Unique Aurora | UA-RN-2026-01 v2.1 | published 2026-10-01
Observation date shown in supplied images: 2026-09-28.
Research question: how do quoted spreads and displayed first-level quantities correspond in the selected views?
Source: seven Binance QNTUSDT perpetual-market screenshots supplied by the website owner, manually transcribed.
The original images are not distributed or independently authenticated. Source-use and republication terms have not been independently confirmed.
clock: device-clock label; timezone unverified. IDs preserve observation order, not equal time spacing or a validated exchange-event timeline.
last, mark, bid, ask, mid, spread: USDT per QNT, as displayed or derived.
bid_qty, ask_qty: interpreted as QNT under the interface base-asset convention; not reconciled to contract specifications or API records.
S07 quantities: unreadable; empty means missing, never zero.
display_buy_share: percentage bar shown by the app; aggregation scope unknown and not used in first-level imbalance.
mid=(bid+ask)/2; spread=ask-bid; spread_bps=10000*spread/mid.
imbalance=(bid_qty-ask_qty)/(bid_qty+ask_qty), defined for a positive quantity sum; dimensionless, not order-flow imbalance or probability.
last_mark_bps=10000*(last/mark-1); a display-field comparison, not perpetual-to-spot basis.
1 QNT is a common displayed-size benchmark: an aggressive buy is compared with ask quantity and an aggressive sell with bid quantity. This is not an execution simulation.
Cross-field refresh times may differ. Observations are not interpolated or time weighted and are not a representative market sample.
Calculations, input tables and scope are documented in the bilingual HTML data note.