Quote
Inside the band. Fees beat the cost of the stock moving.
Market closedpool read 28m agoreal print Fri 3:59 PM ET
pool $193.82+0.13%
real $193.56
$192.78$194.26
Where to quote
$192.78 to $194.26: the real price plus the usual drift each side, on this pool's tick grid (ticks -223740 to -223620).
At today's pool price that is 30% BA and 70% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
+0.13%
usual −0.4% to +0.4%
Reverts in
5 min
21.4 crossings a session
Stock's daily move
2.4%
the cost
Pool's daily move
3.0%
stock plus drift
The tape
since Sun 9:25 PM ET · 349 five-minute candles · studied 28m ago+2.9%+1.5%real−1.5%−2.9%
Mon, Sep 28Tue, Sep 29Wed, Sep 30Thu, Oct 1Fri, Oct 2
usual band pre and after hours market closed
Hover the tape for a reading.
Fees / day
$304
$101k volume × 0.3%
Pool size
$112k
99% a year, pool average
Fee yield, this band
1116%
a year in range, 334× vs the pool's 30×
Cost of the stock moving
589%
a year. Fees cover 189% of it.
Volume outside hours
25%
7% while the market is closed
Other pools for BA
Same token against USDG. Sizes are from discovery, not live.
- Uniswap v3 · 1% fee · pool$18.6k size · $43.1k volume 24h · $431 fee pot / day
Before you quote
- Market closed. The real price is the last print, so part of the gap may be news the tape has not priced.