Price and volume
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Spread
15.87 bps
Best bid / ask
0.1259 / 0.1261
Depth ±100 bps
$71.7K
Imbalance ±100 bps
0.006
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $7.56K | $3.58K | $11.1K | 0.357 |
| ±50 bps | $21.1K | $20.1K | $41.2K | 0.024 |
| ±100 bps | $36.0K | $35.6K | $71.7K | 0.006 |
| ±200 bps | $53.7K | $51.2K | $105K | 0.024 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.1259 | 60,033.8800 | $7.56K | $7.56K | 12 |
| 0.1258 | 28,694.5200 | $3.61K | $11.2K | 5 |
| 0.1257 | 31,044.9800 | $3.90K | $15.1K | 3 |
| 0.1256 | 28,158.0700 | $3.54K | $18.6K | 5 |
| 0.1255 | 19,745.0000 | $2.48K | $21.1K | 2 |
| 17,309.2600 |
| $2.17K |
| $23.3K |
| 3 |
| 0.1252 | 19,745.0000 | $2.47K | $25.7K | 2 |
| 0.125 | 6,061.4400 | $757.68 | $26.5K | 1 |
| 0.1249 | 47,918.5000 | $5.99K | $32.5K | 3 |
| 0.1248 | 28,522.8500 | $3.56K | $36.0K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.1261 | 28,380.5400 | $3.58K | $3.58K | 8 |
| 0.1262 | 37,533.2100 | $4.74K | $8.32K | 5 |
| 0.1263 | 29,681.5400 | $3.75K | $12.1K | 5 |
| 0.1264 | 48,745.0900 | $6.16K | $18.2K | 7 |
| 0.1265 | 12,406.7100 | $1.57K | $19.8K | 2 |
| 0.1266 | 2,377.1800 | $300.95 | $20.1K | 1 |
| 0.1267 | 33,018.4400 | $4.18K | $24.3K | 4 |
| 0.1268 | 7,434.5600 | $942.70 | $25.2K | 2 |
| 0.127 | 17,367.8200 | $2.21K | $27.4K | 1 |
| 0.1271 | 36,417.0000 | $4.63K | $32.1K | 3 |