| Market Reports

Kraken Daily Market Report for October 05 2020

Overview


  • Total futures notional at $95.1 million; with $37.5 million and $23.5 million in XBT/USD and XRP/USD perpetuals, respectively.
  • Total spot trading volume at $150.6 million – Bitcoin declined early in the day, but rallied to close +1.1% over USD.
  • EUR/USD closed the day up almost 60 bps, this in turn caused the returns of most coins over USD to be approximately 60 bps higher than the returns over EUR.
  • Curve DAO continues its decline, down another 9.7% today. Meanwhile, it was a good day for StorJ (+7.8%) and Monero (+6.9%).

October 05, 2020 
 $150.6M traded across all markets today
 Crypto, EUR, USD, JPY, CAD, GBP, CHF, AUD 
XBT 
$10792. 
↑1.1% 
$78.9M
USDT 
$1.0002 
↓0.01% 
$29.6M
ETH 
$353.53 
↑0.3% 
$14.1M
XRP 
$0.2503 
↑0.9% 
$5.67M
LINK 
$9.6211 
↑2.4% 
$5.44M
USDC 
$1.0002 
↑0.01% 
$2.76M
XMR 
$112.79 
↑6.9% 
$2.29M
DOT 
$4.1614 
↓0.29% 
$2.14M
XTZ 
$2.1439 
↑1.5% 
$1.41M
ETC 
$5.7579 
↓0.13% 
$1.32M
LTC 
$46.350 
↓0.8% 
$1.19M
ADA 
$0.0976 
↑0.8% 
$1.1M
BCH 
$221.79 
↑0.3% 
$942K
OXT 
$0.2686 
↑0.9% 
$768K
ATOM 
$5.3689 
↑0.7% 
$715K
OMG 
$3.8066 
↑4.8% 
$661K
DAI 
$1.0121 
↑0.26% 
$506K
ZEC 
$65.735 
↑4.1% 
$366K
ALGO 
$0.3183 
↑2.0% 
$316K
TRX 
$0.0264 
↑0.1% 
$300K
CRV 
$0.6299 
↓9.7% 
$247K
XLM 
$0.0732 
↑0.6% 
$240K
WAVES 
$2.3583 
↓0.7% 
$225K
PAXG 
$1922.7 
↑0.6% 
$205K
BAT 
$0.2216 
↓0.7% 
$196K
REP 
$14.239 
↑2.7% 
$178K
STORJ 
$0.5015 
↑7.8% 
$138K
GNO 
$42.885 
↑4.4% 
$119K
EOS 
$2.5271 
↑0.3% 
$116K
DASH 
$67.105 
↑1.0% 
$116K
COMP 
$121.81 
↑2.0% 
$105K
ICX 
$0.3942 
↓0.08% 
$103K
NANO 
$0.7638 
↓0.6% 
$101K
SC 
$0.0028 
↑2.5% 
$99.1K
KAVA 
$2.1492 
↑4.7% 
$95.9K
BAL 
$15.975 
↓2.1% 
$90.1K
MLN 
$26.75 
↑0.4% 
$69.8K
KNC 
$0.9235 
↓0.16% 
$67.7K
SNX 
$4.1899 
↓4.3% 
$65.7K
QTUM 
$2.3036 
↓0.08% 
$44.5K
XDG 
$0.0026 
↓0.7% 
$42.4K
LSK 
$1.1117 
↓1.3% 
$41.6K
KSM 
$31.689 
↓0.8% 
$37.8K
REPV2 
$14.061 
↑0.9% 
$12.9K



#####################. Trading Volume by Asset. ##########################################

Trading Volume by Asset


The figures below break down the trading volume of the largest, mid-size, and smallest assets. Cryptos are in purple, fiats are in blue. For each asset, the chart contains the daily trading volume in USD, and the percentage of the total trading volume. The percentages for fiats and cryptos are treated separately, so that they both add up to 100%.

Figure 1: Largest trading assets: trading volume (measured in USD) and its percentage of the total trading volume (October 05 2020)



Figure 2: Mid-size trading assets: (measured in USD) (October 05 2020)



Figure 3: Smallest trading assets: (measured in USD) (October 05 2020)



#####################. Spread %. ##########################################

Spread %


Spread percentage is the width of the bid/ask spread divided by the bid/ask midpoint. The values are generated by taking the median spread percentage over each minute, then the average of the medians over the day.

Figure 4: Average spread % by pair (October 05 2020)



.


#########. Returns and Volume ############################################

Returns and Volume


Figure 5: Returns of the four highest volume pairs (October 05 2020)


Figure 6: Volume of the major currencies and an average line that fits the data to a sinusoidal curve to show the daily volume highs and lows (October 05 2020)



###########. Daily Returns. #################################################

Daily Returns %


Figure 7: Returns over USD and XBT. Relative volume and return size is indicated by the size of the font. (October 05 2020)



###########. Disclaimer #################################################

The values generated in this report are from public market data distributed from Kraken WebSockets api. The total volumes and returns are calculated over the reporting day using UTC time.