Harvester ASK-side depth analysis

Session: 1778021322240182207-directional | Reference threshold: 0.95 | Min fill size: 5 shares

Source: 4259 unique assets, 34036133 snapshots, 0 deltas.

Top-30 assets by fillable-time at price ≤ 0.95

Fillable-time = cumulative seconds when ask-depth ≥ 5 shares at price ≤ 0.95

asset_id	snap	delta	span_min	fill_s @ 0.93	fill_s @ 0.94	fill_s @ 0.95	fill_s @ 0.96	fill_s @ 0.97	fill_s @ 0.98	fill_s @ 0.99	max_depth @ 0.95	mean_depth_when_present @ 0.95
87386059…	57637	0	265	15	15	15	15	15	15	15	202	87.1
10715188…	18375	0	522	6	6	6	6	32	32	32	865	149.4
40872822…	361362	0	581	0	0	5	5	13	13	13	749	202.5
91136592…	341510	0	372	5	5	5	5	5	5	5	1550	314.2
70732523…	268557	0	444	0	0	4	4	4	4	4	149	71.4
87146444…	228839	0	576	0	0	2	6	6	6	6	137	63.5
83097202…	169414	0	256	0	0	0	0	0	0	5	543	139.2
45618005…	287630	0	312	0	0	0	0	0	0	5	477	177.5
12086244…	91540	0	276	0	0	0	0	0	5	5	1725	369.0
87086454…	266064	0	534	0	0	0	0	4	7	7	6569	1044.5
50675787…	51055	0	114	0	0	0	0	0	0	0	589	256.8
10756959…	47476	0	145	0	0	0	0	0	0	0	268	136.2
49456936…	352171	0	478	0	0	0	0	0	0	0	351	136.1
13140290…	80689	0	221	0	0	0	0	0	0	1	233	88.0
79122132…	185434	0	255	0	0	0	0	0	0	0	123	47.3
97519701…	29323	0	85	0	0	0	0	0	0	0	509	179.3
61633146…	123345	0	169	0	0	0	0	0	0	0	375	202.5
21282305…	43913	0	162	0	0	0	0	0	0	0	538	158.1
22723395…	383444	0	528	0	0	0	0	0	7	7	490	320.5
41600014…	279163	0	551	0	0	0	0	0	0	5	699	188.4
66605937…	121063	0	175	0	0	0	0	0	0	0	319	126.0
94927027…	287121	0	474	0	0	0	5	5	5	5	670	120.3
33431883…	308988	0	581	0	0	0	0	0	43	43	840	536.6
19334427…	558608	0	498	0	0	0	4	4	4	4	64	22.2
10888161…	170486	0	402	0	0	0	0	4	4	4	140	58.1
65627815…	248123	0	492	0	0	0	0	0	0	0	225	111.9
11086267…	48449	0	126	0	0	0	0	0	0	0	47	47.0
18645705…	179796	0	420	0	0	0	15	15	15	15	1125	411.3
95690716…	215353	0	504	0	0	0	0	0	0	5	30	19.0
67218219…	275514	0	581	0	0	0	5	30	30	30	9	5.3

Aggregate across all 4259 assets

price ≤	total fillable asset-seconds	asset-hours	assets ever fillable	%
0.93	26	0.0	21	0.5%
0.94	26	0.0	26	0.6%
0.95	37	0.0	30	0.7%
0.96	74	0.0	39	0.9%
0.97	316	0.1	68	1.6%
0.98	662	0.2	91	2.1%
0.99	940	0.3	126	3.0%

Depth distribution at price ≤ 0.95 over all sample points

Total sample points: 34036133

range (shares)	count	%
[0, 1)	34034459	100.00%
[1, 5)	0	0.00%
[5, 10)	6	0.00%
[10, 50)	20	0.00%
[50, 100)	16	0.00%
[100, 500)	661	0.00%
[500, 1000)	471	0.00%
≥ 1000	500	0.00%