mkts:BVIVother / unreviewed · growth mode off · 5× max
Over 17 days of 20-level order-book snapshots, mkts:BVIV quoted a median spread of 18.50 bps in US regular hours with $17k resting within 25 bps of mid. A $25k market order paid about 37.45 bps in regular hours and 32.70 bps on weekends, when depth within 25 bps fell to $22k. Taker fee is 9.00 bps; funding averaged +284.93% annualised over the last 30 days.
order book replay48 snapshots · 2026-10-08 12:15 → 16:50 UTC · BVIV.json
depth = USD resting within ±25 bps of mid · slip = $25k market order through the book, avg fill vs mid, buy/sell mean · med = this market's median in the snapshot's session
order book replay: no recent order book snapshots
by sessionNew York time · medians over 17 days
| session | snaps | spread | p90 | top | depth ±10 | depth ±25 | depth ±50 | $5k | $25k | $100k | $100k fills | $250k fills |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US regular 9:30–16:00 | 482 | 18.50 | 48.04 | $17k | 37.45 | 161.40 | 4% | 1% | ||||
| US extended 4–9:30, 16–20 | 682 | 18.99 | 57.12 | $15k | 42.37 | 37.50 | 2% | 1% | ||||
| Overnight 20–4 | 489 | 19.20 | 56.86 | $12k | 60.26 | — | 0% | 0% | ||||
| Weekend / holiday | 563 | 18.57 | 20.50 | $22k | 32.70 | — | 0% | 0% |
bps unless stated RTH 9:30–16:00 extended 4:00–9:30 and 16:00–20:00 overnight 20:00–4:00 on weekdays weekend runs Friday 20:00 to Monday 4:00 and includes NYSE holidays slip = mean of the buy and sell side of a market order walking the visible 20 levels fills = share of snapshots the size fits inside those levels "—" = not fillable in the median snapshot
slippage curve
hour of week
weekly · spread
weekly · depth ±25 bps
per round trip = 2 × median slippage + 2 × taker fee funding uses the 30-day mean hourly rate, annualised, charged for a position held all day slippage between tested sizes is interpolated on a log scale ignores maker rebates, impact that persists after your fill, and fee tiers
history6 market changes to mkts:BVIV observed in the changelog · newest first
- 2026-09-29 12:19OI cap$200 ↑ $2.0MoiCap observed changing from $200 to $2M
- 2026-09-29 11:19relisteddelisted → liveisDelisted observed changing from True to False
- 2026-09-21 14:28delistedlive → delistedisDelisted observed changing from False to True
- 2026-09-21 14:28OI cap$1 ↑ $200oiCap observed changing from $1 to $200
- 2026-09-21 12:28listedannounced → tradingtrading enabled, announced 2026-09-15 · OI cap $1 · 5× max · growth mode off · marginTableId 5 · szDecimals 2 · fundingInterestRate -0.00219205
- 2026-09-15 18:28announced— → announcedmarket announced, trading not enabled
Plus 360 funding-parameter changes on 18 days, not listed here: show them in the changelog.
observed = first collector snapshot showing the new value, UTC; the change happened between the previous snapshot and that one announced = the market appeared with trading disabled; listed = trading enabled; trading halt = off and back within 48 h, before → after = mark either side full changelog atom feed
2,216 snapshots · 2026-09-21 12:28 → 2026-10-08 16:15 UTC (17.2 days) · size decimals 2 · raw: /api/mkts/BVIV.json · method and caveats: methodology