Here is more details:
1) Volume of 10 BTC:
arbitrage opportunity in orderbooks (MKT Price %) - 14.109 %
arbitrage realized in trades (VWAP Traded %) - 14.337%
2) Volume of 10 BTC
arbitrage opportunity in orderbooks (MKT Price %) - 14.451 %
arbitrage realized in trades (VWAP Traded %) - 14.522%
2) Volume of 100 BTC
arbitrage opportunity in orderbooks (MKT Price %) - 14.157 %
arbitrage realized in trades (VWAP Traded %) - 14.523%
Interesting that there are also both 1000 BTC Volume and 10000 BTC Volume arbitrage percent visible.
Although MKT Price arbitrage is less than 12% for 1000 BTC Volume.
And for 10000 BTC Volume it even negative for half of last 24hours.
While realized arbitrage in trades shows significant percent for 1000 and 10000 BTC Volume. As high as 14.025 %.
Interesting...