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

WBTC/USDso

0x25bff6…a5ea

10 bps50 bps100 bpsAll markets
Uptime100.0%Last 7 days, 50 bps band
Worst hour100.0%Lowest hourly uptime in the window
Fills12.72KLast 7 days
Volume250.09KUSDsoLast 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 22, 8 AM
123.62KBid122.12KAsk
Bid ↑Ask ↓127.17K125.05K
Oct 15, 9 AMEach side on its own scale — its max is labeled on its halfOct 22, 8 AM
View as table
HourBidAsk
Oct 15, 9 AM124.78K124.14K
Oct 15, 10 AM124.74K123.54K
Oct 15, 11 AM124.49K123.89K
Oct 15, 12 PM120.32K120.92K
Oct 15, 1 PM117.11K118.47K
Oct 15, 2 PM118.72K120.06K
Oct 15, 3 PM119.96K120.37K
Oct 15, 4 PM122.2K122.45K
Oct 15, 5 PM121.28K121.34K
Oct 15, 6 PM106.63K107.03K
Oct 15, 7 PM124.15K124.34K
Oct 15, 8 PM122.29K122.6K
Oct 15, 9 PM124.52K125.05K
Oct 15, 10 PM124.21K124.27K
Oct 15, 11 PM124.14K124.1K
Oct 16, 12 AM123.19K123.59K
Oct 16, 1 AM123.18K123.38K
Oct 16, 2 AM124.18K123.97K
Oct 16, 3 AM124.46K124.29K
Oct 16, 4 AM124.57K124.58K
Oct 16, 5 AM124.37K123.98K
Oct 16, 6 AM124.51K124.64K
Oct 16, 7 AM124.84K124.4K
Oct 16, 8 AM124.67K124.22K
Oct 16, 9 AM124.84K124.13K
Oct 16, 10 AM124.67K124.07K
Oct 16, 11 AM122.46K121.94K
Oct 16, 12 PM123.98K123.38K
Oct 16, 1 PM123.46K122.78K
Oct 16, 2 PM122.88K122.01K
Oct 16, 3 PM122.67K121.75K
Oct 16, 4 PM123.36K121.66K
Oct 16, 5 PM118.44K117.76K
Oct 16, 6 PM122.05K123.02K
Oct 16, 7 PM122.47K122.35K
Oct 16, 8 PM122.99K122.67K
Oct 16, 9 PM124.75K124.28K
Oct 16, 10 PM125.3K124.33K
Oct 16, 11 PM121.28K119.37K
Oct 17, 12 AM125.13K123.69K
Oct 17, 1 AM125.39K123.83K
Oct 17, 2 AM125.18K123.47K
Oct 17, 3 AM125.19K123.7K
Oct 17, 4 AM116.97K114.96K
Oct 17, 5 AM125.41K123.51K
Oct 17, 6 AM125.66K123.95K
Oct 17, 7 AM124.3K122.27K
Oct 17, 8 AM125.68K124.02K
Oct 17, 9 AM125.35K123.43K
Oct 17, 10 AM126.16K124.06K
Oct 17, 11 AM125.54K123.69K
Oct 17, 12 PM125.99K123.48K
Oct 17, 1 PM125.6K123.64K
Oct 17, 2 PM125.82K123.15K
Oct 17, 3 PM125.65K123.15K
Oct 17, 4 PM125.63K122.83K
Oct 17, 5 PM126.18K123.17K
Oct 17, 6 PM124.37K121.41K
Oct 17, 7 PM126.01K123.2K
Oct 17, 8 PM124.17K120.9K
Oct 17, 9 PM121.75K118.35K
Oct 17, 10 PM124.75K121.3K
Oct 17, 11 PM121.26K117.98K
Oct 18, 12 AM125.97K122.3K
Oct 18, 1 AM125.67K122.18K
Oct 18, 2 AM126.09K122.32K
Oct 18, 3 AM126.39K122.73K
Oct 18, 4 AM126.22K122.81K
Oct 18, 5 AM126.37K122.91K
Oct 18, 6 AM126.46K122.69K
Oct 18, 7 AM125.07K121.42K
Oct 18, 8 AM121.32K117.39K
Oct 18, 9 AM125.63K121.46K
Oct 18, 10 AM126.87K122.15K
Oct 18, 11 AM127.03K122.34K
Oct 18, 12 PM127.17K122.22K
Oct 18, 1 PM124.87K119.96K
Oct 18, 2 PM121.39K115.2K
Oct 18, 3 PM126.93K120.42K
Oct 18, 4 PM126.32K119.82K
Oct 18, 5 PM124.91K124.35K
Oct 18, 6 PM124.83K124.15K
Oct 18, 7 PM123.98K123.3K
Oct 18, 8 PM123.95K123.48K
Oct 18, 9 PM124.73K124K
Oct 18, 10 PM124.25K123.88K
Oct 18, 11 PM123.39K122.91K
Oct 19, 12 AM123.72K122.96K
Oct 19, 1 AM124.26K123.92K
Oct 19, 2 AM124.35K123.66K
Oct 19, 3 AM124.99K123.77K
Oct 19, 4 AM125.28K124.03K
Oct 19, 5 AM125.59K123.82K
Oct 19, 6 AM125.24K123.54K
Oct 19, 7 AM123.22K121.48K
Oct 19, 8 AM125.42K123.59K
Oct 19, 9 AM123.9K121.49K
Oct 19, 10 AM120.61K116.69K
Oct 19, 11 AM124.96K121.67K
Oct 19, 12 PM122.84K119.26K
Oct 19, 1 PM117.64K114.14K
Oct 19, 2 PM124.85K120.92K
Oct 19, 3 PM124.92K121K
Oct 19, 4 PM125.36K121.06K
Oct 19, 5 PM126.61K122.01K
Oct 19, 6 PM126.5K121.84K
Oct 19, 7 PM125.81K121.11K
Oct 19, 8 PM126.67K122.07K
Oct 19, 9 PM126.97K121.48K
Oct 19, 10 PM127.03K120.66K
Oct 19, 11 PM126.75K120.6K
Oct 20, 12 AM123.73K119.39K
Oct 20, 1 AM124.54K123.58K
Oct 20, 2 AM124.3K123.37K
Oct 20, 3 AM124.32K123.25K
Oct 20, 4 AM124.84K123.44K
Oct 20, 5 AM124.39K122.86K
Oct 20, 6 AM124.61K123.34K
Oct 20, 7 AM124.62K122.94K
Oct 20, 8 AM124.3K123.35K
Oct 20, 9 AM124.49K124.16K
Oct 20, 10 AM124.46K124.14K
Oct 20, 11 AM124.33K123.9K
Oct 20, 12 PM116.07K115.79K
Oct 20, 1 PM124.26K123.68K
Oct 20, 2 PM120.85K119.74K
Oct 20, 3 PM123.42K121.78K
Oct 20, 4 PM120.23K118.66K
Oct 20, 5 PM125.08K123.38K
Oct 20, 6 PM125.18K123.39K
Oct 20, 7 PM125.1K123.45K
Oct 20, 8 PM125.34K123.6K
Oct 20, 9 PM114.68K112.71K
Oct 20, 10 PM125.35K123.67K
Oct 20, 11 PM125.39K123.23K
Oct 21, 12 AM125.25K123.05K
Oct 21, 1 AM124.99K122.76K
Oct 21, 2 AM125.35K122.95K
Oct 21, 3 AM125.37K122.95K
Oct 21, 4 AM124.99K121.98K
Oct 21, 5 AM125.61K123.38K
Oct 21, 6 AM125.31K123.04K
Oct 21, 7 AM124.72K122.04K
Oct 21, 8 AM125.08K121.85K
Oct 21, 9 AM125.56K122.39K
Oct 21, 10 AM126.2K122.26K
Oct 21, 11 AM113.31K106.15K
Oct 21, 12 PM127.17K118.65K
Oct 21, 1 PM124.76K115.93K
Oct 21, 2 PM111.9K110.13K
Oct 21, 3 PM123.37K122.37K
Oct 21, 4 PM123.43K122.64K
Oct 21, 5 PM125.02K123.79K
Oct 21, 6 PM124.02K122.77K
Oct 21, 7 PM124.18K123.42K
Oct 21, 8 PM124.02K123.46K
Oct 21, 9 PM125.04K124.24K
Oct 21, 10 PM124.78K123.89K
Oct 21, 11 PM124.51K123.74K
Oct 22, 12 AM125.07K123.72K
Oct 22, 1 AM120.86K119.72K
Oct 22, 2 AM117.47K116.34K
Oct 22, 3 AM125.35K123.97K
Oct 22, 4 AM125.27K123.81K
Oct 22, 5 AM124.73K123.56K
Oct 22, 6 AM124.47K122.71K
Oct 22, 7 AM122.7K120.97K
Oct 22, 8 AM123.62K122.12K
Hour by hour, last 7 days

