Price and volume
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TidePerpSpread
7.45 bps
Best bid / ask
60.372 / 60.417
Depth ±100 bps
$926K
Imbalance ±100 bps
0.018
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $31.4K | $12.1K | $43.5K | 0.444 |
| ±50 bps | $304K | $285K | $589K | 0.031 |
| ±100 bps | $471K | $455K | $926K | 0.018 |
| ±200 bps | $534K | $519K | $1.05M | 0.015 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 60.372 | 260.0000 | $15.7K | $15.7K | 1 |
| 60.371 | 260.0000 | $15.7K | $31.4K | 1 |
| 60.316 | 1,990.0000 | $120K | $151K | 1 |
| 60.284 | 266.0000 | $16.0K | $167K | 1 |
| 60.226 | 997.0000 | $60.0K | $228K | 1 |
| 266.0000 |
| $16.0K |
| $244K |
| 1 |
| 60.135 | 999.0000 | $60.1K | $304K | 1 |
| 60.042 | 267.0000 | $16.0K | $320K | 1 |
| 59.954 | 1,000.0000 | $60.0K | $380K | 1 |
| 59.922 | 267.0000 | $16.0K | $396K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 60.417 | 200.0000 | $12.1K | $12.1K | 1 |
| 60.472 | 1,990.0000 | $120K | $132K | 1 |
| 60.5 | 265.0000 | $16.0K | $148K | 1 |
| 60.563 | 995.0000 | $60.3K | $209K | 1 |
| 60.621 | 265.0000 | $16.1K | $225K | 1 |
| 60.653 | 995.0000 | $60.3K | $285K | 1 |
| 60.742 | 265.0000 | $16.1K | $301K | 1 |
| 60.835 | 995.0000 | $60.5K | $362K | 1 |
| 60.863 | 265.0000 | $16.1K | $378K | 1 |
| 60.984 | 265.0000 | $16.2K | $394K | 1 |