Markets / Somnia Analysis
Somnia Analysis
LiveAnalysis for markets on Somnia: the liquidity behind every book — uptime, depth and spreads measured from chain events — and risk across venues to come.
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.
View as table
| Hour | Bid | Ask |
|---|---|---|
| Oct 14, 9 AM | 56.13K | 26.5K |
| Oct 14, 10 AM | 56.13K | 26.5K |
| Oct 14, 11 AM | 56.13K | 26.5K |
| Oct 14, 12 PM | 56.13K | 26.5K |
| Oct 14, 1 PM | 56.09K | 26.52K |
| Oct 14, 2 PM | 56.04K | 26.55K |
| Oct 14, 3 PM | 56.03K | 26.56K |
| Oct 14, 4 PM | 56.03K | 26.56K |
| Oct 14, 5 PM | 56.04K | 26.55K |
| Oct 14, 6 PM | 56.08K | 26.53K |
| Oct 14, 7 PM | 56.08K | 26.53K |
| Oct 14, 8 PM | 56.1K | 26.52K |
| Oct 14, 9 PM | 56.19K | 26.46K |
| Oct 14, 10 PM | 56.28K | 26.41K |
| Oct 14, 11 PM | 56.28K | 26.41K |
| Oct 15, 12 AM | 56.28K | 26.41K |
| Oct 15, 1 AM | 56.24K | 26.43K |
| Oct 15, 2 AM | 56.17K | 26.47K |
| Oct 15, 3 AM | 56.18K | 26.47K |
| Oct 15, 4 AM | 56.18K | 26.47K |
| Oct 15, 5 AM | 56.15K | 26.49K |
| Oct 15, 6 AM | 56.07K | 26.54K |
| Oct 15, 7 AM | 56.08K | 26.53K |
| Oct 15, 8 AM | 56.08K | 26.53K |
| Oct 15, 9 AM | 56.05K | 26.55K |
| Oct 15, 10 AM | 56.03K | 26.56K |
| Oct 15, 11 AM | 57.01K | 25.96K |
| Oct 15, 12 PM | 59.52K | 24.41K |
| Oct 15, 1 PM | 59.5K | 24.42K |
| Oct 15, 2 PM | 59.55K | 24.38K |
| Oct 15, 3 PM | 59.62K | 24.35K |
| Oct 15, 4 PM | 59.65K | 24.33K |
| Oct 15, 5 PM | 59.63K | 24.34K |
| Oct 15, 6 PM | 59.6K | 24.36K |
| Oct 15, 7 PM | 59.64K | 24.33K |
| Oct 15, 8 PM | 59.65K | 24.33K |
| Oct 15, 9 PM | 59.64K | 24.33K |
| Oct 15, 10 PM | 59.65K | 24.33K |
| Oct 15, 11 PM | 59.65K | 24.33K |
| Oct 16, 12 AM | 59.65K | 24.33K |
| Oct 16, 1 AM | 59.65K | 24.33K |
| Oct 16, 2 AM | 59.65K | 24.33K |
| Oct 16, 3 AM | 59.65K | 24.32K |
| Oct 16, 4 AM | 59.7K | 24.3K |
| Oct 16, 5 AM | 59.7K | 24.3K |
| Oct 16, 6 AM | 59.7K | 24.3K |
| Oct 16, 7 AM | 59.7K | 24.3K |
| Oct 16, 8 AM | 59.7K | 24.3K |
| Oct 16, 9 AM | 59.7K | 24.3K |
| Oct 16, 10 AM | 59.65K | 24.32K |
| Oct 16, 11 AM | 59.65K | 24.33K |
| Oct 16, 12 PM | 59.65K | 24.33K |
| Oct 16, 1 PM | 59.65K | 24.32K |
| Oct 16, 2 PM | 59.7K | 24.3K |
| Oct 16, 3 PM | 59.7K | 24.29K |
| Oct 16, 4 PM | 59.7K | 24.3K |
| Oct 16, 5 PM | 59.7K | 24.3K |
| Oct 16, 6 PM | 59.67K | 24.31K |
| Oct 16, 7 PM | 59.6K | 24.36K |
| Oct 16, 8 PM | 59.62K | 24.34K |
| Oct 16, 9 PM | 59.65K | 24.32K |
| Oct 16, 10 PM | 59.74K | 24.27K |
| Oct 16, 11 PM | 59.75K | 24.27K |
| Oct 17, 12 AM | 59.75K | 24.27K |
| Oct 17, 1 AM | 59.75K | 24.27K |
| Oct 17, 2 AM | 59.75K | 24.27K |
| Oct 17, 3 AM | 59.75K | 24.27K |
| Oct 17, 4 AM | 59.75K | 24.27K |
| Oct 17, 5 AM | 59.75K | 24.27K |
| Oct 17, 6 AM | 59.75K | 24.27K |
| Oct 17, 7 AM | 59.75K | 24.27K |
| Oct 17, 8 AM | 59.75K | 24.27K |
| Oct 17, 9 AM | 59.75K | 24.27K |
| Oct 17, 10 AM | 59.75K | 24.27K |
| Oct 17, 11 AM | 59.75K | 24.27K |
| Oct 17, 12 PM | 59.75K | 24.27K |
| Oct 17, 1 PM | 59.75K | 24.27K |
| Oct 17, 2 PM | 59.75K | 24.27K |
| Oct 17, 3 PM | 59.74K | 24.27K |
| Oct 17, 4 PM | 59.7K | 24.3K |
| Oct 17, 5 PM | 59.7K | 24.3K |
| Oct 17, 6 PM | 59.7K | 24.3K |
| Oct 17, 7 PM | 59.7K | 24.29K |
| Oct 17, 8 PM | 59.75K | 24.27K |
| Oct 17, 9 PM | 59.7K | 24.29K |
| Oct 17, 10 PM | 59.65K | 24.33K |
| Oct 17, 11 PM | 59.65K | 24.33K |
| Oct 18, 12 AM | 59.65K | 24.33K |
| Oct 18, 1 AM | 59.71K | 24.29K |
| Oct 18, 2 AM | 59.71K | 24.29K |
| Oct 18, 3 AM | 59.7K | 24.3K |
| Oct 18, 4 AM | 59.7K | 24.3K |
| Oct 18, 5 AM | 59.7K | 24.3K |
| Oct 18, 6 AM | 59.7K | 24.3K |
| Oct 18, 7 AM | 59.7K | 24.3K |
| Oct 18, 8 AM | 59.7K | 24.3K |
| Oct 18, 9 AM | 59.67K | 24.31K |
| Oct 18, 10 AM | 59.61K | 24.35K |
| Oct 18, 11 AM | 59.45K | 24.45K |
| Oct 18, 12 PM | 59.45K | 24.45K |
| Oct 18, 1 PM | 59.39K | 24.48K |
| Oct 18, 2 PM | 58.88K | 24.8K |
| Oct 18, 3 PM | 58.75K | 24.88K |
| Oct 18, 4 PM | 58.57K | 24.99K |
| Oct 18, 5 PM | 58.52K | 25.02K |
| Oct 18, 6 PM | 58.44K | 25.07K |
| Oct 18, 7 PM | 58.08K | 25.29K |
| Oct 18, 8 PM | 57.61K | 25.58K |
| Oct 18, 9 PM | 57.67K | 25.55K |
| Oct 18, 10 PM | 57.81K | 25.46K |
| Oct 18, 11 PM | 57.84K | 25.44K |
| Oct 19, 12 AM | 57.87K | 25.43K |
| Oct 19, 1 AM | 57.9K | 25.41K |
| Oct 19, 2 AM | 58.05K | 25.32K |
| Oct 19, 3 AM | 58.06K | 25.31K |
| Oct 19, 4 AM | 58.06K | 25.31K |
| Oct 19, 5 AM | 58.08K | 25.3K |
| Oct 19, 6 AM | 58.11K | 25.28K |
| Oct 19, 7 AM | 57.98K | 25.22K |
| Oct 19, 8 AM | 58.11K | 25.28K |
| Oct 19, 9 AM | 58.11K | 25.28K |
| Oct 19, 10 AM | 58.15K | 25.25K |
| Oct 19, 11 AM | 58.11K | 25.28K |
| Oct 19, 12 PM | 58.16K | 25.25K |
| Oct 19, 1 PM | 58.16K | 25.24K |
| Oct 19, 2 PM | 58.2K | 25.22K |
| Oct 19, 3 PM | 58.33K | 25.14K |
| Oct 19, 4 PM | 58.31K | 25.15K |
| Oct 19, 5 PM | 58.31K | 25.15K |
| Oct 19, 6 PM | 58.31K | 25.15K |
| Oct 19, 7 PM | 58.31K | 25.15K |
| Oct 19, 8 PM | 58.33K | 25.14K |
| Oct 19, 9 PM | 58.31K | 25.15K |
| Oct 19, 10 PM | 58.39K | 25.11K |
| Oct 19, 11 PM | 58.41K | 25.09K |
| Oct 20, 12 AM | 58.37K | 25.12K |
| Oct 20, 1 AM | 58.34K | 25.13K |
| Oct 20, 2 AM | 58.41K | 25.09K |
| Oct 20, 3 AM | 58.45K | 25.07K |
| Oct 20, 4 AM | 58.48K | 25.05K |
| Oct 20, 5 AM | 58.46K | 25.06K |
| Oct 20, 6 AM | 58.46K | 25.06K |
| Oct 20, 7 AM | 58.46K | 25.06K |
| Oct 20, 8 AM | 58.41K | 25.09K |
| Oct 20, 9 AM | 58.41K | 25.09K |
| Oct 20, 10 AM | 58.43K | 25.08K |
| Oct 20, 11 AM | 58.46K | 25.06K |
| Oct 20, 12 PM | 58.42K | 25.09K |
| Oct 20, 1 PM | 58.1K | 24.96K |
| Oct 20, 2 PM | 58.25K | 24.98K |
| Oct 20, 3 PM | 58.42K | 25.09K |
| Oct 20, 4 PM | 58.48K | 25.05K |
| Oct 20, 5 PM | 58.54K | 25.01K |
| Oct 20, 6 PM | 58.46K | 25.06K |
| Oct 20, 7 PM | 58.41K | 25.09K |
| Oct 20, 8 PM | 58.41K | 25.09K |
| Oct 20, 9 PM | 58.41K | 25.09K |
| Oct 20, 10 PM | 58.44K | 25.07K |
| Oct 20, 11 PM | 58.46K | 25.06K |
| Oct 21, 12 AM | 58.46K | 25.06K |
| Oct 21, 1 AM | 58.47K | 25.06K |
| Oct 21, 2 AM | 58.51K | 25.03K |
| Oct 21, 3 AM | 58.51K | 25.03K |
| Oct 21, 4 AM | 58.51K | 25.03K |
| Oct 21, 5 AM | 58.51K | 25.03K |
| Oct 21, 6 AM | 58.51K | 25.03K |
| Oct 21, 7 AM | 58.51K | 25.03K |
| Oct 21, 8 AM | 58.51K | 25.03K |
Liquidity uptime
Share of each hour with both sides resting within 50 bps of mid.
View as table
| Hour | Uptime |
|---|---|
| Oct 14, 9 AM | 100.0% |
| Oct 14, 10 AM | 100.0% |
| Oct 14, 11 AM | 100.0% |
| Oct 14, 12 PM | 100.0% |
| Oct 14, 1 PM | 100.0% |
| Oct 14, 2 PM | 100.0% |
| Oct 14, 3 PM | 100.0% |
| Oct 14, 4 PM | 100.0% |
| Oct 14, 5 PM | 100.0% |
| Oct 14, 6 PM | 100.0% |
| Oct 14, 7 PM | 100.0% |
| Oct 14, 8 PM | 100.0% |