Liquidity uptime

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

Oct 22, 8 AM
100.0%
100.0%50.0%
Oct 15, 9 AMOct 22, 8 AM
View as table
HourUptime
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 PM100.0%
Oct 15, 3 PM100.0%
Oct 15, 4 PM100.0%
Oct 15, 5 PM100.0%
Oct 15, 6 PM100.0%
Oct 15, 7 PM100.0%
Oct 15, 8 PM100.0%
Oct 15, 9 PM100.0%
Oct 15, 10 PM100.0%
Oct 15, 11 PM100.0%
Oct 16, 12 AM100.0%
Oct 16, 1 AM100.0%
Oct 16, 2 AM100.0%
Oct 16, 3 AM100.0%
Oct 16, 4 AM100.0%
Oct 16, 5 AM100.0%
Oct 16, 6 AM100.0%
Oct 16, 7 AM100.0%
Oct 16, 8 AM100.0%
Oct 16, 9 AM100.0%
Oct 16, 10 AM100.0%
Oct 16, 11 AM100.0%
Oct 16, 12 PM100.0%
Oct 16, 1 PM100.0%
Oct 16, 2 PM100.0%
Oct 16, 3 PM100.0%
Oct 16, 4 PM100.0%
Oct 16, 5 PM100.0%
Oct 16, 6 PM100.0%
Oct 16, 7 PM100.0%
Oct 16, 8 PM100.0%
Oct 16, 9 PM100.0%
Oct 16, 10 PM100.0%
Oct 16, 11 PM100.0%
Oct 17, 12 AM100.0%
Oct 17, 1 AM100.0%
Oct 17, 2 AM100.0%
Oct 17, 3 AM100.0%
Oct 17, 4 AM100.0%
Oct 17, 5 AM100.0%
Oct 17, 6 AM100.0%
Oct 17, 7 AM100.0%
Oct 17, 8 AM100.0%
Oct 17, 9 AM100.0%
Oct 17, 10 AM100.0%
Oct 17, 11 AM100.0%
Oct 17, 12 PM100.0%
Oct 17, 1 PM100.0%
Oct 17, 2 PM100.0%
Oct 17, 3 PM100.0%
Oct 17, 4 PM100.0%
Oct 17, 5 PM100.0%
Oct 17, 6 PM100.0%
Oct 17, 7 PM100.0%
Oct 17, 8 PM100.0%
Oct 17, 9 PM100.0%
Oct 17, 10 PM100.0%
Oct 17, 11 PM100.0%
Oct 18, 12 AM100.0%
Oct 18, 1 AM100.0%
Oct 18, 2 AM100.0%
Oct 18, 3 AM100.0%
Oct 18, 4 AM100.0%
Oct 18, 5 AM100.0%
Oct 18, 6 AM100.0%
Oct 18, 7 AM100.0%
Oct 18, 8 AM100.0%
Oct 18, 9 AM100.0%
Oct 18, 10 AM100.0%
Oct 18, 11 AM100.0%
Oct 18, 12 PM100.0%
Oct 18, 1 PM100.0%
Oct 18, 2 PM100.0%
Oct 18, 3 PM100.0%
Oct 18, 4 PM100.0%
Oct 18, 5 PM100.0%
Oct 18, 6 PM100.0%
Oct 18, 7 PM100.0%
Oct 18, 8 PM100.0%
Oct 18, 9 PM100.0%
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 PM100.0%
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 PM100.0%
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 PM100.0%
Oct 21, 4 PM100.0%
Oct 21, 5 PM100.0%
Oct 21, 6 PM100.0%
Oct 21, 7 PM100.0%
Oct 21, 8 PM100.0%
Oct 21, 9 PM100.0%
Oct 21, 10 PM100.0%
Oct 21, 11 PM100.0%
Oct 22, 12 AM100.0%
Oct 22, 1 AM100.0%
Oct 22, 2 AM100.0%
Oct 22, 3 AM100.0%
Oct 22, 4 AM100.0%
Oct 22, 5 AM100.0%
Oct 22, 6 AM100.0%
Oct 22, 7 AM100.0%
Oct 22, 8 AM100.0%
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 22, 8 AM
3.99 bpsbest 1.49 bps · worst 4.41 bps
190 bps95 bps
Oct 15, 9 AMOct 22, 8 AM
View as table
HourAveragebestworst
Oct 15, 9 AM3.55 bps1.13 bps4.26 bps
Oct 15, 10 AM3.56 bps1.55 bps4.41 bps
Oct 15, 11 AM3.58 bps0.309 bps4.02 bps
Oct 15, 12 PM3.76 bps0.260 bps6.71 bps
Oct 15, 1 PM3.83 bps0.0124 bps10.36 bps
Oct 15, 2 PM3.87 bps0.0122 bps8.92 bps
Oct 15, 3 PM3.79 bps0.0121 bps9.2 bps
Oct 15, 4 PM3.58 bps0.183 bps4.03 bps
Oct 15, 5 PM3.46 bps0.691 bps4.41 bps
Oct 15, 6 PM3.47 bps0.498 bps5 bps
Oct 15, 7 PM3.26 bps1.37 bps4.41 bps
Oct 15, 8 PM3.21 bps1.45 bps6.17 bps
Oct 15, 9 PM3.36 bps1.24 bps4.41 bps
Oct 15, 10 PM3.53 bps1.07 bps4.41 bps
Oct 15, 11 PM3.32 bps0.936 bps4.16 bps
Oct 16, 12 AM3.82 bps1.65 bps4.41 bps
Oct 16, 1 AM3.79 bps1.88 bps4.41 bps
Oct 16, 2 AM3.02 bps1.27 bps4.41 bps
Oct 16, 3 AM2.76 bps0.817 bps7.87 bps
Oct 16, 4 AM2.47 bps0.817 bps5.73 bps
Oct 16, 5 AM2.4 bps0.584 bps4.02 bps
Oct 16, 6 AM2.29 bps0.695 bps4.02 bps
Oct 16, 7 AM2.56 bps0.792 bps8.78 bps
Oct 16, 8 AM3 bps1.34 bps4.02 bps
Oct 16, 9 AM3.17 bps1.57 bps4.02 bps
Oct 16, 10 AM3.62 bps1.76 bps4.41 bps
Oct 16, 11 AM3.68 bps0.473 bps4.03 bps
Oct 16, 12 PM3.85 bps0.888 bps9.01 bps
Oct 16, 1 PM3.67 bps0.0122 bps5.56 bps
Oct 16, 2 PM3.36 bps1.05 bps9.43 bps
Oct 16, 3 PM3.11 bps0.0737 bps4.24 bps
Oct 16, 4 PM2.74 bps0.503 bps8.75 bps
Oct 16, 5 PM2.69 bps0.197 bps150.65 bps
Oct 16, 6 PM2.13 bps0.0741 bps10.39 bps
Oct 16, 7 PM1.95 bps0.0123 bps7.98 bps
Oct 16, 8 PM1.5 bps0.0245 bps8.27 bps
Oct 16, 9 PM1.34 bps0.0980 bps6.42 bps
Oct 16, 10 PM1.34 bps0.0490 bps7.14 bps
Oct 16, 11 PM2.3 bps0.0122 bps7.53 bps
Oct 17, 12 AM1.62 bps0.135 bps7.32 bps
Oct 17, 1 AM1.83 bps0.479 bps3.99 bps
Oct 17, 2 AM1.58 bps0.172 bps9.27 bps
Oct 17, 3 AM2.22 bps0.442 bps4.01 bps
Oct 17, 4 AM2.77 bps1.73 bps4.02 bps
Oct 17, 5 AM2.97 bps1.03 bps4.01 bps
Oct 17, 6 AM3.23 bps2.22 bps4.02 bps
Oct 17, 7 AM3.42 bps0.294 bps4.26 bps
Oct 17, 8 AM3.73 bps2.71 bps4.41 bps
Oct 17, 9 AM3.61 bps2.11 bps4.41 bps
Oct 17, 10 AM3.42 bps1.86 bps4.02 bps
Oct 17, 11 AM3.26 bps1.86 bps4.02 bps
Oct 17, 12 PM3.22 bps1.66 bps4.02 bps
Oct 17, 1 PM2.84 bps1.66 bps4.02 bps
