para:AVGOus equity · growth mode on · 10× max
Over 114 days of 20-level order-book snapshots, para:AVGO quoted a median spread of 25.51 bps in US regular hours with $18k resting within 25 bps of mid. A $25k market order paid about 29.01 bps in regular hours and 32.19 bps on weekends, when depth within 25 bps fell to $14k. Taker fee is 0.90 bps with growth mode on; funding averaged +31.80% annualised over the last 30 days.
order book replay48 snapshots · 2026-10-08 12:56 → 16:50 UTC · AVGO.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 114 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 | 5,203 | 25.51 | 50.24 | $18k | 29.01 | 77.49 | 60% | 2% | ||||
| US extended 4–9:30, 16–20 | 7,609 | 24.39 | 44.45 | $19k | 28.50 | 74.27 | 63% | 1% | ||||
| Overnight 20–4 | 5,317 | 24.36 | 39.52 | $19k | 28.30 | 83.30 | 61% | 0% | ||||
| Weekend / holiday | 9,611 | 24.37 | 40.90 | $14k | 32.19 | 109.24 | 39% | 2% |
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
history1 market change to para:AVGO observed in the changelog · newest first
- 2026-07-22 13:52OI cap$10.0M ↑ $25.0MoiCap observed changing from $10M to $25M
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
27,740 snapshots · 2026-06-16 18:26 → 2026-10-08 16:21 UTC (113.9 days) · size decimals 2 · raw: /api/para/AVGO.json · method and caveats: methodology