xyz:NVDAus equity · growth mode on · 20× max
Over 106 days of 20-level order-book snapshots, xyz:NVDA quoted a median spread of 0.51 bps in US regular hours with $1.7M resting within 25 bps of mid. A $25k market order paid about 0.83 bps in regular hours and 1.53 bps on weekends, when depth within 25 bps fell to $533k. Taker fee is 0.90 bps with growth mode on; funding averaged +5.26% annualised over the last 30 days.
by sessionNew York time · medians over 106 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 | 4,834 | 0.51 | 1.51 | $1.7M | 0.83 | 1.40 | 100% | 100% | ||||
| US extended 4–9:30, 16–20 | 7,060 | 0.49 | 1.04 | $1.1M | 1.12 | 2.04 | 100% | 94% | ||||
| Overnight 20–4 | 4,879 | 0.50 | 1.36 | $839k | 1.25 | 2.26 | 100% | 87% | ||||
| Weekend / holiday | 9,153 | 0.48 | 1.33 | $533k | 1.53 | 2.91 | 93% | 36% |
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
25,926 snapshots · 2026-06-16 18:29 → 2026-09-30 18:23 UTC (106.0 days) · size decimals 3 · raw: /api/xyz/NVDA.json · method and caveats: methodology