Oct 17, 2 PM3.06 bps1.77 bps4.22 bps
Oct 17, 3 PM3.31 bps0.406 bps4.03 bps
Oct 17, 4 PM3.64 bps1.66 bps4.16 bps
Oct 17, 5 PM3.69 bps2.02 bps4.32 bps
Oct 17, 6 PM3.58 bps1.83 bps4.16 bps
Oct 17, 7 PM3.06 bps0.392 bps5.6 bps
Oct 17, 8 PM3.06 bps0.809 bps7.71 bps
Oct 17, 9 PM3.65 bps0.457 bps10.59 bps
Oct 17, 10 PM3.13 bps0.813 bps8.96 bps
Oct 17, 11 PM2.39 bps0.160 bps4.02 bps
Oct 18, 12 AM2.24 bps0.676 bps8.8 bps
Oct 18, 1 AM1.82 bps0.0734 bps9.01 bps
Oct 18, 2 AM2.46 bps0.637 bps7.44 bps
Oct 18, 3 AM2.73 bps0.587 bps4.02 bps
Oct 18, 4 AM2.43 bps1.37 bps4.01 bps
Oct 18, 5 AM2.51 bps0.857 bps4.02 bps
Oct 18, 6 AM2.5 bps1.05 bps4.02 bps
Oct 18, 7 AM2.3 bps0.527 bps4.02 bps
Oct 18, 8 AM2.69 bps0.208 bps7.82 bps
Oct 18, 9 AM1.88 bps0.0365 bps8.06 bps
Oct 18, 10 AM1.53 bps0.0366 bps7.68 bps
Oct 18, 11 AM1.24 bps0.0122 bps4.43 bps
Oct 18, 12 PM1.69 bps0.244 bps7.78 bps
Oct 18, 1 PM2.64 bps0.0861 bps10.03 bps
Oct 18, 2 PM2.96 bps0.591 bps8.44 bps
Oct 18, 3 PM3.2 bps1.68 bps8.43 bps
Oct 18, 4 PM3.61 bps0.333 bps6.71 bps
Oct 18, 5 PM3.79 bps2.26 bps4.39 bps
Oct 18, 6 PM3.91 bps3 bps4.41 bps
Oct 18, 7 PM3.9 bps1.11 bps4.42 bps
Oct 18, 8 PM3.5 bps0.285 bps4.42 bps
Oct 18, 9 PM3.79 bps1.21 bps4.42 bps
Oct 18, 10 PM3.44 bps0.270 bps4.41 bps
Oct 18, 11 PM2.88 bps0.453 bps7.92 bps
Oct 19, 12 AM2.77 bps0.0970 bps8.73 bps
Oct 19, 1 AM2.25 bps0.292 bps5.55 bps
Oct 19, 2 AM1.65 bps0.145 bps7.43 bps
Oct 19, 3 AM1.77 bps0.0242 bps7.18 bps
Oct 19, 4 AM1.55 bps0.182 bps7.87 bps
Oct 19, 5 AM1.91 bps0.435 bps4.02 bps
Oct 19, 6 AM2.19 bps0.0846 bps7.06 bps
Oct 19, 7 AM2.12 bps0.120 bps6.98 bps
Oct 19, 8 AM1.91 bps0.0362 bps6.99 bps
Oct 19, 9 AM1.85 bps0.0482 bps6.96 bps
Oct 19, 10 AM2.55 bps0.266 bps9.35 bps
Oct 19, 11 AM2.48 bps0.329 bps4.02 bps
Oct 19, 12 PM2.77 bps0.0727 bps4.92 bps
Oct 19, 1 PM2.8 bps0.169 bps8.94 bps
Oct 19, 2 PM2.4 bps0.0485 bps8.37 bps
Oct 19, 3 PM1.98 bps0.170 bps9.1 bps
Oct 19, 4 PM2.66 bps0.757 bps9.01 bps
Oct 19, 5 PM2.2 bps0.403 bps7.13 bps
Oct 19, 6 PM2.11 bps0.0976 bps7.38 bps
Oct 19, 7 PM1.53 bps0.0488 bps7.2 bps
Oct 19, 8 PM1.54 bps0.122 bps7.54 bps
Oct 19, 9 PM1.61 bps0.0122 bps5.63 bps
Oct 19, 10 PM2.07 bps0.0854 bps6.3 bps
Oct 19, 11 PM1.88 bps0.329 bps7.68 bps
Oct 20, 12 AM2.48 bps0.0366 bps9.21 bps
Oct 20, 1 AM2.52 bps0.428 bps9.01 bps
Oct 20, 2 AM2.01 bps0.208 bps7.95 bps
Oct 20, 3 AM1.95 bps0.256 bps6.81 bps
Oct 20, 4 AM1.62 bps0.110 bps6.8 bps
Oct 20, 5 AM1.89 bps0.0367 bps7.68 bps
Oct 20, 6 AM2.05 bps0.110 bps8.41 bps
Oct 20, 7 AM2.71 bps0.564 bps4.56 bps
Oct 20, 8 AM3.85 bps1.03 bps4.42 bps
Oct 20, 9 AM3.81 bps2.34 bps4.33 bps
Oct 20, 10 AM3.79 bps2.55 bps4.04 bps
Oct 20, 11 AM3.5 bps1.51 bps4.41 bps
Oct 20, 12 PM3.61 bps0.625 bps4.42 bps
Oct 20, 1 PM3.47 bps0.918 bps7.48 bps
Oct 20, 2 PM2.87 bps0.0724 bps10.09 bps
Oct 20, 3 PM2.47 bps0.0606 bps6.85 bps
Oct 20, 4 PM2.45 bps0.0484 bps4.02 bps
Oct 20, 5 PM2.09 bps0.302 bps7.21 bps
Oct 20, 6 PM2.37 bps0.255 bps7.34 bps
Oct 20, 7 PM2.33 bps0.678 bps4.02 bps
Oct 20, 8 PM1.93 bps0.193 bps6.82 bps
Oct 20, 9 PM2.06 bps0.0604 bps4.69 bps
Oct 20, 10 PM2.22 bps0.0602 bps7.8 bps
Oct 20, 11 PM2.75 bps1.03 bps4.02 bps
Oct 21, 12 AM3.46 bps1.54 bps4.02 bps
Oct 21, 1 AM3.32 bps1.29 bps4.02 bps
Oct 21, 2 AM3.16 bps1.3 bps4.29 bps
Oct 21, 3 AM2.55 bps0.689 bps4.02 bps
Oct 21, 4 AM2.55 bps0.616 bps4.02 bps
Oct 21, 5 AM2.56 bps0.859 bps4.02 bps
Oct 21, 6 AM2.34 bps0.678 bps4.02 bps
Oct 21, 7 AM2.19 bps0.0120 bps7.33 bps
Oct 21, 8 AM1.94 bps0.0722 bps8.77 bps
Oct 21, 9 AM1.46 bps0.0120 bps8.7 bps
Oct 21, 10 AM1.88 bps0.0240 bps6.02 bps
Oct 21, 11 AM5.74 bps0.552 bps189.98 bps
Oct 21, 12 PM6.02 bps4.08 bps8.69 bps
Oct 21, 1 PM6.42 bps0.781 bps18.52 bps
Oct 21, 2 PM3.41 bps0.0953 bps14.01 bps
Oct 21, 3 PM3.56 bps0.661 bps4.02 bps
Oct 21, 4 PM3.81 bps1.81 bps16.1 bps
Oct 21, 5 PM3.69 bps1.63 bps9.28 bps
Oct 21, 6 PM3.86 bps0.569 bps4.02 bps
Oct 21, 7 PM3.96 bps1.7 bps4.35 bps
Oct 21, 8 PM3.93 bps0.767 bps4.75 bps
Oct 21, 9 PM3.62 bps0.0708 bps4.41 bps
Oct 21, 10 PM3.87 bps2.12 bps4.41 bps
Oct 21, 11 PM3.9 bps1.8 bps4.41 bps
Oct 22, 12 AM3.96 bps0.202 bps4.41 bps
Oct 22, 1 AM3.95 bps0.168 bps5.72 bps
Oct 22, 2 AM3.94 bps0.978 bps4.02 bps
Oct 22, 3 AM3.97 bps0.434 bps4.42 bps
Oct 22, 4 AM3.94 bps0.133 bps4.41 bps
Oct 22, 5 AM3.83 bps0.0966 bps4.3 bps
Oct 22, 6 AM3.86 bps1.9 bps7.96 bps
Oct 22, 7 AM3.9 bps2.03 bps4.4 bps
Oct 22, 8 AM3.99 bps1.49 bps4.41 bps
Hour by hour, last 7 days

