http://bitcoin-analytics.com offers realtime charts for both order books and actual trades.
The system consolidates data to get the big picture:
1) It consolidates small trades in time, so you can see the how a particular trade moves the resulting "real" execution price.
2) It consolidates small orders in orderbooks - so you can see the resulting "real" offer
3) It visualizes time between trades - so you can estimate how long will it take for a small exchange to execute your trade
4) Trade prices, order books and time between trades are consolidated between exchanges, so you can see, for example, the best execution price for a block trade of 10000 BTC across all USD exchanges.
All data are separated into "bid" and "ask" sides to provide more details.
Charts are adjusted for desired trade volume when it makes sense. Let you, for example, want to trade 1000 BTC. Then price impact of one order of 20 BTC is small. However, the price impact of 100 orders 20 BTC each is large. If you want to trade a smaller amount, say 5 BTC, then small orders have a bigger impact.
The system takes this effect into account - so 3 of the 5 charts for each exchange can be adjusted for trades of 10, 100, 1000, 10000 or 100000 BTC. We figured out that this granularity is enough. Finer adjustments don't provide with better insights as charts weighted for 10 and 15 BTC are similar. However, 10 and 1000 differ a lot.
You can read more about how our charts are calculated and how they can help taking trade decisions on 'Why' tab and its sub-tabs.
Consolidated view adjusted for volume of 1000 BTC is free. Full access requires a subscription for 0.3 BTC a month or 0.5 BTC for two months. You can enable subscription for just 24h for 0.05 BTC.
My co-founder and I believe that micro-payments are the only fair business model. We wanted 0.1 BTC or less initially, but taking in account small potential user base, that won't be enough to buy us a pizza and coke off the earnings.
Bitcoin enforces financial freedom, and we think that affordable micro-payments without government interference are the key to large scale Bitcoin success. Asking for donations is a manifestation of weakness - it would mean we don't believe that our own product is useful for other people and that most of our clients will reward us voluntarily. Advertisements would mean that our visitors pay indirectly, by being conditioned into buying other goods and services and by disclosing their private habits to advertisement agencies. Conditioning and violation of privacy are against freedom so they are against Bitcoin so they are bad.
Seemingly free services always have hidden cost. For example, welfare and pensions mean that you rob your own children, as they will have to pay for them in the future. We want our visitors to pay directly and voluntarily, without hidden costs of any kind. If you only use a free part of our service - you don't pay.
You can still help us by spreading the word - use 'Social' tab to like, tweet, reddit, digg us. We are proud to be a part of Bitcoin economy - so help it grow. We plan to add more gadgets to the tab over time.
But if you find our work worthwhile - think of your subscription fee as buying us a slice of pizza and a coke every month to encourage us, so we can innovate freely and don't have to work for corporations or be tiny parts in state bureaucracy machines. There are not many Bitcoin users yet, we won't buy ourselves yachts and mansions - we only want feel the support and excitement of doing something that brings mankind closer to the free Bitcoin-based society.
Here is what you get with subscription:
Charts for today for btc-e and 100 BTC. You can also see all volume and exchange selectors enabled:
{image disabled}
A pattern in orderboooks on cryptox, probably caused by trading bots constantly changing their order price:
{image disabled}
Sparse activity on btcex. It took 16 hours to sell 100 BTC there, but buying activity of liquidity demanders is stronger:
{image disabled}
