75K179
Oct 21, 5 PM4.45K4.27K180
Oct 21, 6 PM6.17K5.99K186
Oct 21, 7 PM5.68K5.49K185
Oct 21, 8 PM4.69K4.51K181
Hour by hour, last 7 days

Order-to-trade ratio

Quoting intensity: placements plus cancellations per fill. High and steady is market making; spikes are churn.

Oct 21, 8 PM
50.82
300150
Oct 14, 9 PMOct 21, 8 PM
View as table
HourOTR
Oct 14, 9 PM78.05
Oct 14, 10 PM72.84
Oct 14, 11 PM65.77
Oct 15, 12 AM83.75
Oct 15, 1 AM95.9
Oct 15, 2 AM242.88
Oct 15, 3 AM123.56
Oct 15, 4 AM88.21
Oct 15, 5 AM87.76
Oct 15, 6 AM122.53
Oct 15, 7 AM96.62
Oct 15, 8 AM100.64
Oct 15, 9 AM85.49
Oct 15, 10 AM80.81
Oct 15, 11 AM79.26
Oct 15, 12 PM115.78
Oct 15, 1 PM114.16
Oct 15, 2 PM118.1
Oct 15, 3 PM102.96
Oct 15, 4 PM76.39
Oct 15, 5 PM91.97
Oct 15, 6 PM58.2
Oct 15, 7 PM64.07
Oct 15, 8 PM70.72
Oct 15, 9 PM58.31
Oct 15, 10 PM43.8
Oct 15, 11 PM56.62
Oct 16, 12 AM79.52
Oct 16, 1 AM53.15
Oct 16, 2 AM50.52
Oct 16, 3 AM70.63
Oct 16, 4 AM71.13
Oct 16, 5 AM59.94
Oct 16, 6 AM68.24
Oct 16, 7 AM56.95
Oct 16, 8 AM59.46
Oct 16, 9 AM53.1
Oct 16, 10 AM55.39
Oct 16, 11 AM61.7
Oct 16, 12 PM67.49
Oct 16, 1 PM82.92
Oct 16, 2 PM68.81
Oct 16, 3 PM95.84
Oct 16, 4 PM85.38
Oct 16, 5 PM125.01
Oct 16, 6 PM79.77
Oct 16, 7 PM68.17
Oct 16, 8 PM57.77
Oct 16, 9 PM59.12
Oct 16, 10 PM53.48
Oct 16, 11 PM42.73
Oct 17, 12 AM51.39
Oct 17, 1 AM48.68
Oct 17, 2 AM53.61
Oct 17, 3 AM60.61
Oct 17, 4 AM50.46
Oct 17, 5 AM49.23
Oct 17, 6 AM47.97
Oct 17, 7 AM57.79
Oct 17, 8 AM47.92
Oct 17, 9 AM54.69
Oct 17, 10 AM50.21
Oct 17, 11 AM46.43
Oct 17, 12 PM52.25
Oct 17, 1 PM62.79
Oct 17, 2 PM49.87
Oct 17, 3 PM61.38
Oct 17, 4 PM71.85
Oct 17, 5 PM58.15
Oct 17, 6 PM40.46
Oct 17, 7 PM46.9
Oct 17, 8 PM44.34
Oct 17, 9 PM77.16
Oct 17, 10 PM56.54
Oct 17, 11 PM52.52
Oct 18, 12 AM58.31
Oct 18, 1 AM57.99
Oct 18, 2 AM52.89
Oct 18, 3 AM55.03
Oct 18, 4 AM46.79
Oct 18, 5 AM51.87
Oct 18, 6 AM50.27
Oct 18, 7 AM56.37
Oct 18, 8 AM46.78
Oct 18, 9 AM55.21
Oct 18, 10 AM47.25
Oct 18, 11 AM52.61
Oct 18, 12 PM61.92
Oct 18, 1 PM75.03
Oct 18, 2 PM94.47
Oct 18, 3 PM70.48
Oct 18, 4 PM65.66
Oct 18, 5 PM56.6
Oct 18, 6 PM49.62
Oct 18, 7 PM92.86
Oct 18, 8 PM69.75
Oct 18, 9 PM67.66
Oct 18, 10 PM56.89
Oct 18, 11 PM39.32
Oct 19, 12 AM57.04
Oct 19, 1 AM53.06
Oct 19, 2 AM61.42
Oct 19, 3 AM61.57
Oct 19, 4 AM51.82
Oct 19, 5 AM42.92
Oct 19, 6 AM45.23
Oct 19, 7 AM54.17
Oct 19, 8 AM46.23
Oct 19, 9 AM45.65
Oct 19, 10 AM68.67
Oct 19, 11 AM55.95
Oct 19, 12 PM59.38
Oct 19, 1 PM69.53
Oct 19, 2 PM95.69
Oct 19, 3 PM68.77
Oct 19, 4 PM68.27
Oct 19, 5 PM55.71
Oct 19, 6 PM37.95
Oct 19, 7 PM47.05
Oct 19, 8 PM56.28
Oct 19, 9 PM52.51
Oct 19, 10 PM52.07
Oct 19, 11 PM43.23
Oct 20, 12 AM60.31
Oct 20, 1 AM51.08
Oct 20, 2 AM52.53
Oct 20, 3 AM55.16
Oct 20, 4 AM48.98
Oct 20, 5 AM44.74
Oct 20, 6 AM66
Oct 20, 7 AM51.69
Oct 20, 8 AM50.83
Oct 20, 9 AM62.22
Oct 20, 10 AM36.31
Oct 20, 11 AM51.59
Oct 20, 12 PM58.5
Oct 20, 1 PM45.56
Oct 20, 2 PM76.87
Oct 20, 3 PM105.09
Oct 20, 4 PM90.95
Oct 20, 5 PM63.14
Oct 20, 6 PM47.57
Oct 20, 7 PM32.66
Oct 20, 8 PM47.27
Oct 20, 9 PM45.91
Oct 20, 10 PM37.95
Oct 20, 11 PM45.6
Oct 21, 12 AM48.15
Oct 21, 1 AM57.21
Oct 21, 2 AM56.34
Oct 21, 3 AM54.84
Oct 21, 4 AM51.12
Oct 21, 5 AM47.65
Oct 21, 6 AM54.94
Oct 21, 7 AM54.48
Oct 21, 8 AM47.29
Oct 21, 9 AM52.62
Oct 21, 10 AM40.5
Oct 21, 11 AM25.8
Oct 21, 12 PM34.91
Oct 21, 1 PM41.82
Oct 21, 2 PM62.5
Oct 21, 3 PM61.93
Oct 21, 4 PM54.02
Oct 21, 5 PM48.41
Oct 21, 6 PM65.37
Oct 21, 7 PM60.38
Oct 21, 8 PM50.82
Daily, last 30 days

