Original exchange data · auto-updated

Live Crypto Perpetual Spreads: MEXC vs Binance

Real bid-ask spreads on USDT-margined perpetual futures, refreshed automatically.

Last updated: 2026-07-01 19:12 UTC · 9/9 pairs live on both venues

MEXC USDT-M perpetual Binance USD-M perpetual Spread = (ask − bid) / mid × 10,000 (basis points). Lower = tighter = cheaper to trade.

Pair	Mid price	MEXC spread (bps)	Binance spread (bps)	Tighter	MEXC typical (bps)
BTCBTC/USDT perp	60,239.95	0.017	0.017	Tie	0.017
ETHETH/USDT perp	1,620.76	0.062	0.062	Tie	0.064
SOLSOL/USDT perp	77.3950	1.292	1.292	Tie	1.361
XRPXRP/USDT perp	1.0633	0.940	0.940	Tie	0.961
BNBBNB/USDT perp	554.40	3.607	0.181	Binance tighter	1.828
DOGEDOGE/USDT perp	0.073295	1.364	1.364	Tie	1.389
ADAADA/USDT perp	0.154650	6.466	6.466	Tie	6.932
LINKLINK/USDT perp	7.3805	1.355	1.355	Tie	1.392
AVAXAVAX/USDT perp	6.7185	1.488	1.488	Tie	1.529

What this page shows

For each major USDT-margined perpetual futures contract, this page shows the current top-of-book bid–ask spread on MEXC and Binance, the mid price, and which venue is tighter right now. A tighter spread means lower implicit cost when you enter or exit a position, so the same trade is cheaper on whichever venue wins the row.

The spread in basis points (bps) is venue-comparable: it normalises by price, so a 0.5 bps BTC spread and a 0.5 bps SOL spread cost the same in percentage terms. 1 bps = 0.01%.

Why these numbers are not the usual SEO filler

The live column is a real order-book snapshot pulled directly from each exchange's public API at page-generation time. The “MEXC typical” column is computed from our own depth-10 order-book recorder, which samples the full MEXC book roughly every 12 seconds and stores it on disk. That is original microstructure data — not a scrape of someone else's table.

Methodology

Live spread: best bid and best ask from each exchange's public order-book endpoint, captured at the timestamp shown above.
Typical (median) spread: median top-of-book spread over the most recent recorded session from our self-hosted L2 recorder (12 s cadence, depth 10).
Tighter: whichever venue has the smaller live spread for that pair.
Refresh: regenerated automatically on a schedule; check the timestamp.

FAQ

Does a tighter spread always mean a better venue? No — spread is one cost component. Taker/maker fees, funding rates, depth beyond the top of book, and slippage on larger size all matter. This page isolates the top-of-book spread because it is the most directly comparable, real-time liquidity signal.

How often does it update? The timestamp at the top reflects the last snapshot. The live numbers move continuously; the page captures a recent moment.

Is this trading advice? No. This is published market-structure data for informational and educational use. Do your own research.