Volume (USDso)

Traded volume per hour.

Oct 22, 8 AM
622.89
40K20K
Oct 15, 9 AMOct 22, 8 AM
View as table
HourVolume
Oct 15, 9 AM638.35
Oct 15, 10 AM1.48K
Oct 15, 11 AM624.19
Oct 15, 12 PM9.9K
Oct 15, 1 PM3.76K
Oct 15, 2 PM2.47K
Oct 15, 3 PM5.79K
Oct 15, 4 PM928.87
Oct 15, 5 PM777.5
Oct 15, 6 PM1.09K
Oct 15, 7 PM997.46
Oct 15, 8 PM1.15K
Oct 15, 9 PM870.72
Oct 15, 10 PM894.77
Oct 15, 11 PM612.87
Oct 16, 12 AM644.86
Oct 16, 1 AM597.33
Oct 16, 2 AM644.79
Oct 16, 3 AM1.03K
Oct 16, 4 AM844.2
Oct 16, 5 AM886.77
Oct 16, 6 AM752.37
Oct 16, 7 AM740.8
Oct 16, 8 AM649.34
Oct 16, 9 AM879.55
Oct 16, 10 AM604.98
Oct 16, 11 AM1.08K
Oct 16, 12 PM1.88K
Oct 16, 1 PM1.25K
Oct 16, 2 PM2.49K
Oct 16, 3 PM1.04K
Oct 16, 4 PM863.34
Oct 16, 5 PM31.36K
Oct 16, 6 PM5.45K
Oct 16, 7 PM2.47K
Oct 16, 8 PM3.46K
Oct 16, 9 PM1.51K
Oct 16, 10 PM1.68K
Oct 16, 11 PM2.12K
Oct 17, 12 AM1.12K
Oct 17, 1 AM626.32
Oct 17, 2 AM1.32K
Oct 17, 3 AM623.81
Oct 17, 4 AM599.44
Oct 17, 5 AM638.15
Oct 17, 6 AM603.9
Oct 17, 7 AM607.68
Oct 17, 8 AM621.87
Oct 17, 9 AM616.9
Oct 17, 10 AM642.43
Oct 17, 11 AM594.15
Oct 17, 12 PM720.83
Oct 17, 1 PM643.19
Oct 17, 2 PM627.18
Oct 17, 3 PM916.27
Oct 17, 4 PM614.09
Oct 17, 5 PM612.22
Oct 17, 6 PM633.61
Oct 17, 7 PM760.25
Oct 17, 8 PM816.24
Oct 17, 9 PM2.75K
Oct 17, 10 PM693.03
Oct 17, 11 PM659.11
Oct 18, 12 AM938.48
Oct 18, 1 AM1.52K
Oct 18, 2 AM698.14
Oct 18, 3 AM620.94
Oct 18, 4 AM635.44
Oct 18, 5 AM621.54
Oct 18, 6 AM637.69
Oct 18, 7 AM915.79
Oct 18, 8 AM699.51
Oct 18, 9 AM1.56K
Oct 18, 10 AM1.31K
Oct 18, 11 AM858.35
Oct 18, 12 PM680.77
Oct 18, 1 PM2.39K
Oct 18, 2 PM1.07K
Oct 18, 3 PM753.91
Oct 18, 4 PM665.32
Oct 18, 5 PM599.21
Oct 18, 6 PM625.12
Oct 18, 7 PM783.45
Oct 18, 8 PM624.52
Oct 18, 9 PM1.53K
Oct 18, 10 PM866.21
Oct 18, 11 PM1.27K
Oct 19, 12 AM963.02
Oct 19, 1 AM813.3
Oct 19, 2 AM2.33K
Oct 19, 3 AM1.05K
Oct 19, 4 AM1.31K
Oct 19, 5 AM1.06K
Oct 19, 6 AM1.58K
Oct 19, 7 AM1.49K
Oct 19, 8 AM1.29K
Oct 19, 9 AM2.07K
Oct 19, 10 AM5.05K
Oct 19, 11 AM819.44
Oct 19, 12 PM1.8K
Oct 19, 1 PM2.17K
Oct 19, 2 PM2.29K
Oct 19, 3 PM1.92K
Oct 19, 4 PM1.47K
Oct 19, 5 PM1.14K
Oct 19, 6 PM941.12
Oct 19, 7 PM1.05K
Oct 19, 8 PM777.42
Oct 19, 9 PM1.62K
Oct 19, 10 PM985.29
Oct 19, 11 PM725.17
Oct 20, 12 AM2.26K
Oct 20, 1 AM1.8K
Oct 20, 2 AM2.17K
Oct 20, 3 AM943.02
Oct 20, 4 AM769.48
Oct 20, 5 AM1.51K
Oct 20, 6 AM1.12K
Oct 20, 7 AM801.74
Oct 20, 8 AM614.51
Oct 20, 9 AM581.66
Oct 20, 10 AM606.91
Oct 20, 11 AM592.91
Oct 20, 12 PM710.5
Oct 20, 1 PM678.45
Oct 20, 2 PM4.65K
Oct 20, 3 PM1.22K
Oct 20, 4 PM1.21K
Oct 20, 5 PM1.06K
Oct 20, 6 PM902.64
Oct 20, 7 PM626.73
Oct 20, 8 PM810.53
Oct 20, 9 PM964.94
Oct 20, 10 PM937.96
Oct 20, 11 PM620.17
Oct 21, 12 AM636.06
Oct 21, 1 AM643.94
Oct 21, 2 AM634.83
Oct 21, 3 AM635.2
Oct 21, 4 AM713.13
Oct 21, 5 AM617.38
Oct 21, 6 AM615.97
Oct 21, 7 AM1.73K
Oct 21, 8 AM3.55K
Oct 21, 9 AM3.52K
Oct 21, 10 AM1.14K
Oct 21, 11 AM10.08K
Oct 21, 12 PM649.48
Oct 21, 1 PM641.53
Oct 21, 2 PM4.41K
Oct 21, 3 PM815.73
Oct 21, 4 PM1.92K
Oct 21, 5 PM901.68
Oct 21, 6 PM654.16
Oct 21, 7 PM830.77
Oct 21, 8 PM1.35K
Oct 21, 9 PM677.65
Oct 21, 10 PM634.31
Oct 21, 11 PM582.1
Oct 22, 12 AM1.66K
Oct 22, 1 AM1.28K
Oct 22, 2 AM855.91
Oct 22, 3 AM701.07
Oct 22, 4 AM683.09
Oct 22, 5 AM669.55
Oct 22, 6 AM701.82
Oct 22, 7 AM629.92
Oct 22, 8 AM622.89
Hour by hour, last 7 days

Mid price (USDso)

