xyz:BEequity & other · growth mode on · 10× max
Over 100 days of 20-level order-book snapshots, xyz:BE quoted a median spread of 5.61 bps in US regular hours with $169k resting within 25 bps of mid. A $25k market order paid about 8.78 bps in regular hours and 19.86 bps on weekends, when depth within 25 bps fell to $28k. Taker fee is 0.90 bps with growth mode on; funding averaged +5.41% 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 | 4,611 | 5.61 | 22.88 | $169k | 8.78 | 17.31 | 39% | 2% | ||||
| US extended 4–9:30, 16–20 | 6,773 | 4.16 | 20.23 | $92k | 9.39 | 26.58 | 9% | 0% | ||||
| Overnight 20–4 | 4,661 | 4.30 | 20.65 | $102k | 9.06 | 24.33 | 10% | 0% | ||||
| Weekend / holiday | 8,309 | 4.31 | 18.94 | $28k | 19.86 | 23.66 | 2% | 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
24,354 snapshots · 2026-06-22 17:07 → 2026-09-30 18:21 UTC (100.1 days) · size decimals 2 · raw: /data/xyz/BE.json · method and caveats: methodology