| Oct 14, 9 PM | 100.0% |
| Oct 14, 10 PM | 100.0% |
| Oct 14, 11 PM | 100.0% |
| Oct 15, 12 AM | 100.0% |
| Oct 15, 1 AM | 100.0% |
| Oct 15, 2 AM | 100.0% |
| Oct 15, 3 AM | 100.0% |
| Oct 15, 4 AM | 100.0% |
| Oct 15, 5 AM | 100.0% |
| Oct 15, 6 AM | 100.0% |
| Oct 15, 7 AM | 100.0% |
| Oct 15, 8 AM | 100.0% |
| Oct 15, 9 AM | 100.0% |
| Oct 15, 10 AM | 100.0% |
| Oct 15, 11 AM | 100.0% |
| Oct 15, 12 PM | 100.0% |
| Oct 15, 1 PM | 100.0% |
| Oct 15, 2 PM | 100.0% |
| Oct 15, 3 PM | 100.0% |
| Oct 15, 4 PM | 100.0% |
| Oct 15, 5 PM | 100.0% |
| Oct 15, 6 PM | 100.0% |
| Oct 15, 7 PM | 100.0% |
| Oct 15, 8 PM | 100.0% |
| Oct 15, 9 PM | 100.0% |
| Oct 15, 10 PM | 100.0% |
| Oct 15, 11 PM | 100.0% |
| Oct 16, 12 AM | 100.0% |
| Oct 16, 1 AM | 100.0% |
| Oct 16, 2 AM | 100.0% |
| Oct 16, 3 AM | 100.0% |
| Oct 16, 4 AM | 100.0% |
| Oct 16, 5 AM | 100.0% |
| Oct 16, 6 AM | 100.0% |
| Oct 16, 7 AM | 100.0% |
| Oct 16, 8 AM | 100.0% |
| Oct 16, 9 AM | 100.0% |
| Oct 16, 10 AM | 100.0% |
| Oct 16, 11 AM | 100.0% |
| Oct 16, 12 PM | 100.0% |
| Oct 16, 1 PM | 100.0% |
| Oct 16, 2 PM | 100.0% |
| Oct 16, 3 PM | 100.0% |
| Oct 16, 4 PM | 100.0% |
| Oct 16, 5 PM | 100.0% |
| Oct 16, 6 PM | 100.0% |
| Oct 16, 7 PM | 100.0% |
| Oct 16, 8 PM | 100.0% |
| Oct 16, 9 PM | 100.0% |
| Oct 16, 10 PM | 100.0% |
| Oct 16, 11 PM | 100.0% |
| Oct 17, 12 AM | 100.0% |
| Oct 17, 1 AM | 100.0% |
| Oct 17, 2 AM | 100.0% |
| Oct 17, 3 AM | 100.0% |
| Oct 17, 4 AM | 100.0% |
| Oct 17, 5 AM | 100.0% |
| Oct 17, 6 AM | 100.0% |
| Oct 17, 7 AM | 100.0% |
| Oct 17, 8 AM | 100.0% |
| Oct 17, 9 AM | 100.0% |
| Oct 17, 10 AM | 100.0% |
| Oct 17, 11 AM | 100.0% |
| Oct 17, 12 PM | 100.0% |
| Oct 17, 1 PM | 100.0% |
| Oct 17, 2 PM | 100.0% |
| Oct 17, 3 PM | 100.0% |
| Oct 17, 4 PM | 100.0% |
| Oct 17, 5 PM | 100.0% |
| Oct 17, 6 PM | 100.0% |
| Oct 17, 7 PM | 100.0% |
| Oct 17, 8 PM | 100.0% |
| Oct 17, 9 PM | 100.0% |
| Oct 17, 10 PM | 100.0% |
| Oct 17, 11 PM | 100.0% |
| Oct 18, 12 AM | 100.0% |
| Oct 18, 1 AM | 100.0% |
| Oct 18, 2 AM | 100.0% |
| Oct 18, 3 AM | 100.0% |
| Oct 18, 4 AM | 100.0% |
| Oct 18, 5 AM | 100.0% |
| Oct 18, 6 AM | 100.0% |
| Oct 18, 7 AM | 100.0% |
| Oct 18, 8 AM | 100.0% |
| Oct 18, 9 AM | 100.0% |
| Oct 18, 10 AM | 100.0% |
| Oct 18, 11 AM | 100.0% |
| Oct 18, 12 PM | 100.0% |
| Oct 18, 1 PM | 100.0% |
| Oct 18, 2 PM | 100.0% |
| Oct 18, 3 PM | 100.0% |
| Oct 18, 4 PM | 100.0% |
| Oct 18, 5 PM | 100.0% |
| Oct 18, 6 PM | 100.0% |
| Oct 18, 7 PM | 100.0% |
| Oct 18, 8 PM | 100.0% |
| Oct 18, 9 PM | 100.0% |
| Oct 18, 10 PM | 100.0% |
| Oct 18, 11 PM | 100.0% |
| Oct 19, 12 AM | 100.0% |
| Oct 19, 1 AM | 100.0% |
| Oct 19, 2 AM | 100.0% |
| Oct 19, 3 AM | 100.0% |
| Oct 19, 4 AM | 100.0% |
| Oct 19, 5 AM | 100.0% |
| Oct 19, 6 AM | 100.0% |
| Oct 19, 7 AM | 99.8% |
| Oct 19, 8 AM | 100.0% |
| Oct 19, 9 AM | 100.0% |
| Oct 19, 10 AM | 100.0% |
| Oct 19, 11 AM | 100.0% |
| Oct 19, 12 PM | 100.0% |
| Oct 19, 1 PM | 100.0% |
| Oct 19, 2 PM | 100.0% |
| Oct 19, 3 PM | 100.0% |
| Oct 19, 4 PM | 100.0% |
| Oct 19, 5 PM | 100.0% |
| Oct 19, 6 PM | 100.0% |
| Oct 19, 7 PM | 100.0% |
| Oct 19, 8 PM | 100.0% |
| Oct 19, 9 PM | 100.0% |
| Oct 19, 10 PM | 100.0% |
| Oct 19, 11 PM | 100.0% |
| Oct 20, 12 AM | 100.0% |
| Oct 20, 1 AM | 100.0% |
| Oct 20, 2 AM | 100.0% |
| Oct 20, 3 AM | 100.0% |
| Oct 20, 4 AM | 100.0% |
| Oct 20, 5 AM | 100.0% |
| Oct 20, 6 AM | 100.0% |
| Oct 20, 7 AM | 100.0% |
| Oct 20, 8 AM | 100.0% |
| Oct 20, 9 AM | 100.0% |
| Oct 20, 10 AM | 100.0% |
| Oct 20, 11 AM | 100.0% |
| Oct 20, 12 PM | 100.0% |
| Oct 20, 1 PM | 99.5% |
| Oct 20, 2 PM | 99.7% |
| Oct 20, 3 PM | 100.0% |
| Oct 20, 4 PM | 100.0% |
| Oct 20, 5 PM | 100.0% |
| Oct 20, 6 PM | 100.0% |
| Oct 20, 7 PM | 100.0% |
| Oct 20, 8 PM | 100.0% |
| Oct 20, 9 PM | 100.0% |
| Oct 20, 10 PM | 100.0% |
| Oct 20, 11 PM | 100.0% |
| Oct 21, 12 AM | 100.0% |
| Oct 21, 1 AM | 100.0% |
| Oct 21, 2 AM | 100.0% |
| Oct 21, 3 AM | 100.0% |
| Oct 21, 4 AM | 100.0% |
| Oct 21, 5 AM | 100.0% |
| Oct 21, 6 AM | 100.0% |
| Oct 21, 7 AM | 100.0% |
| Oct 21, 8 AM | 100.0% |
Spread
Line: time-weighted average over the hour's two-sided time. Shaded band: best (tightest) to worst spread within the hour.
View as table
| Hour | Average | best | worst |
|---|---|---|---|
| Oct 14, 9 AM | 4 bps | 4 bps | 4 bps |
| Oct 14, 10 AM | 4 bps | 4 bps | 4 bps |
| Oct 14, 11 AM | 4 bps | 4 bps | 4 bps |
| Oct 14, 12 PM | 4 bps | 4 bps | 4 bps |
| Oct 14, 1 PM | 4 bps | 4 bps | 4 bps |
| Oct 14, 2 PM | 4 bps | 4 bps | 4 bps |
| Oct 14, 3 PM | 4 bps | 4 bps | 4 bps |
| Oct 14, 4 PM | 4 bps | 4 bps | 4 bps |
| Oct 14, 5 PM | 4 bps | 4 bps | 4 bps |
| Oct 14, 6 PM | 4 bps | 4 bps | 4 bps |
| Oct 14, 7 PM | 4 bps | 4 bps | 4 bps |
| Oct 14, 8 PM | 4 bps | 4 bps | 4 bps |
| Oct 14, 9 PM | 4 bps | 4 bps | 4 bps |
| Oct 14, 10 PM | 4 bps | 4 bps | 4 bps |
| Oct 14, 11 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 12 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 1 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 2 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 3 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 4 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 5 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 6 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 7 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 8 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 9 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 10 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 11 AM | 4 bps | 4 bps | 4 bps |
| Oct 15, 12 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 1 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 2 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 3 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 4 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 5 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 6 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 7 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 8 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 9 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 10 PM | 4 bps | 4 bps | 4 bps |
| Oct 15, 11 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 12 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 1 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 2 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 3 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 4 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 5 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 6 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 7 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 8 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 9 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 10 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 11 AM | 4 bps | 4 bps | 4 bps |
