Price and volume
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Spread
1.04 bps
Best bid / ask
67.289 / 67.296
Depth ±100 bps
$207K
Imbalance ±100 bps
-0.328
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $69.5K | $137K | $207K | -0.328 |
| ±50 bps | $69.5K | $137K | $207K | -0.328 |
| ±100 bps | $69.5K | $137K | $207K | -0.328 |
| ±200 bps | $69.5K | $137K | $207K | -0.328 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 67.289 | 3.8630 | $259.94 | $259.94 | 1 |
| 67.28 | 17.6810 | $1.19K | $1.45K | 1 |
| 67.279 | 7.4290 | $499.82 | $1.95K | 1 |
| 67.273 | 0.4600 | $30.95 | $1.98K | 1 |
| 67.272 | 10.9560 | $737.03 | $2.72K | 1 |
| 115.6920 |
| $7.78K |
| $10.5K |
| 2 |
| 67.27 | 79.7050 | $5.36K | $15.9K | 2 |
| 67.269 | 2.5350 | $170.53 | $16.0K | 1 |
| 67.268 | 58.8990 | $3.96K | $20.0K | 2 |
| 67.267 | 55.3370 | $3.72K | $23.7K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 67.296 | 40.7130 | $2.74K | $2.74K | 1 |
| 67.301 | 222.8820 | $15.0K | $17.7K | 1 |
| 67.302 | 57.0990 | $3.84K | $21.6K | 2 |
| 67.308 | 55.3370 | $3.72K | $25.3K | 1 |
| 67.31 | 223.7190 | $15.1K | $40.4K | 4 |
| 67.311 | 1.7620 | $118.60 | $40.5K | 1 |
| 67.312 | 1.7620 | $118.60 | $40.6K | 1 |
| 67.313 | 54.3130 | $3.66K | $44.3K | 1 |
| 67.315 | 40.9130 | $2.75K | $47.0K | 1 |
| 67.319 | 297.0920 | $20.0K | $67.0K | 1 |