Liquidity resilience

Exact duration-weighted percentiles of two-sided depth within 50 bps, in SOMI: the line is the median; the band spans p5 (the floor the market held 95% of the time) to p95.

Oct 20
150.61Kp5 115.28K · p95 209.05K
300K150K
Sep 21Oct 20
View as table
HourMedian depthp5p95
Sep 21144.43K109.49K179.57K
Sep 22155.9K118.46K183.8K
Sep 23145.31K108.18K180.75K
Sep 24153.98K108.18K183.19K
Sep 25154.84K109.48K183.47K
Sep 26148.07K117.18K180.32K
Sep 27148.88K117.29K180.89K
Sep 28146.73K108.61K179.94K
Sep 29141.37K99.67K171.13K
Sep 30147.72K108.61K177.75K
Oct 1154.15K121.56K164.89K
Oct 2158.4K126.16K165.91K
Oct 3138.8K109.04K158.19K
Oct 4123.46K108.82K149.94K
Oct 5135.34K108.82K164.99K
Oct 6135.05K108.61K165K
Oct 7150K109.41K166.38K
Oct 8138.65K93.92K178.1K
Oct 9168.78K132.03K178.66K
Oct 10168.61K120.2K183.36K
Oct 11117.06K102.12K126.66K
Oct 12138.72K108.82K181.86K
Oct 13134.78K75.3K201.67K
Oct 14154.92K108.66K197.32K
Oct 15135.05K85.22K140.37K
Oct 16110.91K85.22K135.31K
Oct 17135.04K85.22K135.55K
Oct 18135.04K108.4K135.35K
Oct 19158.54K109.51K208.15K
Oct 20150.61K115.28K209.05K
Daily, last 30 days

Maker concentration

Share of maker volume from the largest and top-3 makers. Near 100% top-1 means a single firm IS the market.

