Price and volume
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Spread
8.20 bps
Best bid / ask
4.875 / 4.879
Depth ±100 bps
$70.7K
Imbalance ±100 bps
0.118
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $22.1K | $568.02 | $22.6K | 0.950 |
| ±50 bps | $27.7K | $23.0K | $50.7K | 0.094 |
| ±100 bps | $39.5K | $31.2K | $70.7K | 0.118 |
| ±200 bps | $198K | $31.5K | $229K | 0.725 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 4.875 | 102.5000 | $499.69 | $499.69 | 1 |
| 4.8744 | 26.2000 | $127.71 | $627.40 | 1 |
| 4.8743 | 4.1000 | $19.98 | $647.38 | 1 |
| 4.873 | 88.9000 | $433.21 | $1.08K | 1 |
| 4.8725 | 4,309.8000 | $21.0K | $22.1K | 1 |
| 34.0000 |
| $165.56 |
| $22.2K |
| 1 |
| 4.8646 | 31.4000 | $152.75 | $22.4K | 1 |
| 4.8598 | 34.0000 | $165.23 | $22.6K | 1 |
| 4.857 | 1,029.4000 | $5.00K | $27.6K | 1 |
| 4.8549 | 34.0000 | $165.07 | $27.7K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 4.879 | 10.0000 | $48.79 | $48.79 | 1 |
| 4.8799 | 102.4000 | $499.70 | $548.49 | 1 |
| 4.8818 | 4.0000 | $19.53 | $568.02 | 1 |
| 4.8819 | 98.1000 | $478.91 | $1.05K | 1 |
| 4.8824 | 4,301.2000 | $21.0K | $22.0K | 1 |
| 4.8841 | 34.0000 | $166.06 | $22.2K | 1 |
| 4.8842 | 4.0000 | $19.54 | $22.2K | 1 |
| 4.889 | 34.0000 | $166.23 | $22.4K | 1 |
| 4.89 | 21.8000 | $106.60 | $22.5K | 1 |
| 4.8939 | 34.0000 | $166.39 | $22.7K | 1 |