Polymarket books that could fill 10,000 contracts: 64%

Vultax walked the displayed asks in 10,282 order-book snapshots at three order sizes. 100 contracts fit almost every book. 10,000 fit 64% of Polymarket books at a median 0.25¢ above the best ask, and 57% of Kalshi books at 15.38¢ above it.

- Kalshi books that could fill 10,000 contracts: 57%
- Median cost above the best ask at 10,000 contracts: 0.25¢ vs 15.38¢
- Order books walked: 10,282

Observed 2026-09-17 to 2026-09-18, population: 2,701 Polymarket order-book snapshots with a positive, uncrossed bid and a best ask between 10¢ and 90¢.

Study: https://vultax.com/research/prediction-market-order-size-depth-audit
Markdown: https://vultax.com/research/prediction-market-order-size-depth-audit.md
Data: https://vultax.com/research/prediction-market-order-size-depth-audit/data.json
Share card: https://vultax.com/og/article/research/prediction-market-order-size-depth-audit
Live screen: https://app.vultax.com/analytics/markets

Vultax Research, Polymarket and Kalshi Order Book Depth: 10,000 Contracts Fit 64% and 57% of Books, 2026-09-20, https://vultax.com/research/prediction-market-order-size-depth-audit