| Oct 16, 12 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 1 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 2 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 3 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 4 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 5 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 6 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 7 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 8 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 9 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 10 PM | 4 bps | 4 bps | 4 bps |
| Oct 16, 11 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 12 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 1 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 2 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 3 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 4 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 5 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 6 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 7 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 8 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 9 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 10 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 11 AM | 4 bps | 4 bps | 4 bps |
| Oct 17, 12 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 1 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 2 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 3 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 4 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 5 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 6 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 7 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 8 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 9 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 10 PM | 4 bps | 4 bps | 4 bps |
| Oct 17, 11 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 12 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 1 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 2 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 3 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 4 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 5 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 6 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 7 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 8 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 9 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 10 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 11 AM | 4 bps | 4 bps | 4 bps |
| Oct 18, 12 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 1 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 2 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 3 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 4 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 5 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 6 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 7 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 8 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 9 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 10 PM | 4 bps | 4 bps | 4 bps |
| Oct 18, 11 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 12 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 1 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 2 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 3 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 4 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 5 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 6 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 7 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 8 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 9 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 10 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 11 AM | 4 bps | 4 bps | 4 bps |
| Oct 19, 12 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 1 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 2 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 3 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 4 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 5 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 6 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 7 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 8 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 9 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 10 PM | 4 bps | 4 bps | 4 bps |
| Oct 19, 11 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 12 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 1 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 2 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 3 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 4 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 5 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 6 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 7 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 8 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 9 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 10 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 11 AM | 4 bps | 4 bps | 4 bps |
| Oct 20, 12 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 1 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 2 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 3 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 4 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 5 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 6 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 7 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 8 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 9 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 10 PM | 4 bps | 4 bps | 4 bps |
| Oct 20, 11 PM | 4 bps | 4 bps | 4 bps |
| Oct 21, 12 AM | 4 bps | 4 bps | 4 bps |
| Oct 21, 1 AM | 4 bps | 4 bps | 4 bps |
| Oct 21, 2 AM | 4 bps | 4 bps | 4 bps |
| Oct 21, 3 AM | 4 bps | 4 bps | 4 bps |
| Oct 21, 4 AM | 4 bps | 4 bps | 4 bps |
| Oct 21, 5 AM | 4 bps | 4 bps | 4 bps |
| Oct 21, 6 AM | 4 bps | 4 bps | 4 bps |
| Oct 21, 7 AM | 4 bps | 4 bps | 4 bps |
| Oct 21, 8 AM | 4 bps | 4 bps | 4 bps |
Volume (USDso)
Traded volume per hour.
