xyz:SHEINequity & other · growth mode on · 10× max
Over 35 days of 20-level order-book snapshots, xyz:SHEIN quoted a median spread of 20.30 bps in US regular hours with $1k resting within 25 bps of mid. A $25k market order paid about 80.24 bps in regular hours and 81.97 bps on weekends, when depth within 25 bps fell to $1k. Taker fee is 0.90 bps with growth mode on; funding averaged +41.92% annualised over the last 30 days.
by sessionNew York time · medians over 35 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 | 1,340 | 20.30 | 39.50 | $1k | 80.24 | — | 0% | 0% | ||||
| US extended 4–9:30, 16–20 | 1,931 | 17.14 | 38.93 | $1k | 80.92 | — | 0% | 0% | ||||
| Overnight 20–4 | 1,333 | 15.68 | 36.91 | $6k | 47.87 | — | 0% | 0% | ||||
| Weekend / holiday | 2,470 | 16.19 | 34.84 | $1k | 81.97 | — | 0% | 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
7,074 snapshots · 2026-08-27 01:51 → 2026-09-30 18:24 UTC (34.7 days) · size decimals 1 · raw: /data/xyz/SHEIN.json · method and caveats: methodology