xyz:RIVNequity & other · growth mode on · 10× max
Over 106 days of 20-level order-book snapshots, xyz:RIVN quoted a median spread of 8.02 bps in US regular hours with $241k resting within 25 bps of mid. A $25k market order paid about 5.38 bps in regular hours and 47.09 bps on weekends, when depth within 25 bps fell to $10k. Taker fee is 0.90 bps with growth mode on; funding averaged +3.04% 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 | 4,816 | 8.02 | 14.94 | $241k | 5.38 | 10.74 | 97% | 57% | ||||
| US extended 4–9:30, 16–20 | 7,047 | 10.41 | 20.33 | $69k | 16.75 | 29.28 | 73% | 6% | ||||
| Overnight 20–4 | 4,845 | 11.00 | 21.18 | $57k | 19.08 | 34.32 | 54% | 3% | ||||
| Weekend / holiday | 9,151 | 12.71 | 25.79 | $10k | 47.09 | 35.76 | 10% | 1% |
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
25,859 snapshots · 2026-06-16 18:29 → 2026-09-30 18:17 UTC (106.0 days) · size decimals 2 · raw: /data/xyz/RIVN.json · method and caveats: methodology