Cumulative resting liquidity by distance from mid, walked off each venue's live order book. Curves stop where a venue's published book ends.
Cumulative resting liquidity by distance from mid — choose which venues' books to plot under Sources
What a market order costs on every market listing it, walked off the live books
Cost is what a market order gives up against mid — half the spread plus the levels it walks — before trading fees, which depend on the account's tier. “—” means the published book ran out before the clip filled; “≈” means part of the fill was priced off a coarser, price-merged book beyond the venue's fine levels.