hyperliquid.build
UTC
~ / data / xyz / CVX

xyz:CVXus equity · growth mode on · 10× max

206.585last mid · 2026-09-30 18:15 UTC
—next session —

Over 13 days of 20-level order-book snapshots, xyz:CVX quoted a median spread of 321.92 bps in US regular hours with $0 resting within 25 bps of mid. A $25k market order paid about 277.98 bps in regular hours and 158.88 bps on weekends, when depth within 25 bps fell to $0. Taker fee is 0.90 bps with growth mode on; funding averaged +49.76% annualised over the last 30 days.

spread · rth
321.92 bps
median · p90 528.64 bps
depth ±25bps · rth
$0
median, both sides
$25k slip · rth
277.98 bps
fills 97%
$25k slip · wknd
158.88 bps
fills 82%
taker fee
0.90 bps
fee scale 1.0 · growth mode on
funding apr · 30d
+49.76%
longs pay when positive · 7d +27.24%
vol 24h · 30d avg
$27k
notional
open interest
$37k
both sides · 2026-10-01

by sessionNew York time · medians over 13 days

sessionsnapsspreadp90topdepth ±10depth ±25depth ±50$5k$25k$100k$100k fills$250k fills
US regular 9:30–16:00547321.92528.64$7k$0$0$0215.14277.98207.9417%0%
US extended 4–9:30, 16–20832277.55463.27$5k$0$0$0169.92241.21162.467%0%
Overnight 20–4538225.52567.91$5k$0$0$0157.65220.09159.068%0%
Weekend / holiday1,100196.06430.36$5k$0$0$0139.36158.88237.6225%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

median bps over mid vs order size · a line ends where the size stops filling in the median snapshot

hour of week

New York time · median per cell over 13 days · brighter = better · the breathing cell is now

weekly · spread

median bps, all sessions

weekly · depth ±25 bps

median USD both sides, all sessions
cost calculator

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:CVX observed in the changelog · newest first

  • 2026-09-17 18:28listedannounced → tradingtrading enabled, announced 2026-09-17 · OI cap $25M · 10× max · growth mode on · marginTableId 10 · szDecimals 2 · fundingMultiplier 0.5
  • 2026-09-17 02:28announced— → 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

3,017 snapshots · 2026-09-17 18:30 → 2026-09-30 18:15 UTC (13.0 days) · size decimals 2 · raw: /api/xyz/CVX.json · method and caveats: methodology