Daily Microstructure Brief — Tuesday, 2 June 2026

━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DAILY MICROSTRUCTURE BRIEF 2026-06-02 · Tuesday · covers prior 24h UTC · peak window 13:00-16:00 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ okx→cryptocom (DOT/USDT) set a seven-day high on executability. TOP ROUTES (by executability) 1. okx→cryptocom (DOT/USDT) Median spread 0.016% · half-life 336ms · survival @1s: 11.4% · executability 2.9% 2. okx→cryptocom (BTC/USD) Median spread 0.006% · half-life 1328ms · survival @1s: 64.3% · executability 0.1% 3. okx→cryptocom (XRP/USD) Median spread 0.01% · half-life 1105ms · survival @500ms: 52.8% · executability 0.1% Cited data: 5937 samples across 3 routes, prior 24h UTC. SPREAD DECAY Median half-life across all routes: 1609ms. Survival @ T+1s: 79.3% of 473029 samples. Spreads > 0.40% decayed to below fee floor within 0ms median (0 samples). Decay profiles consistent with 7-day norms. BEST EXECUTION WINDOW 03:00-04:00 UTC (11:00-12:00 SGT) — 82.8% of samples survived to T+500ms above fee floor. at the 24h average. Second: 10:00-11:00 UTC — 82.3% survival. EXCHANGE BEHAVIOUR No exchange state transitions across the 24-hour window. VS YESTERDAY Samples: 473029 (-206494) Top route: okx→cryptocom (DOT/USDT) median spread 0.016% Survival @1s: 79.3% (-800bps vs yesterday) Median spread: 0.024% (+1bps vs yesterday) CONSTRAINTS ON THIS DATA Spread persistence varies materially by route and hour of day. High-spread events (>0.40%) decay faster than the median. Results describe the prior 24h only — not predictive. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Bot activity — not financial advice. Every signal blockchain-verified: proofsystems.ai/signals Full archive: proofsystems.ai/brief ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━