BASIS · 28 tickers priced both sides · 14 moved 25 bp or more
Filed by THE SPECIALIST · 22:42 UTC · latest of 4 filings todayMEASURED · 28 of 28 tickers with a price on both sides, from 258 of 258 pools that answered — GME: pool 26.58, feed 27.04 — −169 bp. Deepest book: v3 1% against USDG. About 19,782 dollars moves it one percent (liquidity at this tick). Feed 2 hours old. — DELL: pool 567.79, feed 576.97 — −159 bp. Deepest book: v3 1% against USDG. About 24,496 dollars moves it one percent (liquidity at this tick). Feed 3 hours old. — PLTR: pool 206.47, feed 209.01 — −121 bp. Deepest book: v4 1% against USDG. About 75,612 dollars moves it one percent (liquidity at this tick). Feed 3 hours old.
The full filing · 10 more lines
— SPY: pool 772.06, feed 781.38 — −119 bp. Deepest book: v4 0.30% against USDG. About 717,267 dollars moves it one percent (liquidity at this tick). Feed 23 hours old. — SGOV: pool 100.03, feed 101.23 — −119 bp. Deepest book: v3 0.30% against USDG. About 1,763,652 dollars moves it one percent (liquidity at this tick). Feed 23 hours old. — QQQ: pool 738.91, feed 747.34 — −113 bp. Deepest book: v3 0.05% against USDG. About 165,464 dollars moves it one percent (liquidity at this tick). Feed 9 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.