Over 107 days of 20-level order-book snapshots, xyz:GOOGL quoted a median spread of 1.11 bps in US regular hours with $663k resting within 25 bps of mid. A $25k market order paid about 1.34 bps in regular hours and 2.13 bps on weekends, when depth within 25 bps fell to $201k. Taker fee is 0.90 bps with growth mode on; funding averaged +7.38% annualised over the last 30 days.
spread · rth
1.11 bps
median · p90 2.30 bps
depth ±25bps · rth
$663k
median, both sides
$25k slip · rth
1.34 bps
fills 100%
$25k slip · wknd
2.13 bps
fills 100%
taker fee
0.90 bps
fee scale 1.0 · growth mode on
funding apr · 30d
+7.38%
longs pay when positive · 7d +9.54%
vol 24h · 30d avg
$23.9M
notional
open interest
$113.8M
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
4,887
1.11
2.30
$6k
$662k
$663k
$663k
0.81
1.34
2.11
100%
69%
US extended 4–9:30, 16–20
7,213
0.88
2.27
$4k
$379k
$381k
$381k
0.89
1.70
3.17
87%
12%
Overnight 20–4
4,954
0.87
2.22
$3k
$355k
$356k
$356k
0.86
1.66
3.03
84%
10%
Weekend / holiday
9,124
0.85
2.50
$3k
$195k
$201k
$201k
0.98
2.13
2.82
35%
2%
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 GOOGL, $50k or more→ sign infree · by email · when the data is rebuilt
taker buy · 24h
$21.1M
30d $329.7M
taker sell · 24h
$27.3M
30d $343.8M
imbalance · 24h
-12.9%
of $48.4M · 30d -2.1% of $673.5M
trades · 24h
33,457
81 large orders · 30d 526,405
takers · 24h
1,216
391 makers · 1,413 addresses
takers · 30d
7,340
7,709 addresses incl. makers
top-10 share · 30d
44%
of $673.5M by 7,340 takers · 16 make half
concentration · 30d
0.066
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: −$120k so far
by session · 30 d
session
taker buy
taker sell
net
imbalance
trades
share of notional
US regular 9:30–16:00
$158.7M
$177.5M
−$18.7M
-5.6%
180,554
50%
US extended 4–9:30, 16–20
$83.0M
$87.6M
−$4.6M
-2.7%
144,797
25%
Overnight 20–4
$42.1M
$38.3M
+$3.8M
+4.7%
83,312
12%
Weekend / holiday
$45.8M
$40.4M
+$5.5M
+6.3%
117,742
13%
sessions in New York time as in the liquidity table above · share = the session's taker notional over all four, $673.5M 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 $673.5M of 30-day taker notional (526,405 trades, 7,340 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/GOOGL.json · definitions in methodology
alert meGOOGL funding above or below a level I set→ sign infree · by email · when the data is rebuilt
last settlement
+25.67%
+0.293 bps/h · 10-01 21:00 ET
next · estimate
+27.47%
+0.3136 bps/h · as of 10-01 22:15 ET
apr · 24h
+19.38%
24 of 24 hours observed
apr · 7d
+9.54%
168 of 168 hours observed
apr · 30d
+7.38%
617 of 720 hours · stdev 9.38%
paid by a long · 30d
51.98 bps
of notional, over 617 observed hours
hours above neutral · 30d
34%
at 58% · below 9% · negative 6%
range · 30d
+50.27%
highest hour · lowest -61.50%
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: +24.60% 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 = ±16.75% 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
+8.97%
108
51%
+11.19%
430
57%
US extended 4–9:30, 16–20
+9.70%
178
45%
+12.25%
722
53%
Overnight 20–4
+9.85%
114
40%
+11.55%
466
49%
Weekend / holiday
+3.39%
217
13%
+5.76%
886
21%
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
09-12 21:0009-13 01:00 UTC
weekend / holiday
-0.7021
-61.50%
09-20 01:0009-20 05:00 UTC
weekend / holiday
-0.6485
-56.81%
09-13 04:0009-13 08:00 UTC
weekend / holiday
-0.6415
-56.20%
09-20 00:0009-20 04:00 UTC
weekend / holiday
-0.6256
-54.80%
09-12 23:0009-13 03:00 UTC
weekend / holiday
+0.5738
+50.27%
09-25 04:0009-25 08:00 UTC
overnight
+0.4213
+36.91%
09-25 05:0009-25 09:00 UTC
US extended
+0.4161
+36.45%
09-24 02:0009-24 06:00 UTC
overnight
+0.4126
+36.14%
09-20 19:0009-20 23:00 UTC
weekend / holiday
+0.4075
+35.70%
09-13 19:0009-13 23:00 UTC
weekend / holiday
-0.3958
-34.67%
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/GOOGL.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
history2 market changes to xyz:GOOGL observed in the changelog · newest first
2026-08-17 13:46OI cap$250.0M↑$350.0MoiCap observed changing from $250M to $350M
2026-07-22 03:52OI cap$150.0M↑$250.0MoiCap observed changing from $150M to $250M
observed = first collector snapshot showing the new value, UTC; the change happened between the previous snapshot and that one · announced = the market appeared with trading disabled; listed = trading enabled; trading halt = off and back within 48 h, before → after = mark either side · full changelog · atom feed