View as table
| Hour | Volume |
|---|---|
| Oct 14, 9 AM | 28.81 |
| Oct 14, 10 AM | 0 |
| Oct 14, 11 AM | 0 |
| Oct 14, 12 PM | 62.49 |
| Oct 14, 1 PM | 213.82 |
| Oct 14, 2 PM | 146.37 |
| Oct 14, 3 PM | 0 |
| Oct 14, 4 PM | 103.1 |
| Oct 14, 5 PM | 54.96 |
| Oct 14, 6 PM | 73.36 |
| Oct 14, 7 PM | 0 |
| Oct 14, 8 PM | 101.81 |
| Oct 14, 9 PM | 195.35 |
| Oct 14, 10 PM | 46.5 |
| Oct 14, 11 PM | 0 |
| Oct 15, 12 AM | 0 |
| Oct 15, 1 AM | 77.9 |
| Oct 15, 2 AM | 574.07 |
| Oct 15, 3 AM | 0 |
| Oct 15, 4 AM | 10.19 |
| Oct 15, 5 AM | 279.96 |
| Oct 15, 6 AM | 63.18 |
| Oct 15, 7 AM | 27.97 |
| Oct 15, 8 AM | 22.13 |
| Oct 15, 9 AM | 177.84 |
| Oct 15, 10 AM | 29.94 |
| Oct 15, 11 AM | 0 |
| Oct 15, 12 PM | 82.55 |
| Oct 15, 1 PM | 22.66 |
| Oct 15, 2 PM | 207.87 |
| Oct 15, 3 PM | 145.52 |
| Oct 15, 4 PM | 54.46 |
| Oct 15, 5 PM | 105.15 |
| Oct 15, 6 PM | 0 |
| Oct 15, 7 PM | 119 |
| Oct 15, 8 PM | 26.54 |
| Oct 15, 9 PM | 72.15 |
| Oct 15, 10 PM | 0 |
| Oct 15, 11 PM | 28.19 |
| Oct 16, 12 AM | 53.99 |
| Oct 16, 1 AM | 0 |
| Oct 16, 2 AM | 0 |
| Oct 16, 3 AM | 43.24 |
| Oct 16, 4 AM | 4.38 |
| Oct 16, 5 AM | 52.38 |
| Oct 16, 6 AM | 38.09 |
| Oct 16, 7 AM | 0 |
| Oct 16, 8 AM | 0 |
| Oct 16, 9 AM | 40.01 |
| Oct 16, 10 AM | 76.14 |
| Oct 16, 11 AM | 10 |
| Oct 16, 12 PM | 16.15 |
| Oct 16, 1 PM | 117.14 |
| Oct 16, 2 PM | 44.94 |
| Oct 16, 3 PM | 118 |
| Oct 16, 4 PM | 0 |
| Oct 16, 5 PM | 129.57 |
| Oct 16, 6 PM | 101.37 |
| Oct 16, 7 PM | 53.49 |
| Oct 16, 8 PM | 57.66 |
| Oct 16, 9 PM | 156.24 |
| Oct 16, 10 PM | 80.48 |
| Oct 16, 11 PM | 0 |
| Oct 17, 12 AM | 5.72 |
| Oct 17, 1 AM | 25.49 |
| Oct 17, 2 AM | 0 |
| Oct 17, 3 AM | 12.82 |
| Oct 17, 4 AM | 20.87 |
| Oct 17, 5 AM | 27.38 |
| Oct 17, 6 AM | 0 |
| Oct 17, 7 AM | 0 |
| Oct 17, 8 AM | 20.72 |
| Oct 17, 9 AM | 0 |
| Oct 17, 10 AM | 0 |
| Oct 17, 11 AM | 0 |
| Oct 17, 12 PM | 0 |
| Oct 17, 1 PM | 25.4 |
| Oct 17, 2 PM | 0 |
| Oct 17, 3 PM | 76.57 |
| Oct 17, 4 PM | 0 |
| Oct 17, 5 PM | 0 |
| Oct 17, 6 PM | 0 |
| Oct 17, 7 PM | 61 |
| Oct 17, 8 PM | 0 |
| Oct 17, 9 PM | 296.82 |
| Oct 17, 10 PM | 10.64 |
| Oct 17, 11 PM | 0 |
| Oct 18, 12 AM | 28.72 |
| Oct 18, 1 AM | 183.8 |
| Oct 18, 2 AM | 51.09 |
| Oct 18, 3 AM | 55.25 |
| Oct 18, 4 AM | 0 |
| Oct 18, 5 AM | 34.82 |
| Oct 18, 6 AM | 0 |
| Oct 18, 7 AM | 0 |
| Oct 18, 8 AM | 0 |
| Oct 18, 9 AM | 112.16 |
| Oct 18, 10 AM | 239.57 |
| Oct 18, 11 AM | 175.56 |
| Oct 18, 12 PM | 27.77 |
| Oct 18, 1 PM | 661.79 |
| Oct 18, 2 PM | 796.5 |
| Oct 18, 3 PM | 293.99 |
| Oct 18, 4 PM | 253.72 |
| Oct 18, 5 PM | 160.81 |
| Oct 18, 6 PM | 171.68 |
| Oct 18, 7 PM | 1.41K |
| Oct 18, 8 PM | 398.97 |
| Oct 18, 9 PM | 124.51 |
| Oct 18, 10 PM | 199.33 |
| Oct 18, 11 PM | 99.24 |
| Oct 19, 12 AM | 58.03 |
| Oct 19, 1 AM | 154.87 |
| Oct 19, 2 AM | 268.45 |
| Oct 19, 3 AM | 0 |
| Oct 19, 4 AM | 38.36 |
| Oct 19, 5 AM | 137.52 |
| Oct 19, 6 AM | 15.58 |
| Oct 19, 7 AM | 11.04 |
| Oct 19, 8 AM | 0 |
| Oct 19, 9 AM | 0 |
| Oct 19, 10 AM | 120.78 |
| Oct 19, 11 AM | 76.17 |
| Oct 19, 12 PM | 70 |
| Oct 19, 1 PM | 117.2 |
| Oct 19, 2 PM | 484.26 |
| Oct 19, 3 PM | 143.96 |
| Oct 19, 4 PM | 28.58 |
| Oct 19, 5 PM | 7.84 |
| Oct 19, 6 PM | 18.44 |
| Oct 19, 7 PM | 29.31 |
| Oct 19, 8 PM | 118.77 |
| Oct 19, 9 PM | 0 |
| Oct 19, 10 PM | 161.19 |
| Oct 19, 11 PM | 0 |
| Oct 20, 12 AM | 105.58 |
| Oct 20, 1 AM | 362.2 |
| Oct 20, 2 AM | 30.96 |
| Oct 20, 3 AM | 158.28 |
| Oct 20, 4 AM | 55.95 |
| Oct 20, 5 AM | 31.66 |
| Oct 20, 6 AM | 6.87 |
| Oct 20, 7 AM | 74.78 |
| Oct 20, 8 AM | 115.26 |
| Oct 20, 9 AM | 0 |
| Oct 20, 10 AM | 86.78 |
| Oct 20, 11 AM | 0 |
| Oct 20, 12 PM | 74.86 |
| Oct 20, 1 PM | 53.01 |
| Oct 20, 2 PM | 170.4 |
| Oct 20, 3 PM | 428.09 |
| Oct 20, 4 PM | 202.38 |
| Oct 20, 5 PM | 28.69 |
| Oct 20, 6 PM | 189.69 |
| Oct 20, 7 PM | 85.11 |
| Oct 20, 8 PM | 17.21 |
| Oct 20, 9 PM | 44.7 |
| Oct 20, 10 PM | 60.96 |
| Oct 20, 11 PM | 0 |
| Oct 21, 12 AM | 32.67 |
| Oct 21, 1 AM | 137.17 |
| Oct 21, 2 AM | 0 |
| Oct 21, 3 AM | 0 |
| Oct 21, 4 AM | 11.03 |
| Oct 21, 5 AM | 4.01 |
| Oct 21, 6 AM | 0 |
| Oct 21, 7 AM | 68.24 |
| Oct 21, 8 AM | 121.94 |
Mid price (USDso)
Closing top-of-book mid each hour; gaps read as the book stood.
