AVGO · Convergence Trade
Current Spread (mark)
⚠ data may be stale · 24m old+0.106%higher than 38% of spread values(window 1D)
long $338.5700 · short $338.9300(long 1m / short 24m old)
Entry Spread (order book)order book loading (~30s) — refresh to see it
market median $338.7850· long -0.1%· short +0.0%
Size per leg$= $20,000 total
every figure below scales from thisProfit Calculator
This spread does not cover its own costs
The spread is 0.11%, but entry and exit cost 0.21% of the position. The trade is a loss at entry regardless of how the spread moves afterwards. Reduce the size, or pick another pair.
Three scenarios: the current spread 0.11% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.50% | 1.00% |
|---|---|---|---|
| Gross profit | +$10.63 | -$39.37 | -$89.37 |
| Round-trip fees | −$22.00 | −$22.00 | −$22.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | +$1.00 | +$1.00 | +$1.00 |
| Net potential | -$10.37 | -$60.37 | -$110.37 |
Breakeven move 0.2100%·Tradeability: 0.5× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.16%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 248 samples
Current
+0.106%
38 pct
Median
+0.152%
Average
+0.144%
P25 → P75
+0.071% … +0.208%
Range
-0.278% … +0.575%
Std dev
±0.112%
tf
LONG
Crypto.com(cex)
- Mark Price
- $338.5700
- Exchange Ticker
- AVGOUSD-PERP
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(1h)
- -68.55%
- OI
- $8.68K
- 24h Vol
- $2.47K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade LongSHORT
Toobit(cex)
- Mark Price
- $338.9300
- Exchange Ticker
- AVGO-SWAP-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(8h)
- +19.41%
- OI
- $183.13K
- 24h Vol
- $403.73K
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short207 long / 202 short samples · 2 days · auto-refresh every 30s