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

Oct 22, 8 AM
81.77K
90K45K
Oct 15, 9 AMOct 22, 8 AM
View as table
HourMid
Oct 15, 9 AM81.18K
Oct 15, 10 AM80.96K
Oct 15, 11 AM80.9K
Oct 15, 12 PM80.48K
Oct 15, 1 PM80.12K
Oct 15, 2 PM81.79K
Oct 15, 3 PM82.34K
Oct 15, 4 PM82.04K
Oct 15, 5 PM82.37K
Oct 15, 6 PM82.34K
Oct 15, 7 PM82.32K
Oct 15, 8 PM82.04K
Oct 15, 9 PM82.35K
Oct 15, 10 PM82.38K
Oct 15, 11 PM82.15K
Oct 16, 12 AM82.25K
Oct 16, 1 AM82K
Oct 16, 2 AM81.95K
Oct 16, 3 AM82.03K
Oct 16, 4 AM82.07K
Oct 16, 5 AM82.08K
Oct 16, 6 AM82.09K
Oct 16, 7 AM82.2K
Oct 16, 8 AM82.15K
Oct 16, 9 AM81.93K
Oct 16, 10 AM82.13K
Oct 16, 11 AM82.54K
Oct 16, 12 PM81.96K
Oct 16, 1 PM81.94K
Oct 16, 2 PM81.89K
Oct 16, 3 PM81.27K
Oct 16, 4 PM81.35K
Oct 16, 5 PM81.12K
Oct 16, 6 PM81.05K
Oct 16, 7 PM81.49K
Oct 16, 8 PM81.64K
Oct 16, 9 PM81.59K
Oct 16, 10 PM81.69K
Oct 16, 11 PM81.52K
Oct 17, 12 AM81.47K
Oct 17, 1 AM81.44K
Oct 17, 2 AM81.39K
Oct 17, 3 AM81.47K
Oct 17, 4 AM81.44K
Oct 17, 5 AM81.48K
Oct 17, 6 AM81.53K
Oct 17, 7 AM81.63K
Oct 17, 8 AM81.62K
Oct 17, 9 AM81.5K
Oct 17, 10 AM81.54K
Oct 17, 11 AM81.48K
Oct 17, 12 PM81.42K
Oct 17, 1 PM81.4K
Oct 17, 2 PM81.49K
Oct 17, 3 PM81.27K
Oct 17, 4 PM81.17K
Oct 17, 5 PM81.29K
Oct 17, 6 PM81.41K
Oct 17, 7 PM81.51K
Oct 17, 8 PM81.56K
Oct 17, 9 PM81.05K
Oct 17, 10 PM81.27K
Oct 17, 11 PM81.41K
Oct 18, 12 AM81.46K
Oct 18, 1 AM81.58K
Oct 18, 2 AM81.74K
Oct 18, 3 AM81.87K
Oct 18, 4 AM81.72K
Oct 18, 5 AM81.65K
Oct 18, 6 AM81.64K
Oct 18, 7 AM81.6K
Oct 18, 8 AM81.67K
Oct 18, 9 AM82.07K
Oct 18, 10 AM82.01K
Oct 18, 11 AM81.98K
Oct 18, 12 PM81.89K
Oct 18, 1 PM81.45K
Oct 18, 2 PM81.02K
Oct 18, 3 PM81.09K
Oct 18, 4 PM80.99K
Oct 18, 5 PM81.1K
Oct 18, 6 PM81.1K
Oct 18, 7 PM80.79K
Oct 18, 8 PM80.88K
Oct 18, 9 PM81.13K
Oct 18, 10 PM81.69K
Oct 18, 11 PM82.02K
Oct 19, 12 AM82.22K
Oct 19, 1 AM82.37K
Oct 19, 2 AM82.64K
Oct 19, 3 AM82.45K
Oct 19, 4 AM82.71K
Oct 19, 5 AM82.69K
Oct 19, 6 AM82.77K
Oct 19, 7 AM82.66K
Oct 19, 8 AM82.75K
Oct 19, 9 AM82.69K
Oct 19, 10 AM82.35K
Oct 19, 11 AM82.29K
Oct 19, 12 PM82.53K
Oct 19, 1 PM82.06K
Oct 19, 2 PM82.23K
Oct 19, 3 PM81.87K
Oct 19, 4 PM81.91K
Oct 19, 5 PM81.86K
Oct 19, 6 PM81.89K
Oct 19, 7 PM81.81K
Oct 19, 8 PM81.94K
Oct 19, 9 PM81.96K
Oct 19, 10 PM81.98K
Oct 19, 11 PM81.86K
Oct 20, 12 AM81.65K
Oct 20, 1 AM81.71K
Oct 20, 2 AM81.7K
Oct 20, 3 AM82.05K
Oct 20, 4 AM82.01K
Oct 20, 5 AM81.64K
Oct 20, 6 AM81.73K
Oct 20, 7 AM81.48K
Oct 20, 8 AM81.44K
Oct 20, 9 AM81.4K
Oct 20, 10 AM81.47K
Oct 20, 11 AM81.41K
Oct 20, 12 PM81.52K
Oct 20, 1 PM82.05K
Oct 20, 2 PM83.2K
Oct 20, 3 PM82.54K
Oct 20, 4 PM82.71K
Oct 20, 5 PM82.75K
Oct 20, 6 PM82.47K
Oct 20, 7 PM82.52K
Oct 20, 8 PM82.77K
Oct 20, 9 PM82.9K
Oct 20, 10 PM83.03K
Oct 20, 11 PM82.96K
Oct 21, 12 AM82.96K
Oct 21, 1 AM82.93K
Oct 21, 2 AM82.73K
Oct 21, 3 AM82.66K
Oct 21, 4 AM82.74K
Oct 21, 5 AM82.6K
Oct 21, 6 AM82.71K
Oct 21, 7 AM83.08K
Oct 21, 8 AM83.17K
Oct 21, 9 AM83.35K
Oct 21, 10 AM83.31K
Oct 21, 11 AM83.43K
Oct 21, 12 PM83.43K
Oct 21, 1 PM83.77K
Oct 21, 2 PM84.5K
Oct 21, 3 PM84.48K
Oct 21, 4 PM84.5K
Oct 21, 5 PM84.63K
Oct 21, 6 PM84.35K
Oct 21, 7 PM84.44K
Oct 21, 8 PM84.62K
Oct 21, 9 PM84.79K
Oct 21, 10 PM84.39K
Oct 21, 11 PM84.04K
Oct 22, 12 AM84.15K
Oct 22, 1 AM83.36K
Oct 22, 2 AM82.85K
Oct 22, 3 AM82.86K
Oct 22, 4 AM82.85K
Oct 22, 5 AM82.74K
Oct 22, 6 AM82.41K
Oct 22, 7 AM82.16K
Oct 22, 8 AM81.77K
Hour by hour, last 7 days

