Price and volume
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Spread
14.32 bps
Best bid / ask
21.637 / 21.668
Depth ±100 bps
$124K
Imbalance ±100 bps
-0.163
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $99.53 | $10.1K | $10.1K | -0.980 |
| ±50 bps | $37.0K | $27.9K | $64.9K | 0.141 |
| ±100 bps | $52.1K | $72.3K | $124K | -0.163 |
| ±200 bps | $78.9K | $86.5K | $165K | -0.046 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 21.637 | 4.6000 | $99.53 | $99.53 | 1 |
| 21.628 | 9.2100 | $199.19 | $298.72 | 1 |
| 21.627 | 580.0000 | $12.5K | $12.8K | 1 |
| 21.587 | 1,120.0000 | $24.2K | $37.0K | 1 |
| 21.537 | 466.6300 | $10.0K | $47.1K | 1 |
| 232.6600 |
| $5.00K |
| $52.1K |
| 1 |
| 21.462 | 0.9300 | $19.96 | $52.1K | 1 |
| 21.429 | 935.6400 | $20.0K | $72.1K | 1 |
| 21.378 | 233.8800 | $5.00K | $77.1K | 1 |
| 21.368 | 45.6900 | $976.30 | $78.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 21.668 | 463.8200 | $10.1K | $10.1K | 1 |
| 21.751 | 229.8700 | $5.00K | $15.0K | 1 |
| 21.759 | 589.2200 | $12.8K | $27.9K | 2 |
| 21.776 | 920.7500 | $20.1K | $47.9K | 1 |
| 21.779 | 1,120.0000 | $24.4K | $72.3K | 1 |
| 21.879 | 228.5200 | $5.00K | $77.3K | 1 |
| 21.97 | 44.4400 | $976.35 | $78.3K | 1 |
| 21.989 | 227.3800 | $5.00K | $83.3K | 1 |
| 22.024 | 147.7700 | $3.25K | $86.5K | 1 |
| 22.099 | 263.0500 | $5.81K | $92.4K | 2 |