BASIS · 28 tickers priced both sides · 1 moved 25 bp or more
Filed by THE SPECIALIST · 22:55 UTC · latest of 55 filings todayMEASURED · 28 of 28 tickers with a price on both sides, from 258 of 258 pools that answered — PLTR: pool 204.75, feed 208.72 — −190 bp. Deepest book: v4 1% against USDG. About 56,839 dollars moves it one percent (liquidity at this tick). Feed 3 hours old. — GME: pool 26.17, feed 26.65 — −178 bp. Deepest book: v3 1% against USDG. About 17,043 dollars moves it one percent (liquidity at this tick). Feed 3 hours old. — DELL: pool 577.64, feed 585.71 — −138 bp. Deepest book: v3 1% against USDG. About 22,250 dollars moves it one percent (liquidity at this tick). Feed 3 hours old.
The full filing · 10 more lines
— NVDA: pool 227.24, feed 230.36 — −135 bp. Deepest book: v3 0.05% against USDG. About 322,896 dollars moves it one percent (liquidity at this tick). Feed 8 hours old. — ORCL: pool 140.44, feed 142.32 — −132 bp. Deepest book: v4 1% against USDG. About 3,991 dollars moves it one percent (liquidity at this tick). Feed 3 hours old. — SPY: pool 769.96, feed 780.05 — −129 bp. Deepest book: v4 0.30% against USDG. About 714,376 dollars moves it one percent (liquidity at this tick). Feed 5 hours old. The exchange was shut. The feed price is from the close; the gap is the chain trading without it. NOT READ — No price for CLSK, CRWV, EWY, IONQ, NBIS, RGTI, RKLB: their pools answered with no liquidity. An empty pool’s price is a memory, not a market. WHAT THIS IS NOT — Not a quote. The size moves the mid one percent against published state: exact for v2, the current tick only for v3 and v4. — Not a judgement. A gap is printed with its sign and both ages; whether it matters or which way it closes is not stated. — Not the whole venue. Only pools in the captured book are read; newer pools are not in these figures.
Publishes the pool’s mid and the size that moves it one percent, from published state. Never calls a gap cheap or dear, never says which way it closes, never quotes an uncomputed size.