Crypto price spreads across exchanges today

Current source-backed snapshot

This page compares current USD-like spot prices for Binance-anchored liquid crypto assets across Binance, Coinbase, OKX and MEXC. It reports the highest and lowest named venue, gross percentage difference, median observed price, quote mix and combined reported volume. The result is a price-dispersion scanner—not an executable arbitrage leaderboard.

Input documentation: Binance Spot API · Coinbase Advanced Trade market data · OKX market data · MEXC Spot API

Observation window: Current price dispersion with all included venue observations no more than 60 seconds apart

Calculation cadence: Auto-refresh about every 60 seconds

Calculation version: cross-exchange-spot-spread-aligned-2.0

Download current dataset: JSON · CSV Raw values retain the dataset's published precision. Free fair-use limit: 60 requests per minute per IP, shared across all Research JSON and CSV endpoints.

Current source health

• binance: live; last success 2026-09-13 15:41:04 UTC
• coinbase directory: live; last success 2026-09-13 15:40:32 UTC
• okx market: live; last success 2026-09-13 15:41:05 UTC
• mexc market: live; last success 2026-09-13 15:41:05 UTC

Rows spanning more than 60 seconds are excluded rather than ranked. Included USD, USDT and USDC observations still exclude fees, order-book depth, withdrawal status, transfer time and stablecoin basis; the gross spread is not an executable arbitrage return.

How to read this page

• Read venue count and quote mix before focusing on the spread.
• A USD-versus-USDT difference can reflect quote basis rather than the crypto asset.
• Use reported volume only as scale context; execution requires live order books.
• A large last-price difference can disappear before funds or collateral can move.

What can this page tell you quickly?

Best for

Finding time-aligned venue prices that deserve execution-level verification.

Venues

Binance, Coinbase, OKX and MEXC spot, with at most a 60-second span per row.

Ranking

Top 40 aligned assets by gross price dispersion, venue count and reported scale.

Do not infer

Displayed spread is not net arbitrage profit or a guaranteed fill.

Why can the same crypto asset show different exchange prices?

Exchange books are separate. Order flow, local liquidity, quote currency, market access and update timing can produce temporary price differences. A venue may display a recent last trade while another has already moved.

A difference can also signal a data or identity problem. CoinNudge anchors the universe to eligible Binance crypto assets and rejects extreme mismatches, but the downloadable observations remain necessary for verification.

How does CoinNudge reduce false cross-exchange matches?

Only bases from the current liquid Binance crypto universe enter. Tokenized stocks, tokenized ETFs and stable-value assets removed by the shared asset policy cannot re-enter through another venue. Each comparison uses a USD-like spot market rather than futures or pre-market products.

A 10% anchor-distance guard removes likely ticker collisions or structurally different products. This improves quality but cannot prove contract-address identity across every centralized exchange, so the page avoids an all-assets claim.

What is missing from a real arbitrage calculation?

Net arbitrage requires simultaneous executable bid and ask prices, fees on both venues, available balances, transfer or collateral mechanics and enough depth for the intended size. Last-price dispersion supplies none of those guarantees.

Use this page to decide where to open two order books. Do not multiply the gross spread by position size and call it profit.

When is cross-exchange dispersion still useful?

Persistent dispersion across several refreshes can identify fragmented liquidity, venue-specific demand or operational stress. A short-lived difference may simply reflect update timing.

Combine the observation with order-book liquidity, stablecoin peg context and perpetual basis. Agreement across those pages provides more information than one last-price comparison, without creating a risk-free claim.

What evidence would turn a displayed price difference into an executable spread estimate?

You would need synchronized tradable bid and ask prices for the same asset and size, plus fees and the ability to fund both legs. Last-price dispersion is only a screening observation.

The current table does not certify profitable arbitrage. A ticker match or large displayed percentage alone is insufficient.

• Confirm asset identity and any quote-currency conversion.
• Use the intended buy venue's ask and sell venue's bid with sufficient depth.
• Include fees, transfers or pre-positioned inventory and the time each quote was available.

Verify: Binance Spot API · Coinbase Advanced Trade market data · OKX market data · MEXC Spot API

What is measured, and what is not?

Method and data boundary

CoinNudge starts with crypto-only Binance USDT spot assets above $1 million rolling quote volume, then selects each venue's highest-volume USD, USDT or USDC market for the same base ticker. A venue observation must report at least $100,000 rolling volume and remain within 10% of the Binance anchor. At least two venues must remain. The maximum minus minimum source timestamp must be no more than 60 seconds; otherwise the candidate is rejected and cannot enter Top Spread. For aligned rows, gross spread equals (highest price / lowest price - 1) × 100. The API publishes comparison_timestamp, observation_span_seconds, alignment_pass, candidate count, aligned count, rejection count and the Top 40 display limit.

Rows spanning more than 60 seconds are excluded rather than ranked. Included USD, USDT and USDC observations still use base-ticker identity and exclude fees, executable depth, withdrawal status, transfer time and stablecoin basis; the gross spread is not realizable profit.

Read the complete CoinNudge methodology

Sources and verification

• Binance Spot APILiquid anchor universe and price.
• Coinbase Advanced Trade market dataNamed USD-like spot observations.
• OKX market dataNamed spot observations.
• MEXC Spot APINamed USDT spot observations.

Frequently asked questions

Receive material venue-price gaps in Telegram

Know which exchanges and quotes diverged before opening the relevant order books.