xyz:OURAequity & other · growth mode on · 5× max
Over 7 days of 20-level order-book snapshots, xyz:OURA quoted a median spread of 29.66 bps in US regular hours with $2k resting within 25 bps of mid. A $25k market order paid about 87.40 bps in regular hours and 83.93 bps on weekends, when depth within 25 bps fell to $706. Taker fee is 0.90 bps with growth mode on; funding averaged -0.48% annualised over the last 30 days.
by sessionNew York time · medians over 7 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 | 314 | 29.66 | 60.48 | $2k | 87.40 | 186.19 | 10% | 0% | ||||
| US extended 4–9:30, 16–20 | 443 | 27.25 | 83.50 | $2k | 85.71 | 203.80 | 18% | 0% | ||||
| Overnight 20–4 | 305 | 30.75 | 71.64 | $1k | 83.13 | 225.67 | 19% | 0% | ||||
| Weekend / holiday | 522 | 15.54 | 22.61 | $706 | 83.93 | — | 0% | 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
1,584 snapshots · 2026-09-23 16:32 → 2026-09-30 18:23 UTC (7.1 days) · size decimals 1 · raw: /data/xyz/OURA.json · method and caveats: methodology