Over 107 days of 20-level order-book snapshots, xyz:ASML quoted a median spread of 4.45 bps in US regular hours with $216k resting within 25 bps of mid. A $25k market order paid about 6.24 bps in regular hours and 14.01 bps on weekends, when depth within 25 bps fell to $35k. Taker fee is 0.90 bps with growth mode on; funding averaged +7.36% annualised over the last 30 days.
spread · rth
4.45 bps
median · p90 14.96 bps
depth ±25bps · rth
$216k
median, both sides
$25k slip · rth
6.24 bps
fills 99%
$25k slip · wknd
14.01 bps
fills 45%
taker fee
0.90 bps
fee scale 1.0 · growth mode on
funding apr · 30d
+7.36%
longs pay when positive · 7d +7.31%
vol 24h · 30d avg
$561k
notional
open interest
$2.3M
both sides · 2026-10-02
by sessionNew York time · medians over 107 days
session
snaps
spread
p90
top
depth ±10
depth ±25
depth ±50
$5k
$25k
$100k
$100k fills
$250k fills
US regular 9:30–16:00
4,905
4.45
14.96
$2k
$69k
$216k
$278k
4.20
6.24
12.15
69%
4%
US extended 4–9:30, 16–20
7,217
4.41
15.61
$2k
$35k
$105k
$161k
4.55
8.61
21.67
20%
0%
Overnight 20–4
4,947
4.75
18.96
$1k
$21k
$86k
$128k
5.50
11.07
32.74
8%
0%
Weekend / holiday
9,145
5.76
17.27
$1k
$11k
$35k
$63k
7.03
14.01
31.86
3%
0%
bps unless stated · RTH 9:30–16:00 · extended 4:00–9:30 and 16:00–20:00 · overnight 20:00–4:00 on weekdays · weekend runs Friday 20:00 to Monday 4:00 and includes NYSE holidays · slip = mean of the buy and sell side of a market order walking the visible 20 levels · fills = share of snapshots the size fits inside those levels · "—" = not fillable in the median snapshot
trade flowtaker side · 24 h to 2026-10-02 00:41 UTC · 30 d = last 30 complete UTC days · all markets
alert melarge orders in ASML, $50k or more→ sign infree · by email · when the data is rebuilt
taker buy · 24h
$920k
30d $7.5M
taker sell · 24h
$1.0M
30d $7.8M
imbalance · 24h
-4.3%
of $1.9M · 30d -1.5% of $15.3M
trades · 24h
1,503
1 large orders · 30d 35,304
takers · 24h
107
42 makers · 128 addresses
takers · 30d
762
805 addresses incl. makers
top-10 share · 30d
56%
of $15.3M by 762 takers · 7 make half
concentration · 30d
0.049
Herfindahl over takers · 1 = one taker
daily net taker flow
USD per UTC day · taker buy − taker sell · up = net buying, down = net selling · 108 complete days · hover a day for its value · today (2026-10-02) is still open and not drawn: +$622 so far
by session · 30 d
session
taker buy
taker sell
net
imbalance
trades
share of notional
US regular 9:30–16:00
$2.5M
$2.7M
−$220k
-4.3%
10,217
34%
US extended 4–9:30, 16–20
$2.4M
$2.3M
+$85k
+1.8%
11,058
30%
Overnight 20–4
$1.6M
$1.7M
−$158k
-4.8%
6,822
21%
Weekend / holiday
$1.2M
$1.1M
+$64k
+2.9%
7,207
15%
sessions in New York time as in the liquidity table above · share = the session's taker notional over all four, $15.3M in 30 days
hour of week · taker notional
New York time · 30 days summed per hour · brighter = more volume · log scale between the 5th and 95th percentile · 168 of 168 hours with trades · hover a cell for USD and trades
large orders: fills grouped by transaction hash, taker and side, $50k or more per order; fills without a hash are not grouped · share = the address's taker notional over all $15.3M of 30-day taker notional (35,304 trades, 762 takers) · addresses are public on-chain data and link to the Hyperliquid explorer; an address can be a subaccount, vault, market maker or bot and is not labelled · taker notional is volume, not a change in open interest · rebuilt nightly and at 09:05 ET, not a live tape · raw: /api/xyz/flow/ASML.json · definitions in methodology
