xyz:STRCequity & other · growth mode off · 10× max
Over 100 days of 20-level order-book snapshots, xyz:STRC quoted a median spread of 3.88 bps in US regular hours with $131k resting within 25 bps of mid. A $25k market order paid about 9.00 bps in regular hours and 15.26 bps on weekends, when depth within 25 bps fell to $49k. Taker fee is 9.00 bps; funding averaged -18.45% 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 | 4,610 | 3.88 | 14.69 | $131k | 9.00 | 17.57 | 28% | 4% | ||||
| US extended 4–9:30, 16–20 | 6,743 | 4.05 | 15.85 | $67k | 12.36 | 28.01 | 7% | 0% | ||||
| Overnight 20–4 | 4,647 | 5.44 | 20.69 | $44k | 19.81 | 26.68 | 3% | 0% | ||||
| Weekend / holiday | 8,293 | 5.32 | 15.19 | $49k | 15.26 | 20.89 | 4% | 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
24,293 snapshots · 2026-06-22 22:10 → 2026-09-30 18:24 UTC (99.8 days) · size decimals 1 · raw: /data/xyz/STRC.json · method and caveats: methodology