Daily Microstructure Brief — Sunday, 7 June 2026

━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DAILY MICROSTRUCTURE BRIEF 2026-06-07 · Sunday · covers prior 24h UTC · peak window 13:00-16:00 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ kraken→okx (DOT/USDT) topped seven-day executability today. TOP ROUTES (by executability) 1. kraken→okx (DOT/USDT) Median spread 0.077% · half-life 1459ms · survival @1s: 71.1% · executability 1.0% 2. cryptocom→okx (LINK/USDT) Median spread 0.025% · half-life 199ms · survival @1s: 6.7% · executability 1.0% 3. cryptocom→okx (LTC/USD) Median spread 0.011% · half-life 703ms · survival @500ms: 32.3% · executability 0.5% Cited data: 488 samples across 3 routes, prior 24h UTC. SPREAD DECAY Median half-life across all routes: 1391ms. Survival @ T+1s: 68.6% of 879142 samples. Spreads > 0.40% decayed to below fee floor within 1453ms median (17 samples). Half-lives tracked 7-day baselines today. BEST EXECUTION WINDOW 21:00-22:00 UTC (05:00-06:00 SGT) — 78.4% of samples survived to T+500ms above fee floor. 1.1x the 24h average. Second: 23:00-00:00 UTC — 76.1% survival. EXCHANGE BEHAVIOUR No exchange state transitions across the 24-hour window. VS YESTERDAY Samples: 879142 (+723746) Top route: kraken→okx (DOT/USDT) median spread 0.077% Survival @1s: 68.6% (+400bps vs yesterday) Median spread: 0.025% (-2bps 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 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━