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rubric v1.7.0

Liquidity depth per major asset

Liquid Collective (LsETH)'s assessment for RD-F-065 — scored yellow on the v1.7.0 rubric. The evidence below is the curator's reasoning for this score.

Evidence summary #

Secondary DEX liquidity is structurally thin for the TVS size. CoinGecko reports 24h trading volume of $4,205.85 across all venues (Uniswap V3, Aerodrome SlipStream, Kraken) for a $767M TVS protocol — less than 0.001% of TVS. The LsETH price at $2,724.57 implies a ~25% premium over spot ETH ($2,179.85), correctly reflecting accrued staking rewards in the non-rebasing model. Specific 2%-depth figures for LsETH/ETH pools are not obtainable (Dune 403, JS-rendered pool pages). The institutional distribution model means most LsETH is held in custodian accounts and redeemed natively via RedeemManager (FIFO queue), not via secondary DEX markets. In a stress scenario, secondary market liquidity would be severely insufficient to absorb forced selling at NAV. Yellow: thin secondary market is a structural design feature, not a protocol failure, but creates real exit risk for non-custodian LsETH holders.

Sources #

Methodology #

Measure on-chain liquidity depth for protocol-held assets at 2% and 5% price impact in USD.

See the full factor methodology and distribution across all protocols →

rubric_version v1.7.0 protocol liquid-collective factor RD-F-065 score yellow collected_at 2026-05-16 19:46:23