xyz:EWYetf · growth mode on · 20× max
Over 106 days of 20-level order-book snapshots, xyz:EWY quoted a median spread of 1.59 bps in US regular hours with $852k resting within 25 bps of mid. A $25k market order paid about 1.87 bps in regular hours and 2.65 bps on weekends, when depth within 25 bps fell to $324k. Taker fee is 0.90 bps with growth mode on; funding averaged +5.49% 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 | 4,831 | 1.59 | 3.48 | $852k | 1.87 | 3.04 | 100% | 86% | ||||
| US extended 4–9:30, 16–20 | 7,084 | 1.24 | 3.17 | $573k | 2.21 | 3.94 | 99% | 51% | ||||
| Overnight 20–4 | 4,859 | 1.65 | 3.61 | $593k | 2.31 | 3.83 | 98% | 54% | ||||
| Weekend / holiday | 9,174 | 1.58 | 4.02 | $324k | 2.65 | 5.24 | 82% | 6% |
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
25,948 snapshots · 2026-06-16 18:28 → 2026-09-30 18:22 UTC (106.0 days) · size decimals 3 · raw: /data/xyz/EWY.json · method and caveats: methodology