Market Liquidity Depth Sim VWAP & Slippage

Market Ecosystem Presets Select Depth Topology
Limit Order Book Visualization Mid Price: $100.00
Execution Proof & Mechanics Ready
VWAP (Execution)
$100.80
Slippage Amount
$0.30
Price Impact (%)
0.80%
Top Ask Remaining Vol
0
Executed Market Buy Order of 2,500 units against initial top asks ($100.5, $101.0). Fully consumed 1,000 at $100.5 and swept 1,500 from $101.0 level resulting in a Volume-Weighted Average Price of $100.80.
Execute Market Order
2500
Inject Liquidity
Active Depth Queue Price | Vol | Cumulative
Type Price Volume Cum.
Recent Trade Sweeps
BUY 2,500 VWAP $100.80 Impact 0.80%
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