Price and volume
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Spread
23.40 bps
Best bid / ask
294.5 / 295.19
Depth ±100 bps
$162K
Imbalance ±100 bps
-0.096
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $58.1K | $15.2K | $73.4K | 0.585 |
| ±100 bps | $73.2K | $88.7K | $162K | -0.096 |
| ±200 bps | $103K | $98.7K | $202K | 0.022 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 294.5 | 60.9000 | $17.9K | $17.9K | 1 |
| 294.47 | 0.6700 | $197.29 | $18.1K | 1 |
| 294.0 | 119.1000 | $35.0K | $53.1K | 1 |
| 293.41 | 17.0400 | $5.00K | $58.1K | 1 |
| 293.28 | 0.0600 | $17.60 | $58.2K | 1 |
| 34.2700 |
| $10.0K |
| $68.2K |
| 1 |
| 291.94 | 17.1200 | $5.00K | $73.2K | 1 |
| 291.81 | 0.0600 | $17.51 | $73.2K | 1 |
| 291.71 | 68.7300 | $20.0K | $93.3K | 1 |
| 290.48 | 17.2100 | $5.00K | $98.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 295.19 | 34.0400 | $10.0K | $10.0K | 1 |
| 296.06 | 16.8800 | $5.00K | $15.0K | 1 |
| 296.07 | 0.6700 | $198.37 | $15.2K | 1 |
| 296.43 | 60.9000 | $18.1K | $33.3K | 1 |
| 296.66 | 67.5800 | $20.0K | $53.3K | 1 |
| 296.77 | 0.0600 | $17.81 | $53.4K | 1 |
| 296.99 | 119.1000 | $35.4K | $88.7K | 1 |
| 298.0 | 16.7700 | $5.00K | $93.7K | 1 |
| 299.49 | 16.6900 | $5.00K | $98.7K | 1 |
| 300.99 | 16.6100 | $5.00K | $104K | 1 |