xyz:AMATus equity · growth mode on · 10× max
Over 93 days of 20-level order-book snapshots, xyz:AMAT quoted a median spread of 6.58 bps in US regular hours with $155k resting within 25 bps of mid. A $25k market order paid about 7.44 bps in regular hours and 10.26 bps on weekends, when depth within 25 bps fell to $25k. Taker fee is 0.90 bps with growth mode on; funding averaged +7.84% annualised over the last 30 days.
by sessionNew York time · medians over 93 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 | 4,267 | 6.58 | 18.07 | $155k | 7.44 | 15.85 | 31% | 2% | ||||
| US extended 4–9:30, 16–20 | 6,244 | 6.46 | 19.30 | $57k | 14.53 | 33.37 | 12% | 0% | ||||
| Overnight 20–4 | 4,291 | 6.66 | 20.33 | $63k | 13.38 | 33.17 | 12% | 0% | ||||
| Weekend / holiday | 7,644 | 6.68 | 21.07 | $25k | 10.26 | 33.20 | 1% | 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
history2 market changes to xyz:AMAT observed in the changelog · newest first
- 2026-06-29 15:05listedannounced → tradingtrading enabled, announced 2026-06-26 · OI cap $25M · 10× max · growth mode on · marginTableId 10 · szDecimals 3 · fundingMultiplier 0.5
- 2026-06-26 18:05announced— → announcedmarket announced, trading not enabled
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
22,446 snapshots · 2026-06-29 15:07 → 2026-09-30 18:21 UTC (93.1 days) · size decimals 3 · raw: /api/xyz/AMAT.json · method and caveats: methodology