Build a swap-size sensitivity table from comparable quotes

A swap-size sensitivity table shows how execution changes as the requested amount rises. Build it from comparable quotes, then calculate net results for each size. Do not multiply one small quote by ten and label the result a quote for ten times the amount.

Construct a small matrix

The following numbers are hypothetical, with both assets valued at one dollar for comparison:

The middle size has the lowest modeled percentage cost. Fixed-cost dilution helps between the first two rows; poorer execution dominates the final row. This shape is an example, not an observed market pattern.

Control what changes

Keep token contracts, direction, network, quote conditions and timing consistent. Record the selected route for each size because a route switch can explain a change in the curve. Pool execution depends on available liquidity at the traversed prices, so size is an economically meaningful input.

Interpret the rows conservatively

Each row is an alternative requested trade, not necessarily one segment of a sequence. Executing the first row changes the state before the next row could execute. A sum of independent quotes therefore does not automatically represent a feasible split execution.

Use the table to identify where more inspection is needed: a sudden deterioration, a route change, or a network-cost jump. Then obtain a fresh quote for the actual intended size. The table helps evaluate a chosen cost budget; it does not select a universally optimal trade size or forecast future liquidity.