View as table
| Hour | Mid |
|---|---|
| Oct 14, 9 AM | 1 |
| Oct 14, 10 AM | 1 |
| Oct 14, 11 AM | 1 |
| Oct 14, 12 PM | 1 |
| Oct 14, 1 PM | 1 |
| Oct 14, 2 PM | 1 |
| Oct 14, 3 PM | 1 |
| Oct 14, 4 PM | 1 |
| Oct 14, 5 PM | 1 |
| Oct 14, 6 PM | 1 |
| Oct 14, 7 PM | 1 |
| Oct 14, 8 PM | 1 |
| Oct 14, 9 PM | 1 |
| Oct 14, 10 PM | 1 |
| Oct 14, 11 PM | 1 |
| Oct 15, 12 AM | 1 |
| Oct 15, 1 AM | 1 |
| Oct 15, 2 AM | 1 |
| Oct 15, 3 AM | 1 |
| Oct 15, 4 AM | 1 |
| Oct 15, 5 AM | 1 |
| Oct 15, 6 AM | 1 |
| Oct 15, 7 AM | 1 |
| Oct 15, 8 AM | 1 |
| Oct 15, 9 AM | 1 |
| Oct 15, 10 AM | 1 |
| Oct 15, 11 AM | 1 |
| Oct 15, 12 PM | 1 |
| Oct 15, 1 PM | 1 |
| Oct 15, 2 PM | 1 |
| Oct 15, 3 PM | 1 |
| Oct 15, 4 PM | 1 |
| Oct 15, 5 PM | 1 |
| Oct 15, 6 PM | 1 |
| Oct 15, 7 PM | 1 |
| Oct 15, 8 PM | 1 |
| Oct 15, 9 PM | 1 |
| Oct 15, 10 PM | 1 |
| Oct 15, 11 PM | 1 |
| Oct 16, 12 AM | 1 |
| Oct 16, 1 AM | 1 |
| Oct 16, 2 AM | 1 |
| Oct 16, 3 AM | 1 |
| Oct 16, 4 AM | 1 |
| Oct 16, 5 AM | 1 |
| Oct 16, 6 AM | 1 |
| Oct 16, 7 AM | 1 |
| Oct 16, 8 AM | 1 |
| Oct 16, 9 AM | 1 |
| Oct 16, 10 AM | 1 |
| Oct 16, 11 AM | 1 |
| Oct 16, 12 PM | 1 |
| Oct 16, 1 PM | 1 |
| Oct 16, 2 PM | 1 |
| Oct 16, 3 PM | 1 |
| Oct 16, 4 PM | 1 |
| Oct 16, 5 PM | 1 |
| Oct 16, 6 PM | 1 |
| Oct 16, 7 PM | 1 |
| Oct 16, 8 PM | 1 |
| Oct 16, 9 PM | 1 |
| Oct 16, 10 PM | 1 |
| Oct 16, 11 PM | 1 |
| Oct 17, 12 AM | 1 |
| Oct 17, 1 AM | 1 |
| Oct 17, 2 AM | 1 |
| Oct 17, 3 AM | 1 |
| Oct 17, 4 AM | 1 |
| Oct 17, 5 AM | 1 |
| Oct 17, 6 AM | 1 |
| Oct 17, 7 AM | 1 |
| Oct 17, 8 AM | 1 |
| Oct 17, 9 AM | 1 |
| Oct 17, 10 AM | 1 |
| Oct 17, 11 AM | 1 |
| Oct 17, 12 PM | 1 |
| Oct 17, 1 PM | 1 |
| Oct 17, 2 PM | 1 |
| Oct 17, 3 PM | 1 |
| Oct 17, 4 PM | 1 |
| Oct 17, 5 PM | 1 |
| Oct 17, 6 PM | 1 |
| Oct 17, 7 PM | 1 |
| Oct 17, 8 PM | 1 |
| Oct 17, 9 PM | 1 |
| Oct 17, 10 PM | 1 |
| Oct 17, 11 PM | 1 |
| Oct 18, 12 AM | 1 |
| Oct 18, 1 AM | 1 |
| Oct 18, 2 AM | 1 |
| Oct 18, 3 AM | 1 |
| Oct 18, 4 AM | 1 |
| Oct 18, 5 AM | 1 |
| Oct 18, 6 AM | 1 |
| Oct 18, 7 AM | 1 |
| Oct 18, 8 AM | 1 |
| Oct 18, 9 AM | 1 |
| Oct 18, 10 AM | 1 |
| Oct 18, 11 AM | 1 |
| Oct 18, 12 PM | 1 |
| Oct 18, 1 PM | 1 |
| Oct 18, 2 PM | 1 |
| Oct 18, 3 PM | 1 |
| Oct 18, 4 PM | 1 |
| Oct 18, 5 PM | 1 |
| Oct 18, 6 PM | 1 |
| Oct 18, 7 PM | 1 |
| Oct 18, 8 PM | 1 |
| Oct 18, 9 PM | 1 |
| Oct 18, 10 PM | 1 |
| Oct 18, 11 PM | 1 |
| Oct 19, 12 AM | 1 |
| Oct 19, 1 AM | 1 |
| Oct 19, 2 AM | 1 |
| Oct 19, 3 AM | 1 |
| Oct 19, 4 AM | 1 |
| Oct 19, 5 AM | 1 |
| Oct 19, 6 AM | 1 |
| Oct 19, 7 AM | 1 |
| Oct 19, 8 AM | 1 |
| Oct 19, 9 AM | 1 |
| Oct 19, 10 AM | 1 |
| Oct 19, 11 AM | 1 |
| Oct 19, 12 PM | 1 |
| Oct 19, 1 PM | 1 |
| Oct 19, 2 PM | 1 |
| Oct 19, 3 PM | 1 |
| Oct 19, 4 PM | 1 |
| Oct 19, 5 PM | 1 |
| Oct 19, 6 PM | 1 |
| Oct 19, 7 PM | 1 |
| Oct 19, 8 PM | 1 |
| Oct 19, 9 PM | 1 |
| Oct 19, 10 PM | 1 |
| Oct 19, 11 PM | 1 |
| Oct 20, 12 AM | 1 |
| Oct 20, 1 AM | 1 |
| Oct 20, 2 AM | 1 |
| Oct 20, 3 AM | 1 |
| Oct 20, 4 AM | 1 |
| Oct 20, 5 AM | 1 |
| Oct 20, 6 AM | 1 |
| Oct 20, 7 AM | 1 |
| Oct 20, 8 AM | 1 |
| Oct 20, 9 AM | 1 |
| Oct 20, 10 AM | 1 |
| Oct 20, 11 AM | 1 |
| Oct 20, 12 PM | 1 |
| Oct 20, 1 PM | 1 |
| Oct 20, 2 PM | 1 |
| Oct 20, 3 PM | 1 |
| Oct 20, 4 PM | 1 |
| Oct 20, 5 PM | 1 |
| Oct 20, 6 PM | 1 |
| Oct 20, 7 PM | 1 |
| Oct 20, 8 PM | 1 |
| Oct 20, 9 PM | 1 |
| Oct 20, 10 PM | 1 |
| Oct 20, 11 PM | 1 |
| Oct 21, 12 AM | 1 |
| Oct 21, 1 AM | 1 |
| Oct 21, 2 AM | 1 |
| Oct 21, 3 AM | 1 |
| Oct 21, 4 AM | 1 |
| Oct 21, 5 AM | 1 |
| Oct 21, 6 AM | 1 |
| Oct 21, 7 AM | 1 |
| Oct 21, 8 AM | 1 |
Order events
Placements, cancellations and fills per hour.