Order events

Placements, cancellations and fills per hour.

Oct 22, 8 AM
4.93KPlaces4.86KCancels69Fills
16K8K
Oct 15, 9 AMPlacesCancelsFillsOct 22, 8 AM
View as table
HourPlacesCancelsFills
Oct 15, 9 AM4.33K4.26K72
Oct 15, 10 AM4.82K4.75K77
Oct 15, 11 AM5.25K5.18K69
Oct 15, 12 PM13.05K12.93K116
Oct 15, 1 PM15.4K15.29K113
Oct 15, 2 PM14.94K14.86K90
Oct 15, 3 PM11.75K11.64K94
Oct 15, 4 PM6.72K6.64K75
Oct 15, 5 PM5.52K5.45K69
Oct 15, 6 PM4.42K4.34K76
Oct 15, 7 PM4.17K4.1K71
Oct 15, 8 PM4.64K4.56K76
Oct 15, 9 PM3.9K3.83K71
Oct 15, 10 PM4.27K4.2K73
Oct 15, 11 PM4K3.94K68
Oct 16, 12 AM4.88K4.82K72
Oct 16, 1 AM4.92K4.84K66
Oct 16, 2 AM4.15K4.08K71
Oct 16, 3 AM5.36K5.29K73
Oct 16, 4 AM4.36K4.28K73
Oct 16, 5 AM4.48K4.4K73
Oct 16, 6 AM4.18K4.11K72
Oct 16, 7 AM4.38K4.31K72
Oct 16, 8 AM4.23K4.16K71
Oct 16, 9 AM3.72K3.65K73
Oct 16, 10 AM4.68K4.62K67
Oct 16, 11 AM6.87K6.8K69
Oct 16, 12 PM5.47K5.39K80
Oct 16, 1 PM8.23K8.16K75
Oct 16, 2 PM7.91K7.83K80
Oct 16, 3 PM9K8.93K74
Oct 16, 4 PM6.4K6.33K69
Oct 16, 5 PM11.63K11.48K146
Oct 16, 6 PM7.87K7.76K110
Oct 16, 7 PM6.35K6.27K86
Oct 16, 8 PM3.9K3.8K98
Oct 16, 9 PM3.49K3.41K80
Oct 16, 10 PM3.01K2.93K82
Oct 16, 11 PM3.31K3.23K86
Oct 17, 12 AM3.15K3.08K73
Oct 17, 1 AM3.12K3.05K70
Oct 17, 2 AM3.16K3.1K78
Oct 17, 3 AM3.11K3.03K70
Oct 17, 4 AM3.04K2.97K67
Oct 17, 5 AM3.01K2.93K71
Oct 17, 6 AM2.89K2.82K69
Oct 17, 7 AM3.18K3.11K67
Oct 17, 8 AM2.88K2.81K69
Oct 17, 9 AM2.99K2.92K70
Oct 17, 10 AM2.89K2.82K71
Oct 17, 11 AM3.02K2.96K67
Oct 17, 12 PM3.13K3.06K73
Oct 17, 1 PM3.04K2.97K71
Oct 17, 2 PM3.1K3.03K70
Oct 17, 3 PM3.48K3.4K74
Oct 17, 4 PM3.91K3.85K69
Oct 17, 5 PM3.31K3.24K69
Oct 17, 6 PM3.21K3.14K70
Oct 17, 7 PM3.11K3.04K70
Oct 17, 8 PM2.94K2.86K74
Oct 17, 9 PM6.09K5.99K94
Oct 17, 10 PM4.75K4.68K70
Oct 17, 11 PM3.39K3.31K72
Oct 18, 12 AM3.43K3.36K75
Oct 18, 1 AM4K3.91K84
Oct 18, 2 AM3.9K3.83K71
Oct 18, 3 AM3.85K3.78K69
Oct 18, 4 AM3.13K3.06K71
Oct 18, 5 AM3.3K3.23K69
Oct 18, 6 AM3.09K3.02K71
Oct 18, 7 AM3.14K3.07K76
Oct 18, 8 AM3.18K3.12K71
Oct 18, 9 AM4.74K4.64K84
Oct 18, 10 AM3.48K3.4K80
Oct 18, 11 AM3.17K3.1K73
Oct 18, 12 PM3.3K3.23K70
Oct 18, 1 PM5.71K5.61K98
Oct 18, 2 PM6.4K6.32K73
Oct 18, 3 PM4.18K4.11K73
Oct 18, 4 PM4.39K4.32K70
Oct 18, 5 PM3.66K3.59K68
Oct 18, 6 PM3.57K3.5K70
Oct 18, 7 PM5.76K5.69K71
Oct 18, 8 PM5.65K5.58K68
Oct 18, 9 PM4.28K4.21K75
Oct 18, 10 PM7.48K7.41K66
Oct 18, 11 PM5.3K5.23K73
Oct 19, 12 AM5.9K5.82K77
Oct 19, 1 AM5.2K5.13K68
Oct 19, 2 AM5.58K5.49K90
Oct 19, 3 AM3.79K3.71K76
Oct 19, 4 AM3.87K3.79K78
Oct 19, 5 AM3.82K3.74K75
Oct 19, 6 AM4.37K4.28K83
Oct 19, 7 AM5.45K5.37K80
Oct 19, 8 AM4.55K4.47K77
Oct 19, 9 AM4.58K4.49K86
Oct 19, 10 AM6.33K6.2K130
Oct 19, 11 AM4.58K4.51K75
Oct 19, 12 PM5.09K5.02K76
Oct 19, 1 PM8.18K8.1K79
Oct 19, 2 PM10.7K10.62K78
Oct 19, 3 PM6.59K6.5K84
Oct 19, 4 PM6.1K6.02K82
Oct 19, 5 PM4.89K4.81K74
Oct 19, 6 PM4.77K4.7K75
Oct 19, 7 PM4.85K4.78K76
Oct 19, 8 PM3.74K3.67K69
Oct 19, 9 PM3.28K3.19K87
Oct 19, 10 PM3.75K3.67K76
Oct 19, 11 PM3.26K3.19K70
Oct 20, 12 AM6.06K5.96K94
Oct 20, 1 AM6.83K6.75K79
Oct 20, 2 AM5.34K5.26K84
Oct 20, 3 AM4.6K4.53K68
Oct 20, 4 AM4.27K4.2K68
Oct 20, 5 AM3.99K3.91K79
Oct 20, 6 AM4.46K4.39K71
Oct 20, 7 AM4.82K4.75K72
Oct 20, 8 AM5.28K5.21K69
Oct 20, 9 AM4.68K4.62K65
Oct 20, 10 AM4.13K4.06K68
Oct 20, 11 AM3.98K3.92K66
Oct 20, 12 PM4.85K4.79K69
Oct 20, 1 PM7.16K7.09K65
Oct 20, 2 PM12.61K12.52K97
Oct 20, 3 PM10.34K10.27K70
Oct 20, 4 PM5.57K5.5K72
Oct 20, 5 PM4.34K4.26K72
Oct 20, 6 PM3.68K3.61K69
Oct 20, 7 PM4.28K4.21K69
Oct 20, 8 PM3.81K3.73K73
Oct 20, 9 PM3.27K3.19K73
Oct 20, 10 PM4.01K3.94K70
Oct 20, 11 PM3.62K3.55K68
Oct 21, 12 AM4.3K4.24K70
Oct 21, 1 AM4.85K4.78K71
Oct 21, 2 AM3.9K3.84K69
Oct 21, 3 AM3.59K3.52K69
Oct 21, 4 AM3.62K3.55K70
Oct 21, 5 AM3.56K3.49K68
Oct 21, 6 AM3.58K3.52K68
Oct 21, 7 AM4.84K4.76K80
Oct 21, 8 AM5.35K5.25K101
Oct 21, 9 AM4.61K4.5K109
Oct 21, 10 AM4.14K4.07K77
