Price and volume
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Spread
49.10 bps
Best bid / ask
217.4 / 218.47
Depth ±100 bps
$79.5K
Imbalance ±100 bps
0.063
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $15.9K | $10.9K | $26.8K | 0.186 |
| ±100 bps | $42.3K | $37.3K | $79.5K | 0.063 |
| ±200 bps | $58.4K | $51.0K | $109K | 0.068 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 217.4 | 0.5800 | $126.09 | $126.09 | 1 |
| 217.18 | 0.0900 | $19.55 | $145.64 | 1 |
| 217.06 | 23.0300 | $5.00K | $5.14K | 1 |
| 217.0 | 2.3700 | $514.29 | $5.66K | 1 |
| 216.98 | 46.3100 | $10.0K | $15.7K | 1 |
| 0.9100 |
| $197.34 |
| $15.9K |
| 1 |
| 216.34 | 5.9600 | $1.29K | $17.2K | 1 |
| 216.09 | 0.0900 | $19.45 | $17.2K | 1 |
| 215.97 | 23.1500 | $5.00K | $22.2K | 1 |
| 215.9 | 92.8600 | $20.0K | $42.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 218.47 | 0.5900 | $128.90 | $128.90 | 1 |
| 218.48 | 46.0000 | $10.1K | $10.2K | 1 |
| 218.61 | 2.3500 | $513.73 | $10.7K | 1 |
| 218.67 | 0.0900 | $19.68 | $10.7K | 1 |
| 218.91 | 0.9100 | $199.21 | $10.9K | 1 |
| 219.47 | 5.8700 | $1.29K | $12.2K | 1 |
| 219.56 | 91.3100 | $20.0K | $32.2K | 1 |
| 219.76 | 0.0900 | $19.78 | $32.3K | 1 |
| 219.88 | 22.7300 | $5.00K | $37.3K | 1 |
| 220.91 | 8.8700 | $1.96K | $39.2K | 1 |