View as table
| Hour | Places | Cancels | Fills |
|---|---|---|---|
| Oct 14, 9 AM | 1.89K | 1.89K | 1 |
| Oct 14, 10 AM | 1.9K | 1.9K | 0 |
| Oct 14, 11 AM | 1.88K | 1.88K | 0 |
| Oct 14, 12 PM | 1.89K | 1.89K | 4 |
| Oct 14, 1 PM | 1.9K | 1.89K | 8 |
| Oct 14, 2 PM | 1.91K | 1.91K | 6 |
| Oct 14, 3 PM | 1.9K | 1.9K | 0 |
| Oct 14, 4 PM | 1.9K | 1.9K | 4 |
| Oct 14, 5 PM | 1.91K | 1.91K | 2 |
| Oct 14, 6 PM | 1.89K | 1.89K | 4 |
| Oct 14, 7 PM | 1.88K | 1.88K | 0 |
| Oct 14, 8 PM | 1.89K | 1.89K | 4 |
| Oct 14, 9 PM | 1.91K | 1.9K | 9 |
| Oct 14, 10 PM | 1.88K | 1.88K | 1 |
| Oct 14, 11 PM | 1.88K | 1.88K | 0 |
| Oct 15, 12 AM | 1.89K | 1.89K | 0 |
| Oct 15, 1 AM | 1.89K | 1.89K | 3 |
| Oct 15, 2 AM | 1.92K | 1.89K | 25 |
| Oct 15, 3 AM | 1.9K | 1.9K | 0 |
| Oct 15, 4 AM | 1.9K | 1.9K | 1 |
| Oct 15, 5 AM | 1.91K | 1.9K | 11 |
| Oct 15, 6 AM | 1.89K | 1.88K | 4 |
| Oct 15, 7 AM | 1.91K | 1.91K | 1 |
| Oct 15, 8 AM | 1.89K | 1.89K | 1 |
| Oct 15, 9 AM | 1.91K | 1.9K | 7 |
| Oct 15, 10 AM | 1.86K | 1.86K | 1 |
| Oct 15, 11 AM | 1.87K | 1.87K | 0 |
| Oct 15, 12 PM | 1.87K | 1.86K | 3 |
| Oct 15, 1 PM | 1.86K | 1.86K | 1 |
| Oct 15, 2 PM | 1.91K | 1.9K | 10 |
| Oct 15, 3 PM | 1.88K | 1.87K | 6 |
| Oct 15, 4 PM | 1.87K | 1.87K | 2 |
| Oct 15, 5 PM | 1.91K | 1.91K | 4 |
| Oct 15, 6 PM | 1.87K | 1.87K | 0 |
| Oct 15, 7 PM | 1.88K | 1.87K | 5 |
| Oct 15, 8 PM | 1.88K | 1.88K | 1 |
| Oct 15, 9 PM | 1.88K | 1.88K | 3 |
| Oct 15, 10 PM | 1.89K | 1.89K | 0 |
| Oct 15, 11 PM | 1.86K | 1.86K | 1 |
| Oct 16, 12 AM | 1.88K | 1.88K | 2 |
| Oct 16, 1 AM | 1.9K | 1.9K | 0 |
| Oct 16, 2 AM | 1.92K | 1.92K | 0 |
| Oct 16, 3 AM | 1.88K | 1.88K | 2 |
| Oct 16, 4 AM | 1.88K | 1.88K | 1 |
| Oct 16, 5 AM | 1.87K | 1.86K | 2 |
| Oct 16, 6 AM | 1.87K | 1.86K | 2 |
| Oct 16, 7 AM | 1.88K | 1.88K | 0 |
| Oct 16, 8 AM | 1.87K | 1.87K | 0 |
| Oct 16, 9 AM | 1.87K | 1.87K | 1 |
| Oct 16, 10 AM | 1.88K | 1.87K | 3 |
| Oct 16, 11 AM | 1.89K | 1.89K | 1 |
| Oct 16, 12 PM | 1.88K | 1.88K | 1 |
| Oct 16, 1 PM | 1.88K | 1.87K | 5 |
| Oct 16, 2 PM | 1.87K | 1.86K | 2 |
| Oct 16, 3 PM | 1.91K | 1.9K | 6 |
| Oct 16, 4 PM | 1.89K | 1.89K | 0 |
| Oct 16, 5 PM | 1.95K | 1.94K | 5 |
| Oct 16, 6 PM | 1.94K | 1.94K | 4 |
| Oct 16, 7 PM | 1.94K | 1.94K | 2 |
| Oct 16, 8 PM | 1.95K | 1.94K | 2 |
| Oct 16, 9 PM | 1.93K | 1.93K | 8 |
| Oct 16, 10 PM | 1.95K | 1.94K | 4 |
| Oct 16, 11 PM | 1.94K | 1.94K | 0 |
| Oct 17, 12 AM | 1.93K | 1.93K | 1 |
| Oct 17, 1 AM | 1.95K | 1.94K | 1 |
| Oct 17, 2 AM | 1.94K | 1.94K | 0 |
| Oct 17, 3 AM | 1.93K | 1.93K | 1 |
| Oct 17, 4 AM | 1.95K | 1.95K | 1 |
| Oct 17, 5 AM | 1.9K | 1.9K | 1 |
| Oct 17, 6 AM | 1.94K | 1.94K | 0 |
| Oct 17, 7 AM | 1.9K | 1.9K | 0 |
| Oct 17, 8 AM | 1.93K | 1.93K | 1 |
| Oct 17, 9 AM | 1.95K | 1.95K | 0 |
| Oct 17, 10 AM | 1.91K | 1.91K | 0 |
| Oct 17, 11 AM | 1.92K | 1.92K | 0 |
| Oct 17, 12 PM | 1.93K | 1.93K | 0 |
| Oct 17, 1 PM | 1.92K | 1.92K | 1 |
| Oct 17, 2 PM | 1.94K | 1.94K | 0 |
| Oct 17, 3 PM | 1.93K | 1.93K | 3 |
| Oct 17, 4 PM | 1.94K | 1.94K | 0 |
| Oct 17, 5 PM | 1.94K | 1.94K | 0 |
| Oct 17, 6 PM | 1.94K | 1.94K | 0 |
| Oct 17, 7 PM | 1.92K | 1.92K | 2 |
| Oct 17, 8 PM | 1.92K | 1.92K | 0 |
| Oct 17, 9 PM | 1.93K | 1.92K | 12 |
| Oct 17, 10 PM | 1.92K | 1.92K | 1 |
| Oct 17, 11 PM | 1.91K | 1.91K | 0 |
| Oct 18, 12 AM | 1.93K | 1.93K | 1 |
| Oct 18, 1 AM | 1.91K | 1.9K | 8 |
| Oct 18, 2 AM | 1.93K | 1.93K | 2 |
| Oct 18, 3 AM | 1.92K | 1.92K | 2 |
| Oct 18, 4 AM | 1.94K | 1.94K | 0 |
| Oct 18, 5 AM | 1.94K | 1.94K | 2 |
| Oct 18, 6 AM | 1.94K | 1.94K | 0 |
| Oct 18, 7 AM | 1.93K | 1.93K | 0 |
| Oct 18, 8 AM | 1.91K | 1.91K | 0 |
| Oct 18, 9 AM | 1.94K | 1.94K | 3 |
| Oct 18, 10 AM | 1.93K | 1.93K | 6 |
| Oct 18, 11 AM | 1.94K | 1.94K | 5 |
| Oct 18, 12 PM | 1.93K | 1.93K | 1 |
| Oct 18, 1 PM | 1.97K | 1.94K | 23 |
| Oct 18, 2 PM | 1.93K | 1.91K | 22 |
| Oct 18, 3 PM | 1.93K | 1.93K | 8 |
| Oct 18, 4 PM | 1.93K | 1.93K | 7 |
| Oct 18, 5 PM | 1.96K | 1.95K | 5 |
| Oct 18, 6 PM | 1.93K | 1.93K | 6 |
| Oct 18, 7 PM | 1.96K | 1.93K | 35 |
| Oct 18, 8 PM | 1.95K | 1.94K | 12 |
| Oct 18, 9 PM | 1.93K | 1.93K | 6 |
| Oct 18, 10 PM | 1.93K | 1.93K | 6 |
| Oct 18, 11 PM | 1.91K | 1.91K | 6 |
| Oct 19, 12 AM | 1.94K | 1.94K | 6 |
| Oct 19, 1 AM | 1.94K | 1.94K | 9 |
| Oct 19, 2 AM | 1.93K | 1.93K | 8 |
| Oct 19, 3 AM | 1.94K | 1.94K | 0 |
| Oct 19, 4 AM | 1.94K | 1.94K | 4 |
| Oct 19, 5 AM | 1.92K | 1.92K | 7 |
| Oct 19, 6 AM | 1.93K | 1.93K | 1 |
| Oct 19, 7 AM | 1.93K | 1.93K | 1 |
| Oct 19, 8 AM | 1.94K | 1.94K | 0 |
