Efficient Frontier Market Making Weekly Report June 17th 2024

Highlight of the week: Lots of bleeding the market, we’ve seen the biggest outflows (In a week) from Crypto since March 22nd (See last image). The ETH ecosystem has performed relatively well.

On a separate note, EF has improved the SSV markets drastically on ByBit, OKX and Binance (SSV/USDT). We have placed more liquidity closer to the mid-price and our traded volume relative to market share is higher.

  • Binance , Market share = 5% up from 0.7%
  • ByBit Market share = 9.85% up from 4.73%
  • OKX Market share = 5.31% up from 0.77

The overall crypto market is down 4% in the last 7-days.

  • SSV is 4% up on the week.
  • It is also important to note SSV is up 127% in the last 365 days (As per Coingecko)


A few notes to explain what you are seeing:
• “7d Avg Spread” is the average spread from the best performing spread market (Binance USDT pair).
• “4% Liquidity” is ±2% from midprice liquidity sitting in the books across all exchanges
• In the individual pairs, the “2% Liquidity” is ±1% from the midprice liquidity sitting in that individual pair
*The price movement and comparison can be referenced on CoinGecko under “How does the price performance of SSV Network compare against its peers?” SSV Network Price: SSV Live Price Chart, Market Cap & News Today | CoinGecko

  • the big highlight, as per Efficient Frontier, is that we are a bigger proportion of the traded volume on 3 major markets
  • Binance SSV/USDT $3.9 million worth of SSV traded in the last week,
    Market share = 5% up from 0.7%
  • ByBit SSV/USDT $750k worth of SSV traded in the last week
    Market share = 9.85% up from 4.73%
  • OKX SSV/USDT $2 million worth of SSV traded in the last week.
    Market share = 5.31% up from 0.77%
    Please reference previous weeks reports for comparison on market share

Liquidity Snapshots

  • Below is the average liquidity for the week. 2% = ±1%, 4% = ±2%, 8% = ±4%

Spreads for the previous week.

  • This is the % of time EF kept spreads from bid-ask at 75bps or better.
  • Uptime has improved since the last report.

  • below is a snapshot of Weekly inflows/Outflows in the market

Please follow market spreads either on the exchanges or Coingecko/Coinmarket cap to validate that our spreads are remaining below the agreed upon KPI

This does not include liquidity & trading in the V3 pool
Our aim is to continue to incentive volume and sustained trading health in the SSV market while remaining as transparent as we can with community members

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