| Exchange | Half-spread | Buy | Sell | Taker fee | Round trip | In $ | Measured up to | Max lev | Median 24h | Median 7d | p10–p90 7d |
|---|---|---|---|---|---|---|---|---|---|---|---|
| MEXC FF_USDT · live order book, 3 min agocheapest | 0.78 bp | 7.4 bp | 7.8 bp | 2.00 bp | 15.2 bp | −$15 | $1.3M | 50x | 14.3 bp | 13.4 bp | 8.9–22.5 bp |
| BloFin FF-USDT · live order book, 3 min ago | 1.96 bp | 12.8 bp | 15.2 bp | 6.00 bp | 28.0 bp | −$28 | $166K | 20x | 21.7 bp | 20.0 bp | 10.8–37.4 bp |
| Binance FFUSDT · live order book, 13 min ago | 0.39 bp | 17.2 bp | 10.9 bp | 5.00 bp | 28.1 bp | −$28 | $351K | 20x | 22.6 bp | 21.6 bp | 13.4–34.7 bp |
| BingX FF-USDT · live order book, 13 min ago | 1.17 bp | 17.9 bp | 10.7 bp | 5.00 bp | 28.7 bp | −$29 | $947K | — | 25.8 bp | 23.7 bp | 16.2–37.0 bp |
| Bybit FFUSDT · live order book, 3 min ago | 1.57 bp | 11.2 bp | 19.9 bp | 5.50 bp | 31.1 bp | −$31 | $147K | 20x | 68.1 bp | 65.1 bp | 51.0–81.1 bp |
| Bitget FFUSDT · live order book, 4 min ago | 3.52 bp | 19.4 bp | 15.8 bp | 6.00 bp | 35.1 bp | −$35 | $158K | 5x | 31.6 bp | 29.8 bp | 19.8–48.1 bp |
| Gate FF_USDT · live order book, 4 min ago | 1.17 bp | 28.1 bp | 23.8 bp | 7.50 bp | 51.9 bp | −$52 | $64K | 50x | 44.3 bp | 40.5 bp | 27.0–57.1 bp |
| Lighter FF · live order book, 40 min ago | 4.28 bp | 42.5 bp | 12.8 bp | 0.00 bp | 55.3 bp | −$55 | $314K | 3x | 57.1 bp | 52.2 bp | 44.2–62.8 bp |
| KuCoin FFUSDTM · live order book, 3 min ago | 1.56 bp | 39.3 bp | 37.9 bp | 6.00 bp | 77.2 bp | −$77 | $93K | 20x | 90.7 bp | 72.3 bp | 49.9–114.2 bp |
| Aster FFUSDT · live order book, 3 min ago | 9.00 bp | 90.0 bp | 21.4 bp | 4.00 bp | 111.4 bp | −$111 | $45K | 5x | 125.8 bp | 250.2 bp | 98.3–326.0 bp |
| SunX FF-USDT | 500.20 bp | the book does not hold this size (about $183 a side) | |||||||||
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 FF_USDT · live order book, 3 min ago
BloFin FF-USDT · live order book, 3 min ago
Binance FFUSDT · live order book, 13 min ago
BingX FF-USDT · live order book, 13 min ago
Bybit FFUSDT · live order book, 3 min ago
Bitget FFUSDT · live order book, 4 min ago
Gate FF_USDT · live order book, 4 min ago
Lighter FF · live order book, 40 min ago
KuCoin FFUSDTM · live order book, 3 min ago
Aster FFUSDT · live order book, 3 min ago
SunX FF-USDT