xyz:SOXLetf · growth mode on · 10× max
Over 55 days of 20-level order-book snapshots, xyz:SOXL quoted a median spread of 1.73 bps in US regular hours with $1.0M resting within 25 bps of mid. A $25k market order paid about 2.98 bps in regular hours and 5.74 bps on weekends, when depth within 25 bps fell to $272k. Taker fee is 0.90 bps with growth mode on; funding averaged +8.68% annualised over the last 30 days.
by sessionNew York time · medians over 55 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 | 2,289 | 1.73 | 4.78 | $1.0M | 2.98 | 5.02 | 92% | 70% | ||||
| US extended 4–9:30, 16–20 | 3,361 | 1.63 | 3.51 | $662k | 3.24 | 5.55 | 88% | 57% | ||||
| Overnight 20–4 | 2,235 | 1.62 | 3.46 | $611k | 3.55 | 5.70 | 85% | 53% | ||||
| Weekend / holiday | 4,281 | 1.66 | 3.50 | $272k | 5.74 | 8.35 | 62% | 10% |
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
history3 market changes to xyz:SOXL observed in the changelog · newest first
- 2026-09-15 00:28OI cap$25.0M ↑ $50.0MoiCap observed changing from $25M to $50M
- 2026-08-06 17:52listedannounced → tradingtrading enabled, announced 2026-08-06 · OI cap $25M · 10× max · growth mode on · marginTableId 10 · szDecimals 2 · fundingMultiplier 0.5
- 2026-08-06 15:52announced— → 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
12,166 snapshots · 2026-08-06 17:57 → 2026-09-30 18:24 UTC (55.0 days) · size decimals 2 · raw: /api/xyz/SOXL.json · method and caveats: methodology