Oct 20
57.8%Top maker100.0%Top 3
100.0%50.0%
Sep 21Top makerTop 3Oct 20
View as table
HourTop makerTop 3
Sep 2198.7%100.0%
Sep 2299.7%100.0%
Sep 2398.8%100.0%
Sep 2497.9%100.0%
Sep 2596.0%100.0%
Sep 2698.6%100.0%
Sep 2798.4%100.0%
Sep 2896.8%100.0%
Sep 2982.8%99.9%
Sep 3079.3%99.9%
Oct 178.4%99.5%
Oct 276.1%99.8%
Oct 383.7%100.0%
Oct 454.2%99.6%
Oct 569.5%99.8%
Oct 689.0%99.6%
Oct 777.2%100.0%
Oct 889.4%100.0%
Oct 995.0%99.8%
Oct 1094.9%99.9%
Oct 1186.8%99.9%
Oct 1287.9%99.9%
Oct 1387.6%100.0%
Oct 1480.4%99.9%
Oct 1562.9%99.9%
Oct 1661.6%99.9%
Oct 1772.2%99.5%
Oct 1861.6%99.9%
Oct 1968.6%100.0%
Oct 2057.8%100.0%
Last 7 days, 50 bps band

Makers

Each maker's own resting liquidity, measured against the market mid: up means THEIR depth sat two-sided within the band. Markouts are mid-referenced: each fill marked against the reconstructed book mid 5s and 30s later; positive is spread capture, negative is adverse selection.

MakerQuotedUptimeDepth bid / askOwn spreadMarkout 5s30sFillsVolume
0x7049…ce56100.0%0.0%0 / 0———0—
0xc95f…ca55100.0%0.0%0 / 0———0—
0x2a7d…8400100.0%0.0%0.00555 / 0———00
0xe108…5dce100.0%0.0%0 / 0———0—
0x6d16…11d3100.0%0.0%0 / 0———0—
0x6942…9d02100.0%0.0%0 / 0———0—
0xd86a…ed8899.6%43.1%41.63K / 14.86K27.8 bps-6.2-7.095,107638.43K
0x59c5…6e3399.5%99.2%213.27K / 120.03K9.39 bps+8.28+10.0228,970372.35K
0x2682…15a199.6%0.0%0.0635 / 0.00370945.89 bps+4.73-24.99736.67
0x9455…9d6499.1%0.0%0.00357 / 02.78K bps-26.46+26.4610.718
0x09f4…b1c799.8%0.0%6.37 / 0—+0+10.862148
0x4592…3a64100.0%0.0%0 / 0———0—
0x8579…abe798.8%0.0%0 / 0———00
0xf6f3…9d5890.6%0.0%18.22 / 6.18434.8 bps-4.89-3.53431.34K
0xa6c5…b41099.0%0.0%0 / 0———0—
0x3ae6…00d096.3%0.0%10.01 / 0—-14.96+0.9475300
0xd2fc…8c9d98.5%0.0%0 / 0———0—
0xb941…764a96.3%0.0%0 / 0———00
0xf088…4dcc92.0%0.0%0.00302 / 0513.35 bps+416.53+545.4881.68
0x5dab…f4d893.0%0.0%0.0203 / 0—+5.1+0114.34
0x75c2…4fcf96.1%0.0%0 / 0———0—
0xa23f…e5b099.1%0.0%1.06 / 0—-2.57+0.125216
0xb55b…ca247.0%0.0%0 / 5.21K—+1.71+0.8890—
0x9b7b…56848.5%0.0%0.105 / 0—+0.914+2.6330.618
0x2e77…6e8f0.9%0.0%0.595 / 0—+2.57-4.79312.3
Last 7 days

Uptime by hour of day

When the book is actually there: average liquidity uptime (50 bps band) per UTC weekday and hour.

Mon
Tue
Wed
Thu
Fri
Sat
Sun
0:003:006:009:0012:0015:0018:0021:00

From the Somnia data warehouse (beef-tail-markets): hours with no report row show as zero. Refreshes every 10 minutes.