| Exchange | Half-spread | Buy | Sell | Taker fee | Round trip | In $ | Measured up to | Max lev | Median 24h | Median 7d | p10–p90 7d |
|---|---|---|---|---|---|---|---|---|---|---|---|
| MEXC DEEP_USDT · live order book, 1 min agocheapest | 4.99 bp | 22.9 bp | 13.4 bp | 2.00 bp | 36.3 bp | −$36 | $2.4M | 100x | 33.9 bp | 34.5 bp | 28.7–42.2 bp |
| Binance DEEPUSDT · live order book, 8 min ago | 4.94 bp | 23.8 bp | 27.0 bp | 5.00 bp | 50.8 bp | −$51 | $583K | 50x | 45.4 bp | 45.5 bp | 39.7–55.5 bp |
| BloFin DEEP-USDT · live order book, 42 min ago | 9.83 bp | 32.4 bp | 27.5 bp | 6.00 bp | 59.9 bp | −$60 | $272K | 50x | 52.5 bp | 57.8 bp | 41.5–68.4 bp |
| BingX DEEP-USDT · live order book, 12 min ago | 14.78 bp | 37.5 bp | 34.1 bp | 5.00 bp | 71.6 bp | −$72 | $1.5M | — | 52.9 bp | 53.2 bp | 47.6–61.1 bp |
| Bybit DEEPUSDT · live order book, 2 min ago | 7.49 bp | 43.5 bp | 35.0 bp | 5.50 bp | 78.6 bp | −$79 | $183K | 50x | 77.0 bp | 86.7 bp | 74.3–99.8 bp |
| Bitget DEEPUSDT · live order book, 56 min ago | 12.12 bp | 53.9 bp | 36.1 bp | 6.00 bp | 90.1 bp | −$90 | $263K | 50x | 66.9 bp | 61.9 bp | 44.7–83.0 bp |
| Extended DEEP-USD · live order book, 28 min ago | 6.74 bp | 40.4 bp | 54.9 bp | 2.50 bp | 95.3 bp | −$95 | $96K | 5x | 95.3 bp | 95.9 bp | 81.8–108.7 bp |
| KuCoin DEEPUSDTM · live order book, 1 min ago | 34.79 bp | 246.5 bp | 312.3 bp | 6.00 bp | 558.8 bp | −$559 | $48K | 20x | 551.6 bp | 566.1 bp | 397.8–783.6 bp |
| Gate DEEP_USDT · live order book, 55 min ago | 14.56 bp | 252.5 bp | 319.0 bp | 7.50 bp | 571.5 bp | −$571 | $28K | 50x | 629.9 bp | 754.8 bp | 469.5–912.4 bp |
| Bluefin DEEP-PERP | — | below $100k OI and volume: not sampled | |||||||||
| Variational Omni DEEP | — | below $100k OI and volume: not sampled | |||||||||
| Kraken Futures PF_DEEPUSD | — | below $100k OI and volume: not sampled | |||||||||
Slippage is the average fill price of a market order walking the book against the mid; the half-spread is part of it. Fees are each exchange's base taker tier. Exchanges that fill at an oracle price (GMX, Avantis, Jupiter) charge price impact by formula and are not modeled. RFQ exchanges (Variational) quote only $1k, $100k and $1M.
MEXC DEEP_USDT · live order book, 1 min ago
Binance DEEPUSDT · live order book, 8 min ago
BloFin DEEP-USDT · live order book, 42 min ago
BingX DEEP-USDT · live order book, 12 min ago
Bybit DEEPUSDT · live order book, 2 min ago
Bitget DEEPUSDT · live order book, 56 min ago
Extended DEEP-USD · live order book, 28 min ago
KuCoin DEEPUSDTM · live order book, 1 min ago
Gate DEEP_USDT · live order book, 55 min ago
Bluefin DEEP-PERP
Variational Omni DEEP
Kraken Futures PF_DEEPUSD