Keyrock SSV Market Making Report (August 21st, 2024 - September 11th, 2024)

SSV Liquidity Report August 21st - September 11th.

Since entering SSV’s markets on August 21st, Keyrock has focused on providing stability and liquidity across both stablecoin and crypto pairs. Our role as a market maker is to ensure deep liquidity and maintain key price levels on both sides of the order book, facilitating smooth execution for market participants. This report outlines our liquidity provision for the SSV token over this period, highlighting key metrics and performance indicators.

General Market Overview:

Keyrock has worked to ensure stable market conditions for SSV, efficiently absorbing large orders while minimizing price impact. The charts below offer an overview of the SSV market during this period, highlighting Keyrock’s key metrics.

SSV Market Overview

Metric 1: Median Depth within Distance from the Mid-Price

The following charts detail the liquidity depth Keyrock provided for SSV-USDT, SSV-BTC, and SSV-ETH pairs over time. Grouped by basis points (bps) from the mid-price, these charts illustrate our ability to maintain consistent liquidity across different trading pairs, with rebalancing occurring quickly after large trades. On average, $100k was placed as orders on both the bid and ask for the SSV-USDT Pair.

Metric 2: Keyrock MarketShare

This metric highlights Keyrock’s share of total SSV trading volume. In multiple instances, Keyrock accounted for a significant portion of the market volume, often contributing to a substantial share of trading activity, providing support during low and high volatility market moves.


Binance USDT Market Share

Metric 3: Keyrock Total Orderbook spread

The following charts display Keyrock’s spread performance for SSV trading pairs, demonstrating our ability to provide competitive bid-ask spreads across different pairs. Despite fluctuations in market depth, Keyrock maintained tight spreads, ensuring efficient trading for market participants. The average spread was around 10bps for the Binance SSV USDT Pair.

Summary:

During the period from August 21st to September 11th, Keyrock consistently provided liquidity, managed large order flows, and maintained competitive spreads across SSV trading pairs. We will continue to provide biweekly updates on our performance to keep the DAO informed of our ongoing progress.

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Great work Keyrock team! Thanks for keeping the market stable and minimizing price impacts, especially during periods of high volatility. Looking forward to more updates!

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