Oct 21, 11 AM2.82K2.73K88
Oct 21, 12 PM2.38K2.31K72
Oct 21, 1 PM5.72K5.65K69
Oct 21, 2 PM9.12K9.02K92
Oct 21, 3 PM7.49K7.43K63
Oct 21, 4 PM5.64K5.57K74
Oct 21, 5 PM4.02K3.95K72
Oct 21, 6 PM4.42K4.35K70
Oct 21, 7 PM5.42K5.35K70
Oct 21, 8 PM3.94K3.87K76
Oct 21, 9 PM3.47K3.4K72
Oct 21, 10 PM3.8K3.73K68
Oct 21, 11 PM4.11K4.05K63
Oct 22, 12 AM3.99K3.92K71
Oct 22, 1 AM6.63K6.55K72
Oct 22, 2 AM7.19K7.12K73
Oct 22, 3 AM4.35K4.28K70
Oct 22, 4 AM3.85K3.78K72
Oct 22, 5 AM4.1K4.03K67
Oct 22, 6 AM4.22K4.15K69
Oct 22, 7 AM4.46K4.39K71
Oct 22, 8 AM4.93K4.86K69
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 22, 8 AM
141.81
400200
Oct 15, 9 AMOct 22, 8 AM
View as table
HourOTR
Oct 15, 9 AM119.22
Oct 15, 10 AM124.29
Oct 15, 11 AM151.17
Oct 15, 12 PM223.96
Oct 15, 1 PM271.59
Oct 15, 2 PM331.13
Oct 15, 3 PM248.82
Oct 15, 4 PM178.15
Oct 15, 5 PM158.96
Oct 15, 6 PM115.28
Oct 15, 7 PM116.46
Oct 15, 8 PM121.07
Oct 15, 9 PM108.92
Oct 15, 10 PM116.07
Oct 15, 11 PM116.74
Oct 16, 12 AM134.61
Oct 16, 1 AM147.85
Oct 16, 2 AM115.79
Oct 16, 3 AM145.81
Oct 16, 4 AM118.32
Oct 16, 5 AM121.63
Oct 16, 6 AM115.14
Oct 16, 7 AM120.67
Oct 16, 8 AM118.07
Oct 16, 9 AM101.03
Oct 16, 10 AM138.82
Oct 16, 11 AM197.99
Oct 16, 12 PM135.63
Oct 16, 1 PM218.45
Oct 16, 2 PM196.66
Oct 16, 3 PM242.28
Oct 16, 4 PM184.36
Oct 16, 5 PM158.26
Oct 16, 6 PM142.15
Oct 16, 7 PM146.7
Oct 16, 8 PM78.57
Oct 16, 9 PM86.13
Oct 16, 10 PM72.37
Oct 16, 11 PM76.02
Oct 17, 12 AM85.27
Oct 17, 1 AM88.11
Oct 17, 2 AM80.23
Oct 17, 3 AM87.8
Oct 17, 4 AM89.75
Oct 17, 5 AM83.65
Oct 17, 6 AM82.8
Oct 17, 7 AM93.87
Oct 17, 8 AM82.54
Oct 17, 9 AM84.47
Oct 17, 10 AM80.48
Oct 17, 11 AM89.24
Oct 17, 12 PM84.84
Oct 17, 1 PM84.63
Oct 17, 2 PM87.51
Oct 17, 3 PM92.97
Oct 17, 4 PM112.45
Oct 17, 5 PM94.83
Oct 17, 6 PM90.63
Oct 17, 7 PM87.83
Oct 17, 8 PM78.42
Oct 17, 9 PM128.48
Oct 17, 10 PM134.77
Oct 17, 11 PM93.07
Oct 18, 12 AM90.55
Oct 18, 1 AM94.14
Oct 18, 2 AM108.75
Oct 18, 3 AM110.48
Oct 18, 4 AM87.17
Oct 18, 5 AM94.71
Oct 18, 6 AM86.1
Oct 18, 7 AM81.66
Oct 18, 8 AM88.59
Oct 18, 9 AM111.65
Oct 18, 10 AM86.03
Oct 18, 11 AM85.93
Oct 18, 12 PM93.34
Oct 18, 1 PM115.45
Oct 18, 2 PM174.25
Oct 18, 3 PM113.47
Oct 18, 4 PM124.36
Oct 18, 5 PM106.68
Oct 18, 6 PM100.89
Oct 18, 7 PM161.2
Oct 18, 8 PM165.03
Oct 18, 9 PM113.13
Oct 18, 10 PM225.67
Oct 18, 11 PM144.26
Oct 19, 12 AM152.17
Oct 19, 1 AM151.97
Oct 19, 2 AM122.99
Oct 19, 3 AM98.71
Oct 19, 4 AM98.19
Oct 19, 5 AM100.76
Oct 19, 6 AM104.23
Oct 19, 7 AM135.18
Oct 19, 8 AM117.06
Oct 19, 9 AM105.51
Oct 19, 10 AM96.43
Oct 19, 11 AM121.15
Oct 19, 12 PM132.99
Oct 19, 1 PM206.05
Oct 19, 2 PM273.41
Oct 19, 3 PM155.87
Oct 19, 4 PM147.76
Oct 19, 5 PM130.99
Oct 19, 6 PM126.23
Oct 19, 7 PM126.67
Oct 19, 8 PM107.28
Oct 19, 9 PM74.3
Oct 19, 10 PM97.67
Oct 19, 11 PM92.26
Oct 20, 12 AM127.82
Oct 20, 1 AM171.84
Oct 20, 2 AM126.25
Oct 20, 3 AM134.19
Oct 20, 4 AM124.44
Oct 20, 5 AM100.04
Oct 20, 6 AM124.63
Oct 20, 7 AM132.92
Oct 20, 8 AM152.04
Oct 20, 9 AM143.14
Oct 20, 10 AM120.4
Oct 20, 11 AM119.65
Oct 20, 12 PM139.7
Oct 20, 1 PM219.28
Oct 20, 2 PM259.05
Oct 20, 3 PM294.29
Oct 20, 4 PM153.82
Oct 20, 5 PM119.44
Oct 20, 6 PM105.75
Oct 20, 7 PM122.96
Oct 20, 8 PM103.29
Oct 20, 9 PM88.45
Oct 20, 10 PM113.6
Oct 20, 11 PM105.32
Oct 21, 12 AM122.01
Oct 21, 1 AM135.61
Oct 21, 2 AM112.16
Oct 21, 3 AM102.97
Oct 21, 4 AM102.29
Oct 21, 5 AM103.76
Oct 21, 6 AM104.44
Oct 21, 7 AM119.98
Oct 21, 8 AM104.92
Oct 21, 9 AM83.55
Oct 21, 10 AM106.6
Oct 21, 11 AM63.03
Oct 21, 12 PM65.08
Oct 21, 1 PM164.68
Oct 21, 2 PM197.1
Oct 21, 3 PM236.71
Oct 21, 4 PM151.41
Oct 21, 5 PM110.64
Oct 21, 6 PM125.14
Oct 21, 7 PM153.73
Oct 21, 8 PM102.67
Oct 21, 9 PM95.43
Oct 21, 10 PM110.74
Oct 21, 11 PM129.38
Oct 22, 12 AM111.39
Oct 22, 1 AM183.08
Oct 22, 2 AM196
Oct 22, 3 AM123.29
Oct 22, 4 AM106.03
Oct 22, 5 AM121.3
Oct 22, 6 AM121.26
Oct 22, 7 AM124.55
Oct 22, 8 AM141.81
Daily, last 30 days

