Price and volume
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Spread
4.91 bps
Best bid / ask
6.5189 / 6.5221
Depth ±100 bps
$56.3K
Imbalance ±100 bps
-0.251
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $946.22 | $10.1K | $11.0K | -0.828 |
| ±50 bps | $6.03K | $10.1K | $16.1K | -0.251 |
| ±100 bps | $21.1K | $35.2K | $56.3K | -0.251 |
| ±200 bps | $46.9K | $46.0K | $92.9K | 0.010 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 6.5189 | 145.1500 | $946.22 | $946.22 | 1 |
| 6.5017 | 3.0700 | $19.96 | $966.18 | 1 |
| 6.4914 | 9.6300 | $62.51 | $1.03K | 1 |
| 6.4899 | 770.4200 | $5.00K | $6.03K | 1 |
| 6.4778 | 1,551.4400 | $10.0K | $16.1K | 1 |
| 3.0900 |
| $19.99 |
| $16.1K |
| 1 |
| 6.4574 | 774.3000 | $5.00K | $21.1K | 1 |
| 6.4467 | 116.2400 | $749.36 | $21.8K | 1 |
| 6.4453 | 3,110.7700 | $20.0K | $41.9K | 1 |
| 6.4251 | 778.1900 | $5.00K | $46.9K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 6.5221 | 1,540.9200 | $10.1K | $10.1K | 1 |
| 6.5349 | 3.1300 | $20.45 | $10.1K | 1 |
| 6.5542 | 13.5700 | $88.94 | $10.2K | 1 |
| 6.5557 | 3,058.4200 | $20.1K | $30.2K | 1 |
| 6.5822 | 759.6200 | $5.00K | $35.2K | 1 |
| 6.6152 | 755.8300 | $5.00K | $40.2K | 1 |
| 6.6264 | 115.6700 | $766.48 | $41.0K | 1 |
| 6.6483 | 752.0700 | $5.00K | $46.0K | 1 |
| 6.663 | 18,017.5900 | $120K | $166K | 1 |
| 6.6816 | 748.3200 | $5.00K | $171K | 1 |