Price and volume
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Spread
7.70 bps
Best bid / ask
5.0619 / 5.0658
Depth ±100 bps
$64.3K
Imbalance ±100 bps
-0.021
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $6.09K | $1.73K | $7.82K | 0.559 |
| ±50 bps | $21.5K | $28.4K | $49.9K | -0.138 |
| ±100 bps | $31.5K | $32.9K | $64.3K | -0.021 |
| ±200 bps | $31.5K | $32.9K | $64.3K | -0.021 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 5.0619 | 73.5800 | $372.45 | $372.45 | 2 |
| 5.0602 | 259.2500 | $1.31K | $1.68K | 2 |
| 5.0599 | 586.1100 | $2.97K | $4.65K | 1 |
| 5.0596 | 285.1400 | $1.44K | $6.09K | 1 |
| 5.0579 | 57.6300 | $291.49 | $6.38K | 1 |
| 586.1100 |
| $2.96K |
| $9.35K |
| 1 |
| 5.0556 | 281.4100 | $1.42K | $10.8K | 2 |
| 5.0518 | 57.6300 | $291.14 | $11.1K | 1 |
| 5.0514 | 285.1400 | $1.44K | $12.5K | 1 |
| 5.0491 | 127.7700 | $645.12 | $13.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 5.0658 | 55.3500 | $280.39 | $280.39 | 2 |
| 5.0677 | 285.1800 | $1.45K | $1.73K | 2 |
| 5.0702 | 285.1400 | $1.45K | $3.17K | 1 |
| 5.0711 | 57.6300 | $292.25 | $3.46K | 1 |
| 5.0712 | 586.1100 | $2.97K | $6.44K | 1 |
| 5.0728 | 288.5300 | $1.46K | $7.90K | 2 |
| 5.0742 | 57.6300 | $292.43 | $8.19K | 1 |
| 5.0744 | 285.1400 | $1.45K | $9.64K | 1 |
| 5.076 | 586.1100 | $2.98K | $12.6K | 1 |
| 5.0782 | 57.6300 | $292.66 | $12.9K | 1 |