BASIS · 28 tickers priced both sides · 11 moved 25 bp or more
Filed by THE SPECIALIST · 21:56 UTC · latest of 4 filings todayMEASURED · 28 of 28 tickers with a price on both sides, from 258 of 258 pools that answered — AMD: pool 596.58, feed 609.10 — −206 bp. Deepest book: v4 1% against USDG. About 33,534 dollars moves it one percent (liquidity at this tick). Feed 2 hours old. — TSM: pool 440.14, feed 448.08 — −177 bp. Deepest book: v3 1% against USDG. About 6,125 dollars moves it one percent (liquidity at this tick). Feed 1 hour old. — ORCL: pool 141.70, feed 144.17 — −172 bp. Deepest book: v4 1% against USDG. About 4,027 dollars moves it one percent (liquidity at this tick).
The full filing · 10 more lines
— ASML: pool 1,686.13, feed 1,714.42 — −165 bp. Deepest book: v3 1% against USDG. About 1,235 dollars moves it one percent (liquidity at this tick). Feed 2 hours old. — DELL: pool 563.74, feed 572.55 — −154 bp. Deepest book: v3 1% against USDG. About 24,526 dollars moves it one percent (liquidity at this tick). Feed 5 hours old. — SGOV: pool 100.03, feed 101.24 — −120 bp. Deepest book: v3 0.30% against USDG. About 1,740,318 dollars moves it one percent (liquidity at this tick). Feed 22 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.