xyz:BMNRequity & other · growth mode off · 10× max
Over 26 days of 20-level order-book snapshots, xyz:BMNR quoted a median spread of 9.74 bps in US regular hours with $44k resting within 25 bps of mid. A $25k market order paid about 26.11 bps in regular hours and 96.07 bps on weekends, when depth within 25 bps fell to $5k. Taker fee is 9.00 bps; funding averaged +42.05% annualised over the last 30 days.
by sessionNew York time · medians over 26 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 | 988 | 9.74 | 24.95 | $44k | 26.11 | 40.31 | 29% | 0% | ||||
| US extended 4–9:30, 16–20 | 1,495 | 7.92 | 23.32 | $25k | 32.90 | 49.43 | 21% | 0% | ||||
| Overnight 20–4 | 972 | 5.70 | 20.78 | $31k | 29.48 | 42.74 | 17% | 0% | ||||
| Weekend / holiday | 2,029 | 8.31 | 42.02 | $5k | 96.07 | 47.42 | 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
5,484 snapshots · 2026-09-04 19:52 → 2026-09-30 18:21 UTC (25.9 days) · size decimals 2 · raw: /data/xyz/BMNR.json · method and caveats: methodology