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Research · Liquidity · BasisPoint

Liquidity

BTCas of 00:00 UTC

Latest snapshot and daily history.

Asset

Frequency

Depth & Impact

Amihud 1dPrice impact per dollar of volume (Amihud 2002). Higher = less liquid.0.000

CS SpreadCorwin-Schultz effective bid-ask spread from high-low ranges, in bps.0.0 bps

Volume

Volume 1dTotal trading volume in USD over the past 24 hours.$947.97M

Volume Z 180dZ-score of current volume vs 180-day distribution. Positive = above-average volume.-0.398

Dispersion & Premium

Venue DispersionPrice dispersion across exchanges, in bps. Higher = more fragmentation / arb opportunities.0.0 bps

Dispersion Z 180dZ-score of cross-venue dispersion vs 180-day history.1.56

Coinbase PremiumCoinbase price premium/discount vs aggregate spot, in bps. Positive = US retail demand.-14.6 bps

Risk

Liq Hunt ScoreProprietary 0–1 score for the probability of a liquidity sweep / stop-hunt event.0.395

Peak WindowFlag indicating the current hour falls within the historically high-liquidity trading window.0.000

Depth & Impact

History (daily)

Amihud Illiquidity 1d — BTC

Price impact per unit of volume (Amihud 2002 illiquidity ratio). Higher = market less liquid; large orders move price more. Sharp spikes indicate liquidity crises.

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Volume

History (daily)

Volume USD 1d — BTC

Total spot and derivatives trading volume in USD over each 1-day period. High volume with rising prices confirms trend; high volume with falling prices confirms selling pressure.

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Dispersion & Premium

History (daily)

Cross-Venue Dispersion — BTC

Price dispersion across multiple exchanges (std dev of venue prices). High dispersion = fragmented liquidity, increased arbitrage opportunity, potential for rapid dislocations.

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Risk

History (daily)

Liquidity Hunt Score — BTC

Proprietary 0–1 score for the probability of a liquidity sweep / stop-hunt event. Above 0.7 (red) = high sweep probability; below 0.3 (green) = low risk.

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Corwin-Schultz Effective Spread — BTC

Effective bid-ask spread estimated from daily high-low price ranges (Corwin-Schultz 2012). A non-orderbook proxy for transaction costs; higher = poorer execution quality.

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Volume Z 180d — BTC

Z-score of current daily volume vs its 180-day distribution. Positive = above-average participation; negative = unusually quiet. Useful for confirming breakouts vs false moves.

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Cross-Venue Dispersion Z 180d — BTC

Z-score of cross-venue dispersion vs its 180-day distribution. Above +1.5 (red) = abnormally fragmented; below −1.5 (green) = unusually tight. Extremes often bracket large moves.

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Coinbase Premium — BTC

Price premium (or discount) on Coinbase vs the aggregate cross-exchange price, in bps. Persistent positive = US retail/institutional demand; persistent discount = US selling pressure.

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