xyz:CRWDequity & other · growth mode on · 10× max
Over 43 days of 20-level order-book snapshots, xyz:CRWD quoted a median spread of 6.09 bps in US regular hours with $130k resting within 25 bps of mid. A $25k market order paid about 12.93 bps in regular hours and 50.93 bps on weekends, when depth within 25 bps fell to $9k. Taker fee is 0.90 bps with growth mode on; funding averaged -4.53% annualised over the last 30 days.
by sessionNew York time · medians over 43 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 | 1,700 | 6.09 | 18.03 | $130k | 12.93 | 18.22 | 40% | 5% | ||||
| US extended 4–9:30, 16–20 | 2,510 | 7.05 | 24.90 | $53k | 18.78 | 29.50 | 22% | 0% | ||||
| Overnight 20–4 | 1,740 | 7.20 | 23.10 | $68k | 16.68 | 25.18 | 20% | 0% | ||||
| Weekend / holiday | 3,020 | 12.69 | 30.13 | $9k | 50.93 | 64.96 | 10% | 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
8,970 snapshots · 2026-08-18 21:48 → 2026-09-30 18:15 UTC (42.9 days) · size decimals 2 · raw: /data/xyz/CRWD.json · method and caveats: methodology