Liquidity Is Thinner Than the Order Books Suggest, Data Desk Finds
Depth at the top of book has recovered to pre-drawdown levels. Executable size at two percent from mid has not.
Alistair Kwan
Data Editor
London, United Kingdom · Writing for MyBunnyFarm since 2022
Alistair Kwan runs MyBunnyFarm's data desk, building the datasets behind the newsroom's charts and stress-testing the numbers other people publish. He writes the methodology notes attached to our analytical pieces and holds a master's in statistics.
- Beat
- On-chain data, methodology and market analysis
- Areas of expertise
- On-chain analytics · Data methodology · Liquidity measurement · Statistical modelling
Reports by Alistair Kwan (3)
Intent-Based Trading Concentrates Order Flow in a Handful of Solvers
Users get better prices. Researchers warn the winner-take-most dynamic recreates the intermediary that DEXs were meant to remove.
Difficulty Posts Its Longest Streak of Upward Adjustments on Record
Hashrate keeps arriving despite compressed margins, which the data desk reads as a hardware efficiency story rather than a price bet.