This endpoint returns raw order book used to calculate our aggregations, alongside the aggregations:
Market Depth - provides insight into the "depth" of an exchange's order book by aggregating the volume of bids and asks within 0-10% of the best bid or ask, respectively. A higher volume of bids and asks at each level implies more liquidity.
Price Slippage - calculates the potential slippage for a market buy order if it were placed at the time the Order Book Snapshot was taken.
Bid-ask Spread - The bid-ask spread is the difference between the highest price that a buyer is willing to pay for an asset (the bid) and the lowest price that a seller is willing to accept (the ask). A smaller spread implies more liquidity.