| Oct 19, 9 AM | 1.93K | 1.93K | 0 |
| Oct 19, 10 AM | 1.92K | 1.92K | 6 |
| Oct 19, 11 AM | 1.93K | 1.93K | 7 |
| Oct 19, 12 PM | 1.91K | 1.91K | 5 |
| Oct 19, 1 PM | 1.92K | 1.92K | 7 |
| Oct 19, 2 PM | 1.95K | 1.94K | 12 |
| Oct 19, 3 PM | 1.93K | 1.93K | 8 |
| Oct 19, 4 PM | 1.93K | 1.93K | 2 |
| Oct 19, 5 PM | 1.93K | 1.93K | 1 |
| Oct 19, 6 PM | 1.94K | 1.94K | 2 |
| Oct 19, 7 PM | 1.93K | 1.93K | 2 |
| Oct 19, 8 PM | 1.95K | 1.94K | 5 |
| Oct 19, 9 PM | 1.93K | 1.93K | 0 |
| Oct 19, 10 PM | 1.92K | 1.91K | 11 |
| Oct 19, 11 PM | 1.91K | 1.91K | 0 |
| Oct 20, 12 AM | 1.93K | 1.93K | 6 |
| Oct 20, 1 AM | 1.96K | 1.94K | 20 |
| Oct 20, 2 AM | 1.95K | 1.94K | 1 |
| Oct 20, 3 AM | 1.92K | 1.91K | 7 |
| Oct 20, 4 AM | 1.93K | 1.93K | 2 |
| Oct 20, 5 AM | 1.93K | 1.93K | 1 |
| Oct 20, 6 AM | 1.93K | 1.93K | 2 |
| Oct 20, 7 AM | 1.9K | 1.9K | 4 |
| Oct 20, 8 AM | 1.9K | 1.9K | 5 |
| Oct 20, 9 AM | 1.92K | 1.92K | 0 |
| Oct 20, 10 AM | 1.92K | 1.92K | 1 |
| Oct 20, 11 AM | 1.81K | 1.81K | 0 |
| Oct 20, 12 PM | 1.81K | 1.81K | 2 |
| Oct 20, 1 PM | 1.77K | 1.77K | 1 |
| Oct 20, 2 PM | 1.8K | 1.78K | 13 |
| Oct 20, 3 PM | 1.78K | 1.76K | 18 |
| Oct 20, 4 PM | 1.8K | 1.8K | 3 |
| Oct 20, 5 PM | 1.79K | 1.79K | 1 |
| Oct 20, 6 PM | 1.77K | 1.76K | 5 |
| Oct 20, 7 PM | 1.75K | 1.75K | 6 |
| Oct 20, 8 PM | 1.79K | 1.79K | 2 |
| Oct 20, 9 PM | 1.8K | 1.8K | 2 |
| Oct 20, 10 PM | 1.79K | 1.78K | 4 |
| Oct 20, 11 PM | 1.77K | 1.77K | 0 |
| Oct 21, 12 AM | 1.82K | 1.82K | 2 |
| Oct 21, 1 AM | 1.78K | 1.77K | 7 |
| Oct 21, 2 AM | 1.81K | 1.81K | 0 |
| Oct 21, 3 AM | 1.76K | 1.76K | 0 |
| Oct 21, 4 AM | 1.79K | 1.79K | 1 |
| Oct 21, 5 AM | 1.78K | 1.78K | 1 |
| Oct 21, 6 AM | 1.79K | 1.79K | 0 |
| Oct 21, 7 AM | 1.78K | 1.77K | 3 |
| Oct 21, 8 AM | 1.78K | 1.77K | 7 |
Order-to-trade ratio
Quoting intensity: placements plus cancellations per fill. High and steady is market making; spikes are churn.
View as table
| Hour | OTR |
|---|---|
| Oct 14, 9 AM | 3.78K |
| Oct 14, 10 AM | 3.8K |
| Oct 14, 11 AM | 3.76K |
| Oct 14, 12 PM | 946 |
| Oct 14, 1 PM | 473.5 |
| Oct 14, 2 PM | 637 |
| Oct 14, 3 PM | 3.8K |
| Oct 14, 4 PM | 950.5 |
| Oct 14, 5 PM | 1.91K |
| Oct 14, 6 PM | 946 |
| Oct 14, 7 PM | 3.76K |
| Oct 14, 8 PM | 946 |
| Oct 14, 9 PM | 423 |
| Oct 14, 10 PM | 3.76K |
| Oct 14, 11 PM | 3.76K |
| Oct 15, 12 AM | 3.78K |
| Oct 15, 1 AM | 1.26K |
| Oct 15, 2 AM | 152.2 |
| Oct 15, 3 AM | 3.8K |
| Oct 15, 4 AM | 3.8K |
| Oct 15, 5 AM | 346.27 |
| Oct 15, 6 AM | 941.5 |
| Oct 15, 7 AM | 3.82K |
| Oct 15, 8 AM | 3.78K |
| Oct 15, 9 AM | 543.57 |
| Oct 15, 10 AM | 3.73K |
| Oct 15, 11 AM | 3.74K |
| Oct 15, 12 PM | 1.24K |
| Oct 15, 1 PM | 3.73K |
| Oct 15, 2 PM | 380.8 |
| Oct 15, 3 PM | 625 |
| Oct 15, 4 PM | 1.87K |
| Oct 15, 5 PM | 955 |
| Oct 15, 6 PM | 3.74K |
| Oct 15, 7 PM | 749.8 |
| Oct 15, 8 PM | 3.76K |
| Oct 15, 9 PM | 1.26K |
| Oct 15, 10 PM | 3.78K |
| Oct 15, 11 PM | 3.73K |
| Oct 16, 12 AM | 1.88K |
| Oct 16, 1 AM | 3.8K |
| Oct 16, 2 AM | 3.83K |
| Oct 16, 3 AM | 1.88K |
| Oct 16, 4 AM | 3.76K |
| Oct 16, 5 AM | 1.86K |
| Oct 16, 6 AM | 1.86K |
| Oct 16, 7 AM | 3.76K |
| Oct 16, 8 AM | 3.74K |
| Oct 16, 9 AM | 3.75K |
| Oct 16, 10 AM | 1.25K |
| Oct 16, 11 AM | 3.78K |
| Oct 16, 12 PM | 3.76K |
| Oct 16, 1 PM | 749.8 |
| Oct 16, 2 PM | 1.86K |
| Oct 16, 3 PM | 634 |
| Oct 16, 4 PM | 3.78K |
| Oct 16, 5 PM | 778.6 |
| Oct 16, 6 PM | 968.5 |
| Oct 16, 7 PM | 1.94K |
| Oct 16, 8 PM | 1.95K |
| Oct 16, 9 PM | 482.5 |
| Oct 16, 10 PM | 973 |
| Oct 16, 11 PM | 3.87K |
| Oct 17, 12 AM | 3.85K |
| Oct 17, 1 AM | 3.89K |
| Oct 17, 2 AM | 3.87K |
| Oct 17, 3 AM | 3.85K |
| Oct 17, 4 AM | 3.91K |
| Oct 17, 5 AM | 3.8K |
| Oct 17, 6 AM | 3.87K |
| Oct 17, 7 AM | 3.8K |
| Oct 17, 8 AM | 3.85K |
| Oct 17, 9 AM | 3.91K |
| Oct 17, 10 AM | 3.82K |
| Oct 17, 11 AM | 3.83K |
| Oct 17, 12 PM | 3.85K |
| Oct 17, 1 PM | 3.84K |
| Oct 17, 2 PM | 3.87K |
| Oct 17, 3 PM | 1.29K |
| Oct 17, 4 PM | 3.87K |
| Oct 17, 5 PM | 3.89K |
| Oct 17, 6 PM | 3.87K |
| Oct 17, 7 PM | 1.92K |
| Oct 17, 8 PM | 3.83K |
| Oct 17, 9 PM | 320.5 |
| Oct 17, 10 PM | 3.84K |
| Oct 17, 11 PM | 3.82K |
| Oct 18, 12 AM | 3.85K |
| Oct 18, 1 AM | 475.75 |
| Oct 18, 2 AM | 1.93K |
| Oct 18, 3 AM | 1.92K |
| Oct 18, 4 AM | 3.87K |
| Oct 18, 5 AM | 1.94K |
| Oct 18, 6 AM | 3.87K |
| Oct 18, 7 AM | 3.85K |
| Oct 18, 8 AM | 3.82K |
| Oct 18, 9 AM | 1.29K |
| Oct 18, 10 AM | 643 |
| Oct 18, 11 AM | 775 |
| Oct 18, 12 PM | 3.85K |
| Oct 18, 1 PM | 170.04 |
