Quote
Inside the band. Fees beat the cost of the stock moving.
Market closedpool read 1h agoreal print Thu 3:59 PM ET
pool $917.25+0.26%
real $914.87
$911.47$917.92
Where to quote
$911.47 to $917.92: the real price plus the usual drift each side, on this pool's tick grid (ticks -208200 to -208080).
At today's pool price that is 10% COST and 90% USDG.
Inside the band. Move the range when the real price moves, not when the pool drifts. The drift is the income.
Premium now
+0.26%
usual −0.4% to +0.3%
Reverts in
3 min
23.8 crossings a session
Stock's daily move
0.9%
the cost
Pool's daily move
2.8%
stock plus drift
The tape
since Sun 2:35 AM ET · 764 five-minute candles · studied 1h ago+0.7%+0.3%real−0.3%−0.7%
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
$519
$173k volume × 0.3%
Pool size
$637k
30% a year, pool average
Fee yield, this band
240%
a year in range, 334× vs the pool's 41×
Cost of the stock moving
84%
a year. Fees cover 287% of it.
Volume outside hours
37%
17% while the market is closed
Other pools for COST
Same token against USDG. Sizes are from discovery, not live.
- Uniswap v3 · 1% fee · pool$13.2k size · $1.9k volume 24h · $19 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.