Price and volume
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Spread
0.76 bps
Best bid / ask
132.23 / 132.24
Depth ±100 bps
$264K
Imbalance ±100 bps
-0.043
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $64.8K | $52.5K | $117K | 0.105 |
| ±50 bps | $126K | $137K | $264K | -0.043 |
| ±100 bps | $126K | $137K | $264K | -0.043 |
| ±200 bps | $126K | $137K | $264K | -0.043 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 132.23 | 1.0500 | $138.84 | $138.84 | 1 |
| 132.22 | 2.1900 | $289.56 | $428.40 | 2 |
| 132.21 | 3.9100 | $516.94 | $945.34 | 2 |
| 132.2 | 22.2500 | $2.94K | $3.89K | 7 |
| 132.19 | 23.0100 | $3.04K | $6.93K | 3 |
| 2.0000 |
| $264.36 |
| $7.19K |
| 1 |
| 132.17 | 118.0300 | $15.6K | $22.8K | 6 |
| 132.16 | 155.4900 | $20.5K | $43.3K | 5 |
| 132.15 | 13.9700 | $1.85K | $45.2K | 4 |
| 132.14 | 2.0900 | $276.17 | $45.5K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 132.24 | 2.7200 | $359.69 | $359.69 | 2 |
| 132.26 | 3.3500 | $443.07 | $802.76 | 3 |
| 132.27 | 2.8200 | $373.00 | $1.18K | 2 |
| 132.28 | 2.1400 | $283.08 | $1.46K | 1 |
| 132.29 | 5.0200 | $664.10 | $2.12K | 2 |
| 132.3 | 7.6200 | $1.01K | $3.13K | 3 |
| 132.31 | 82.1100 | $10.9K | $14.0K | 1 |
| 132.32 | 103.2500 | $13.7K | $27.7K | 5 |
| 132.33 | 6.0100 | $795.30 | $28.5K | 2 |
| 132.34 | 53.6800 | $7.10K | $35.6K | 3 |