Independent Research Details Liquidity Conditions in Bitget UEX’s Tokenized Equity and Gold Perpetual Markets

[PRESS RELEASE – VICTORIA, SEYCHELLES, August 27th, 2026] Independent research published by digital-asset analytics firm Block Scholes measured order-book depth, spreads, and slippage across four tokenized real-world-asset (RWA) perpetual futures contracts listed on Bitget’s Universal Exchange (UEX) platform, finding that resting liquidity on the exchange’s Nvidia-tracking contract reached roughly three-quarters of the depth available on Bitget’s own BTC/USDT spot market by mid-May 2026.

The study, published by Block Scholes on June 15, 2026, examined four USDT-margined perpetual contracts that track the price of traditional assets — gold (XAU-USDT), the SPDR S&P 500 ETF (SPY-USDT), Nvidia stock (NVDA-USDT), and the Invesco QQQ Nasdaq-100 ETF (QQQ-USDT).

These are derivative contracts that give traders synthetic price exposure to the underlying asset; they do not confer equity ownership, dividends, or voting rights in the referenced companies or funds. Using order-book snapshots roughly one hour into the U.S.

equity session on May 18, 2026, Block Scholes recorded top-of-book spreads of approximately 0.02 basis points on the gold contract, 0.14 basis points on both the SPY and QQQ contracts, and 0.44 basis points on the NVDA contract — meaning less than half a basis point separated the best bid and best ask on three of the four instruments at that point in time.