Polymarket Best Bid Ask History Dataset
Use Polymarket best bid and ask history to measure spread, liquidity timing, entry costs, and execution quality across resolved markets.
Polymarket best bid ask history is a compact way to study spread and execution quality. It is less detailed than full depth, but it is often enough to screen markets and detect when trading conditions changed.
What BBO History Shows
- Best bid over time
- Best ask over time
- Bid-ask spread
- Mid price movement
- Liquidity timing around market close
When Full Depth Is Better
Best bid/ask data is useful for spread screening. Full depth is better when you need to simulate fills, estimate slippage, or size larger orders.