Liquidity, engineered.
Continuous two-sided markets for assets listed on Netosom — inventory-aware quoting, hard risk limits, and liquidity figures you can check yourself, published live below.
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- markets quoted two-sided
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- median quoted spread
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- resting depth within ±2%
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- median quoting uptime
Tight books. Bounded risk.
Continuous two-sided quotes
A ladder of bids and asks around fair value on every market we make, refreshed every few seconds. Spread, depth and level spacing are set per asset.
Inventory-aware
As inventory builds, quotes skew to work it back down, so the book leans toward balance instead of accumulating one-way risk.
Hard limits, not hopes
Every market has an inventory cap. At the cap the side that would add to it stops quoting — and a single switch halts every market at once.
Measured in public
Spread, depth and quoting uptime for every market are published live on this page, straight from the order book. No slideware.
Every market, right now.
Read straight from the Netosom order book every few seconds. Depth counts all resting orders within 2% of mid, in naira.
| Market | Spread | Depth ±2% | Levels / side | Uptime | Status |
|---|---|---|---|---|---|
| Connecting to the order book… | |||||
Talk to the desk.
- 1Tell us about the assetWhat it is, where it trades today, and the inventory you can commit.
- 2We size the strategySpread, depth, level spacing and an inventory cap matched to the asset's volatility.
- 3Go live on NetosomQuotes start on the Netosom book the day the market lists.
- 4Watch it in publicThe same live figures on this page, for your market, from day one.