Price and volume
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Spread
1.07 bps
Best bid / ask
187.73 / 187.75
Depth ±100 bps
$897K
Imbalance ±100 bps
-0.099
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $329K | $464K | $794K | -0.170 |
| ±50 bps | $404K | $493K | $897K | -0.099 |
| ±100 bps | $404K | $493K | $897K | -0.099 |
| ±200 bps | $404K | $493K | $897K | -0.099 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 187.73 | 10.7910 | $2.03K | $2.03K | 2 |
| 187.72 | 47.8320 | $8.98K | $11.0K | 5 |
| 187.71 | 107.0030 | $20.1K | $31.1K | 4 |
| 187.7 | 45.4400 | $8.53K | $39.6K | 6 |
| 187.69 | 119.8580 | $22.5K | $62.1K | 6 |
| 122.4130 |
| $23.0K |
| $85.1K |
| 3 |
| 187.67 | 141.4510 | $26.5K | $112K | 9 |
| 187.66 | 29.1760 | $5.48K | $117K | 2 |
| 187.65 | 205.1190 | $38.5K | $156K | 7 |
| 187.63 | 156.6650 | $29.4K | $185K | 4 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 187.75 | 245.5740 | $46.1K | $46.1K | 3 |
| 187.76 | 145.8200 | $27.4K | $73.5K | 6 |
| 187.77 | 24.6750 | $4.63K | $78.1K | 5 |
| 187.78 | 143.3920 | $26.9K | $105K | 5 |
| 187.79 | 46.2810 | $8.69K | $114K | 6 |
| 187.8 | 51.5030 | $9.67K | $123K | 3 |
| 187.81 | 179.5990 | $33.7K | $157K | 5 |
| 187.82 | 80.2570 | $15.1K | $172K | 2 |
| 187.83 | 67.6440 | $12.7K | $185K | 4 |
| 187.84 | 229.1360 | $43.0K | $228K | 5 |