Liquidity resilience

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

Oct 21
1.48p5 1.35 · p95 1.5
1.60.800
Sep 22Oct 21
View as table
HourMedian depthp5p95
Sep 221.341.091.36
Sep 231.341.151.37
Sep 241.351.151.37
Sep 251.351.171.38
Sep 261.371.351.37
Sep 271.351.251.36
Sep 281.371.161.39
Sep 291.381.171.48
Sep 301.481.061.49
Oct 11.481.081.49
Oct 21.441.041.48
Oct 31.461.451.47
Oct 41.451.371.46
Oct 51.451.121.46
Oct 61.41.071.46
Oct 71.451.091.5
Oct 81.511.091.52
Oct 91.51.171.51
Oct 101.511.51.51
Oct 111.51.421.51
Oct 121.491.251.51
Oct 131.481.331.5
Oct 141.491.351.53
Oct 151.531.371.55
Oct 161.521.391.54
Oct 171.521.51.53
Oct 181.511.411.54
Oct 191.51.371.52
Oct 201.511.381.54
Oct 211.481.351.5
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 21
68.6%Top maker100.0%Top 3
100.0%50.0%
Sep 22Top makerTop 3Oct 21
View as table
HourTop makerTop 3
Sep 2276.2%100.0%
Sep 2380.8%100.0%
Sep 2471.3%100.0%
Sep 2573.4%100.0%
Sep 2658.5%100.0%
Sep 2777.0%100.0%
Sep 2872.4%100.0%
Sep 2968.4%100.0%
Sep 3080.3%100.0%
Oct 168.4%100.0%
Oct 287.3%100.0%
Oct 369.1%100.0%
Oct 470.5%100.0%
Oct 581.3%100.0%
Oct 671.0%100.0%
Oct 781.8%100.0%
Oct 889.7%100.0%
Oct 968.3%100.0%
Oct 1087.8%100.0%
Oct 1163.7%100.0%
Oct 1275.5%100.0%
Oct 1371.6%100.0%
Oct 1482.6%100.0%
Oct 1573.7%99.4%
Oct 1660.1%100.0%
Oct 1748.6%99.4%
Oct 1859.0%100.0%
Oct 1967.6%100.0%
Oct 2058.8%100.0%
Oct 2168.6%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
0x2a7d…8400100.0%0.1%1.91e-8 / 7.79e-71.27K bps——00
0x0445…9043100.0%98.5%0.0809 / 0.05724.02 bps+2.55+4.876,71790.07K
0xd86a…ed8899.6%99.6%1.43 / 1.436.09 bps-2.64-3.295,895169.04K
0x3ae6…00d098.0%0.0%0.0000742 / 0—-2.05-3.3311799.15
0x2dd2…c0a595.0%63.1%0.000190 / 0.00071217.4 bps-2.08-2.551933.84K
0xad67…52bf97.9%0.0%0.0000356 / 0—-6.88-17.58127.2
0x43a4…67030.1%0.0%0.00000129 / 0———00
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.