xyz:GEVequity & other · growth mode on · 10× max
Over 56 days of 20-level order-book snapshots, xyz:GEV quoted a median spread of 9.00 bps in US regular hours with $52k resting within 25 bps of mid. A $25k market order paid about 19.60 bps in regular hours and 89.98 bps on weekends, when depth within 25 bps fell to $4k. Taker fee is 0.90 bps with growth mode on; funding averaged +19.89% annualised over the last 30 days.
by sessionNew York time · medians over 56 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 | 2,349 | 9.00 | 55.44 | $52k | 19.60 | 33.97 | 38% | 0% | ||||
| US extended 4–9:30, 16–20 | 3,467 | 14.19 | 61.19 | $16k | 34.82 | 52.96 | 28% | 0% | ||||
| Overnight 20–4 | 2,347 | 14.02 | 58.12 | $17k | 34.68 | 65.36 | 30% | 0% | ||||
| Weekend / holiday | 4,310 | 19.98 | 61.56 | $4k | 89.98 | 202.08 | 18% | 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
12,473 snapshots · 2026-08-05 17:55 → 2026-09-30 18:22 UTC (56.0 days) · size decimals 3 · raw: /data/xyz/GEV.json · method and caveats: methodology