Price and volume
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TidePerpSpread
3.44 bps
Best bid / ask
20.32 / 20.327
Depth ±100 bps
$48.5K
Imbalance ±100 bps
-0.410
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $6.48K | $14.5K | $21.0K | -0.383 |
| ±50 bps | $14.3K | $34.2K | $48.5K | -0.410 |
| ±100 bps | $14.3K | $34.2K | $48.5K | -0.410 |
| ±200 bps | $14.3K | $34.2K | $48.5K | -0.410 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 20.32 | 20.1600 | $409.65 | $409.65 | 1 |
| 20.319 | 2.4600 | $49.98 | $459.64 | 1 |
| 20.318 | 14.7600 | $299.89 | $759.53 | 1 |
| 20.316 | 34.8400 | $707.81 | $1.47K | 1 |
| 20.313 | 11.3200 | $229.94 | $1.70K | 2 |
| 19.6900 |
| $399.94 |
| $2.10K |
| 1 |
| 20.311 | 11.9900 | $243.53 | $2.34K | 2 |
| 20.31 | 2.4600 | $49.96 | $2.39K | 1 |
| 20.309 | 19.7000 | $400.09 | $2.79K | 1 |
| 20.308 | 24.5800 | $499.17 | $3.29K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 20.327 | 72.9300 | $1.48K | $1.48K | 1 |
| 20.331 | 40.1500 | $816.29 | $2.30K | 3 |
| 20.332 | 427.6700 | $8.70K | $11.0K | 1 |
| 20.333 | 10.7900 | $219.39 | $11.2K | 1 |
| 20.337 | 19.6700 | $400.03 | $11.6K | 1 |
| 20.338 | 70.8900 | $1.44K | $13.1K | 2 |
| 20.343 | 71.7000 | $1.46K | $14.5K | 2 |
| 20.345 | 117.4000 | $2.39K | $16.9K | 2 |
| 20.346 | 24.5800 | $500.10 | $17.4K | 1 |
| 20.348 | 50.7300 | $1.03K | $18.4K | 3 |