xyz:QCOMequity & other · growth mode on · 10× max
Over 100 days of 20-level order-book snapshots, xyz:QCOM quoted a median spread of 4.22 bps in US regular hours with $260k resting within 25 bps of mid. A $25k market order paid about 6.14 bps in regular hours and 16.65 bps on weekends, when depth within 25 bps fell to $29k. Taker fee is 0.90 bps with growth mode on; funding averaged +11.95% annualised over the last 30 days.
by sessionNew York time · medians over 100 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 | 4,659 | 4.22 | 11.43 | $260k | 6.14 | 10.21 | 69% | 6% | ||||
| US extended 4–9:30, 16–20 | 6,751 | 4.10 | 10.55 | $87k | 11.84 | 16.40 | 8% | 0% | ||||
| Overnight 20–4 | 4,631 | 3.67 | 10.85 | $89k | 11.61 | 17.75 | 9% | 0% | ||||
| Weekend / holiday | 8,306 | 4.77 | 10.11 | $29k | 16.65 | 16.57 | 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
24,347 snapshots · 2026-06-22 16:10 → 2026-09-30 18:17 UTC (100.1 days) · size decimals 2 · raw: /data/xyz/QCOM.json · method and caveats: methodology