alert meASML funding above or below a level I set→ sign infree · by email · when the data is rebuilt
last settlement
+19.46%
+0.2222 bps/h · 10-01 21:00 ET
next · estimate
+41.19%
+0.4702 bps/h · as of 10-01 22:15 ET
apr · 24h
+23.45%
19 of 24 hours observed
apr · 7d
+7.31%
163 of 168 hours observed
apr · 30d
+7.36%
517 of 720 hours · stdev 13.69%
paid by a long · 30d
43.46 bps
of notional, over 517 observed hours
hours above neutral · 30d
35%
at 53% · below 12% · negative 9%
range · 30d
+67.34%
highest hour · lowest -146%
daily funding apr
mean of the observed hourly rates per UTC day, annualised · up = longs paid, down = shorts paid · dashed = neutral 5.48% · 110 complete days · hover a day · today (2026-10-02) is still open and not drawn: +15.15% over 2 h so far
hour of week · mean funding apr
New York time · whole archive · the hour a settlement covers · 168 of 168 hours with data · hover a cell for its mean and n
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
Mon
Tue
Wed
Thu
Fri
Sat
Sun
shorts paylongs pay · full shade = ±20.64% APR or more · empty = no settlements
funding by session
session
apr · 30d
hours · 30d
above neutral · 30d
apr · all
hours · all
above neutral · all
US regular 9:30–16:00
+9.43%
83
41%
+10.67%
393
48%
US extended 4–9:30, 16–20
+10.74%
161
45%
+12.72%
676
47%
Overnight 20–4
+11.14%
92
43%
+10.61%
430
41%
Weekend / holiday
+1.49%
181
18%
+6.20%
823
30%
mean of the hourly rates settled in each session, annualised · 30d = the 720 hours ending at the last settlement, all = since 2026-06-14 · above neutral = share of those hours settled above 5.48% APR
largest settlements · 30 d
settled · ET
session
rate bps/h
APR
09-13 20:0009-14 00:00 UTC
weekend / holiday
-1.664
-146%
09-27 19:0009-27 23:00 UTC
weekend / holiday
-1.048
-91.76%
09-27 18:0009-27 22:00 UTC
weekend / holiday
+0.7687
+67.34%
10-01 18:0010-01 22:00 UTC
US extended
+0.6016
+52.70%
09-07 11:0009-07 15:00 UTC
weekend / holiday
+0.5905
+51.73%
09-13 19:0009-13 23:00 UTC
weekend / holiday
-0.5702
-49.95%
09-07 19:0009-07 23:00 UTC
weekend / holiday
-0.5258
-46.06%
09-05 02:0009-05 06:00 UTC
weekend / holiday
+0.4943
+43.30%
09-30 20:0010-01 00:00 UTC
US extended
+0.4673
+40.94%
09-26 11:0009-26 15:00 UTC
weekend / holiday
+0.4384
+38.40%
positive = longs pay shorts · the neutral rate is the deployer's carry (base interest 0.01% per 8 h × funding multiplier 0.5), not crowd positioning · every mean is over observed hours; collector gaps are not filled · rebuilt nightly and at 09:05 ET, not live · raw: /api/xyz/funding/ASML.json · definitions in methodology
slippage curve
median bps over mid vs order size · a line ends where the size stops filling in the median snapshot
hour of week
New York time · median per cell over 107 days · brighter = better · the breathing cell is now
weekly · spread
median bps, all sessions
weekly · depth ±25 bps
median USD both sides, all sessions
cost calculator
per round trip = 2 × median slippage + 2 × taker fee · funding uses the 30-day mean hourly rate, annualised, charged for a position held all day · slippage between tested sizes is interpolated on a log scale · ignores maker rebates, impact that persists after your fill, and fee tiers