Price and volume
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Spread
1.25 bps
Best bid / ask
160.25 / 160.27
Depth ±100 bps
$76.7K
Imbalance ±100 bps
0.025
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $26.4K | $22.1K | $48.5K | 0.090 |
| ±50 bps | $39.3K | $37.4K | $76.7K | 0.025 |
| ±100 bps | $39.3K | $37.4K | $76.7K | 0.025 |
| ±200 bps | $39.3K | $37.4K | $76.7K | 0.025 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 160.25 | 4.8950 | $784.42 | $784.42 | 1 |
| 160.24 | 6.3320 | $1.01K | $1.80K | 1 |
| 160.23 | 2.1450 | $343.69 | $2.14K | 2 |
| 160.22 | 5.5750 | $893.23 | $3.04K | 2 |
| 160.21 | 13.3280 | $2.14K | $5.17K | 4 |
| 11.5620 |
| $1.85K |
| $7.02K |
| 4 |
| 160.19 | 16.6060 | $2.66K | $9.68K | 5 |
| 160.18 | 23.4040 | $3.75K | $13.4K | 2 |
| 160.17 | 21.7440 | $3.48K | $16.9K | 2 |
| 160.13 | 24.3550 | $3.90K | $20.8K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 160.27 | 1.0460 | $167.64 | $167.64 | 1 |
| 160.28 | 1.0430 | $167.17 | $334.81 | 1 |
| 160.29 | 3.7440 | $600.13 | $934.94 | 2 |
| 160.3 | 1.0470 | $167.83 | $1.10K | 1 |
| 160.31 | 10.4030 | $1.67K | $2.77K | 2 |
| 160.32 | 16.9120 | $2.71K | $5.48K | 1 |
| 160.33 | 20.0300 | $3.21K | $8.69K | 2 |
| 160.34 | 23.4260 | $3.76K | $12.4K | 2 |
| 160.38 | 43.9550 | $7.05K | $19.5K | 3 |
| 160.39 | 7.2530 | $1.16K | $20.7K | 1 |