Daily Microstructure Brief — Saturday, 13 June 2026

━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DAILY MICROSTRUCTURE BRIEF 2026-06-13 · Saturday · covers prior 24h UTC · peak window 13:00-16:00 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ okx→cryptocom (ADA/USDT) leads executability today, past kraken→okx (DOT/USDT). TOP ROUTES (by executability) 1. okx→cryptocom (ADA/USDT) Median spread 0.016% · half-life 514ms · survival @1s: 21.3% · executability 0.8% 2. okx→cryptocom (DOGE/USD) Median spread 0.007% · half-life 933ms · survival @1s: 45.0% · executability 0.1% 3. okx→cryptocom (LTC/USDT) Median spread 0.007% · half-life 818ms · survival @500ms: 39.3% · executability 0.1% Cited data: 4329 samples across 3 routes, prior 24h UTC. SPREAD DECAY Median half-life across all routes: 1491ms. Survival @ T+1s: 73.4% of 493701 samples. Spreads > 0.40% decayed to below fee floor within 1509ms median (15 samples). Half-lives tracked 7-day baselines today. BEST EXECUTION WINDOW 21:00-22:00 UTC (05:00-06:00 SGT) — 83.1% of samples survived to T+500ms above fee floor. 1.1x the 24h average. Second: 23:00-00:00 UTC — 81.3% survival. EXCHANGE BEHAVIOUR No exchange-level incidents recorded in 24h. VS YESTERDAY Samples: 493701 (-18352) Top route: okx→cryptocom (ADA/USDT) median spread 0.016% Survival @1s: 73.4% (+20bps vs yesterday) Median spread: 0.018% (-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 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━