| Exchange | Half-spread | Buy | Sell | Taker fee | Round trip | In $ | Measured up to | Max lev | Median 24h | Median 7d | p10–p90 7d |
|---|---|---|---|---|---|---|---|---|---|---|---|
| QFEX WMT-USD · live order book, 6 min agocheapest | 2.32 bp | 8.2 bp | 9.1 bp | 5.00 bp | 17.4 bp | −$17 | $176K | 10x | 10.4 bp | 57.6 bp | 5.1–305.5 bp |
| Extended WMT-USD · live order book, 32 min ago | 0.47 bp | 15.5 bp | 7.0 bp | 2.50 bp | 22.6 bp | −$23 | $197K | 10x | 25.9 bp | 27.8 bp | 23.3–29.3 bp |
| Binance WMTUSDT · live order book, 2 min ago | 2.33 bp | 10.7 bp | 13.0 bp | 5.00 bp | 23.7 bp | −$24 | $464K | 20x | 17.0 bp | 17.4 bp | 12.5–22.8 bp |
| edgeX WMTUSDC · live order book, 51 min ago | 6.96 bp | 13.8 bp | 13.5 bp | 4.50 bp | 27.3 bp | −$27 | $60K | 10x | 19.1 bp | 192.7 bp | 191.1–194.8 bp |
| Bitget WMTUSDT · live order book, 44 min ago | 2.32 bp | 18.1 bp | 17.2 bp | 6.00 bp | 35.3 bp | −$35 | $497K | 50x | 24.3 bp | 24.5 bp | 20.9–28.2 bp |
| Bybit WMTUSDT · live order book, 34 min ago | 6.96 bp | 29.3 bp | 35.4 bp | 5.50 bp | 64.7 bp | −$65 | $55K | 50x | 59.2 bp | 79.8 bp | 55.0–99.2 bp |
| SunX WMT-USDT · live order book, 6 min ago | 45.56 bp | 64.9 bp | 65.6 bp | 5.00 bp | 130.5 bp | −$130 | $26K | 10x | 121.6 bp | 120.8 bp | 119.8–126.4 bp |
| Gate WMT_USDT · live order book, 51 min ago | 4.18 bp | 16.6 bp | 259.7 bp | 7.50 bp | 276.3 bp | −$276 | $32K | 25x | 116.9 bp | 194.2 bp | 57.3–276.5 bp |
| KuCoin WMTUSDTM · live order book, 13 min ago | 17.22 bp | 522.3 bp | 700.7 bp | 6.00 bp | 1223.0 bp | −$1,223 | $14K | 20x | 1293.6 bp | 1602.1 bp | 739.0–1995.2 bp |
| OKX WMT-USDT-SWAP | — | below $100k OI and volume: not sampled | |||||||||
| Variational Omni WMT | — | below $100k OI and volume: not sampled | |||||||||
| HTX WMT-USDT | 67.96 bp | the book does not hold this size (about $1.8k a side) | |||||||||
| Aster WMTUSDT | — | below $100k OI and volume: not sampled | |||||||||
| Injective WMT/USDC PERP | — | 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.
Extended WMT-USD · live order book, 32 min ago
Binance WMTUSDT · live order book, 2 min ago
Bitget WMTUSDT · live order book, 44 min ago
Bybit WMTUSDT · live order book, 34 min ago
SunX WMT-USDT · live order book, 6 min ago
Gate WMT_USDT · live order book, 51 min ago
KuCoin WMTUSDTM · live order book, 13 min ago
OKX WMT-USDT-SWAP
Variational Omni WMT
HTX WMT-USDT
Aster WMTUSDT
Injective WMT/USDC PERP