| Oct 18, 2 PM | 174.45 |
| Oct 18, 3 PM | 482.5 |
| Oct 18, 4 PM | 551.29 |
| Oct 18, 5 PM | 782.2 |
| Oct 18, 6 PM | 643 |
| Oct 18, 7 PM | 111.06 |
| Oct 18, 8 PM | 323.5 |
| Oct 18, 9 PM | 643 |
| Oct 18, 10 PM | 643 |
| Oct 18, 11 PM | 637 |
| Oct 19, 12 AM | 646 |
| Oct 19, 1 AM | 431 |
| Oct 19, 2 AM | 482.5 |
| Oct 19, 3 AM | 3.89K |
| Oct 19, 4 AM | 968.5 |
| Oct 19, 5 AM | 548.71 |
| Oct 19, 6 AM | 3.85K |
| Oct 19, 7 AM | 3.85K |
| Oct 19, 8 AM | 3.87K |
| Oct 19, 9 AM | 3.85K |
| Oct 19, 10 AM | 640 |
| Oct 19, 11 AM | 551.29 |
| Oct 19, 12 PM | 764.2 |
| Oct 19, 1 PM | 548.71 |
| Oct 19, 2 PM | 323.67 |
| Oct 19, 3 PM | 482.5 |
| Oct 19, 4 PM | 1.93K |
| Oct 19, 5 PM | 3.85K |
| Oct 19, 6 PM | 1.94K |
| Oct 19, 7 PM | 1.93K |
| Oct 19, 8 PM | 778.6 |
| Oct 19, 9 PM | 3.85K |
| Oct 19, 10 PM | 347.91 |
| Oct 19, 11 PM | 3.82K |
| Oct 20, 12 AM | 643 |
| Oct 20, 1 AM | 195.4 |
| Oct 20, 2 AM | 3.89K |
| Oct 20, 3 AM | 546.14 |
| Oct 20, 4 AM | 1.93K |
| Oct 20, 5 AM | 3.85K |
| Oct 20, 6 AM | 1.93K |
| Oct 20, 7 AM | 950.5 |
| Oct 20, 8 AM | 760.6 |
| Oct 20, 9 AM | 3.83K |
| Oct 20, 10 AM | 3.84K |
| Oct 20, 11 AM | 3.62K |
| Oct 20, 12 PM | 1.81K |
| Oct 20, 1 PM | 3.55K |
| Oct 20, 2 PM | 275.15 |
| Oct 20, 3 PM | 197 |
| Oct 20, 4 PM | 1.2K |
| Oct 20, 5 PM | 3.58K |
| Oct 20, 6 PM | 706.6 |
| Oct 20, 7 PM | 583 |
| Oct 20, 8 PM | 1.79K |
| Oct 20, 9 PM | 1.8K |
| Oct 20, 10 PM | 892 |
| Oct 20, 11 PM | 3.55K |
| Oct 21, 12 AM | 1.82K |
| Oct 21, 1 AM | 507.57 |
| Oct 21, 2 AM | 3.62K |
| Oct 21, 3 AM | 3.53K |
| Oct 21, 4 AM | 3.58K |
| Oct 21, 5 AM | 3.57K |
| Oct 21, 6 AM | 3.58K |
| Oct 21, 7 AM | 1.18K |
| Oct 21, 8 AM | 507.57 |
Liquidity resilience
Exact duration-weighted percentiles of two-sided depth within 50 bps, in USDC.e: the line is the median; the band spans p5 (the floor the market held 95% of the time) to p95.
View as table
| Hour | Median depth | p5 | p95 |
|---|---|---|---|
| Sep 21 | 24.2K | 23.84K | 24.33K |
| Sep 22 | 23.65K | 23.5K | 23.87K |
| Sep 23 | 23.59K | 23.47K | 23.78K |
| Sep 24 | 23.72K | 23.68K | 23.78K |
| Sep 25 | 3.61K | 3.49K | 23.72K |
| Sep 26 | 27.91K | 3.4K | 28.73K |
| Sep 27 | 27.45K | 27.39K | 49.05K |
| Sep 28 | 30.32K | 30.26K | 49.3K |
| Sep 29 | 49.1K | 30.32K | 49.32K |
| Sep 30 | 49.1K | 27.82K | 49.3K |
| Oct 1 | 27.78K | 27.78K | 27.85K |
| Oct 2 | 27.75K | 27.72K | 27.85K |
| Oct 3 | 27.78K | 27.75K | 27.82K |
| Oct 4 | 27.57K | 27.54K | 27.75K |
| Oct 5 | 27.33K | 27.02K | 27.54K |
| Oct 6 | 26.99K | 26.96K | 27.02K |
| Oct 7 | 27.05K | 26.96K | 27.08K |
| Oct 8 | 26.96K | 26.9K | 27.3K |
| Oct 9 | 27.08K | 26.9K | 27.23K |
| Oct 10 | 26.84K | 26.84K | 26.93K |
| Oct 11 | 26.81K | 26.78K | 26.84K |
| Oct 12 | 26.78K | 26.65K | 26.96K |
| Oct 13 | 26.44K | 26.41K | 26.59K |
| Oct 14 | 26.5K | 26.41K | 26.56K |
| Oct 15 | 24.42K | 24.33K | 26.56K |
| Oct 16 | 24.3K | 24.27K | 24.36K |
| Oct 17 | 24.27K | 24.27K | 24.33K |
| Oct 18 | 24.45K | 24.3K | 25.55K |
| Oct 19 | 25.25K | 25.09K | 25.43K |
| Oct 20 | 25.09K | 25.03K | 25.12K |
Maker concentration
Share of maker volume from the largest and top-3 makers. Near 100% top-1 means a single firm IS the market.
View as table
| Hour | Top maker | Top 3 |
|---|---|---|
| Sep 21 | 99.5% | 100.0% |
| Sep 22 | 99.1% | 100.0% |
| Sep 23 | 99.7% | 100.0% |
| Sep 24 | 98.9% | 100.0% |
| Sep 25 | 100.0% | 100.0% |
| Sep 26 | 100.0% | 100.0% |
| Sep 27 | 100.0% | 100.0% |
| Sep 28 | 100.0% | 100.0% |
| Sep 29 | 99.9% | 100.0% |
| Sep 30 | 100.0% | 100.0% |
| Oct 1 | 100.0% | 100.0% |
| Oct 2 | 100.0% | 100.0% |
| Oct 3 | 100.0% | 100.0% |
| Oct 4 | 100.0% | 100.0% |
| Oct 5 | 100.0% | 100.0% |
| Oct 6 | 100.0% | 100.0% |
| Oct 7 | 100.0% | 100.0% |
| Oct 8 | 100.0% | 100.0% |
| Oct 9 | 100.0% | 100.0% |
| Oct 10 | 100.0% | 100.0% |
| Oct 11 | 100.0% | 100.0% |
| Oct 12 | 100.0% | 100.0% |
| Oct 13 | 99.4% | 100.0% |
| Oct 14 | 100.0% | 100.0% |
| Oct 15 | 100.0% | 100.0% |
| Oct 16 | 100.0% | 100.0% |
| Oct 17 | 100.0% | 100.0% |
| Oct 18 | 100.0% | 100.0% |
| Oct 19 | 100.0% | 100.0% |
| Oct 20 | 100.0% | 100.0% |
Makers
Each maker's own resting liquidity, measured against the market mid: up means THEIR depth sat two-sided within the band. Rows exist only for makers who actually quoted.
Uptime by hour of day
When the book is actually there: average liquidity uptime (50 bps band) per UTC weekday and hour.
From the Somnia data warehouse (beef-tail-markets): hours with no report row show as zero. Refreshes every 10 minutes.