XAUT · Convergence Trade
Current Spread (mark)
updated 0s ago+0.076%higher than 24% of spread values(window 1D)
long $4,355.9 · short $4,359.2
Entry Spread (order book)+0.075%on $10,000
long $4,355.9 · short $4,359.19(average execution prices, not mark)
market median $4,359.97· long -0.1%· short -0.0%
Profit Calculator
Three scenarios: the current spread 0.08% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.5% | 1.0% |
|---|---|---|---|
| Gross profit | +$7.58 | -$42.42 | -$92.42 |
| Round-trip fees | −$21.00 | −$21.00 | −$21.00 |
| Slippage(orderbook) | −$0.49 | −$0.49 | −$0.49 |
| Funding drag(est. 1h hold) | +$0.30 | +$0.30 | +$0.30 |
| Net potential | -$13.61 | -$63.61 | -$113.61 |
Breakeven move 0.2119%·Tradeability: 0.4× round-trip cost · do not trade — spread below breakeven
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.08%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 278 samples
Current
+0.076%
24 pct
Median
+0.083%
Average
+0.081%
P25 → P75
+0.078% … +0.087%
Range
+0.005% … +0.129%
Std dev
±0.016%
Size$
chart range
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Live spread — order book
on size $10,000Collecting live order-book data…
Rebuilt from stored order books (last 3h) and updated every ~15s while the page is open. IN is the spread to open the position, OUT is the spread to close it; positive means the trade works in your favour. Both are walked for your position size, so they already include what depth costs you.
LONG
TxFlow(dex)
- Mark Price
- $4,355.9
- Exchange Ticker
- XAUT
- Taker / Maker
- 0.045% / 0.015%
- Funding APR(1h)
- +10.95%
- OI
- $1.23M
- 24h Vol
- $874.94K
SHORT
BloFin(cex)
- Mark Price
- $4,359.2
- Exchange Ticker
- XAUT-USDT
- Taker / Maker
- 0.06% / 0.02%
- Funding APR(4h)
- +37.23%
- OI
- $2.21M
- 24h Vol
- $712.44K
275 long / 275 short samples · 2 days · auto-refresh every 30s