Harvester ASK-side depth analysis

Session: 1778073881466125560-directional | Reference threshold: 0.95 | Min fill size: 5 shares

Source: 1292 unique assets, 10522205 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
38106234…	109157	0	165	0	0	11	11	11	11	11	401	147.3
14173913…	57415	0	213	0	0	9	9	9	9	15	11	10.6
61040724…	25776	0	213	0	0	0	0	0	0	2	1266	979.6
80645936…	80979	0	214	0	0	0	13	15	15	15	417	259.4
91556761…	34808	0	99	0	0	0	0	0	0	0	984	246.5
76965150…	121430	0	207	0	0	0	0	30	30	30	229	198.7
45429728…	4310	0	90	0	0	0	0	0	0	0	56783	9718.1
12156227…	51526	0	164	0	0	0	0	0	0	0	308	80.2
13489077…	77391	0	116	0	0	0	0	0	0	0	115	83.1
94095147…	36471	0	99	0	0	0	0	0	0	0	38	38.0
0x6a72a5…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0xf3996e…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0xba718a…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0x471606…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0x0a98a3…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0x65b636…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0xcde173…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0x2cb4bc…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0x3d1af1…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0x04bef0…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0x5eeff2…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0xd034d4…	1	0	0	0	0	0	0	0	0	0	-0	0.0
84321736…	91807	0	214	0	0	0	0	16	16	16	-0	0.0
91785811…	43286	0	197	0	0	0	0	0	0	2	-0	0.0
0x33bd89…	1	0	0	0	0	0	0	0	0	0	-0	0.0
75440445…	1121	0	180	0	0	0	0	0	0	24	-0	0.0
0x1a1ea3…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0xe266e1…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0x064133…	1	0	0	0	0	0	0	0	0	0	-0	0.0
0xc64271…	1	0	0	0	0	0	0	0	0	0	-0	0.0

Aggregate across all 1292 assets

price ≤	total fillable asset-seconds	asset-hours	assets ever fillable	%
0.93	0	0.0	5	0.4%
0.94	0	0.0	5	0.4%
0.95	21	0.0	10	0.8%
0.96	56	0.0	20	1.5%
0.97	337	0.1	44	3.4%
0.98	789	0.2	72	5.6%
0.99	1180	0.3	96	7.4%

Depth distribution at price ≤ 0.95 over all sample points

Total sample points: 10522205

range (shares)	count	%
[0, 1)	10521929	100.00%
[1, 5)	0	0.00%
[5, 10)	0	0.00%
[10, 50)	11	0.00%
[50, 100)	1	0.00%
[100, 500)	135	0.00%
[500, 1000)	13	0.00%
≥ 1000	116	0.00%