xyz:GIGADEVequity & other · growth mode on · 10× max
Over 71 days of 20-level order-book snapshots, xyz:GIGADEV quoted a median spread of 15.20 bps in US regular hours with $581 resting within 25 bps of mid. A $25k market order paid about 253.00 bps in regular hours and 212.24 bps on weekends, when depth within 25 bps fell to $450. Taker fee is 0.90 bps with growth mode on; funding averaged +51.76% annualised over the last 30 days.
by sessionNew York time · medians over 71 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 | 3,138 | 15.20 | 63.90 | $581 | 253.00 | — | 0% | 0% | ||||
| US extended 4–9:30, 16–20 | 4,608 | 14.35 | 62.49 | $608 | 243.60 | 1778.78 | 0% | 0% | ||||
| Overnight 20–4 | 3,138 | 11.24 | 86.93 | $1k | 187.09 | 37.33 | 2% | 1% | ||||
| Weekend / holiday | 5,565 | 20.79 | 71.10 | $450 | 212.24 | 57.34 | 1% | 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
16,449 snapshots · 2026-07-22 01:55 → 2026-09-30 18:22 UTC (70.7 days) · size decimals 2 · raw: /data/xyz/GIGADEV.json · method and caveats: methodology