xyz:LYTEequity & other · growth mode on · 10× max
Over 55 days of 20-level order-book snapshots, xyz:LYTE quoted a median spread of 13.98 bps in US regular hours with $43k resting within 25 bps of mid. A $25k market order paid about 20.66 bps in regular hours and 95.40 bps on weekends, when depth within 25 bps fell to $2k. Taker fee is 0.90 bps with growth mode on; funding averaged -3.02% annualised over the last 30 days.
by sessionNew York time · medians over 55 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 | 2,308 | 13.98 | 25.27 | $43k | 20.66 | 35.43 | 51% | 0% | ||||
| US extended 4–9:30, 16–20 | 3,347 | 17.26 | 32.57 | $8k | 44.05 | 63.58 | 20% | 0% | ||||
| Overnight 20–4 | 2,268 | 17.42 | 33.17 | $7k | 49.86 | 74.90 | 25% | 0% | ||||
| Weekend / holiday | 4,303 | 15.76 | 35.64 | $2k | 95.40 | 81.69 | 5% | 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
12,226 snapshots · 2026-08-06 15:56 → 2026-09-30 18:23 UTC (55.1 days) · size decimals 2 · raw: /data/xyz/LYTE.json · method and caveats: methodology