Price and volume
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Spread
1.01 bps
Best bid / ask
39.426 / 39.43
Depth ±100 bps
$437K
Imbalance ±100 bps
0.072
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $234K | $203K | $437K | 0.072 |
| ±50 bps | $234K | $203K | $437K | 0.072 |
| ±100 bps | $234K | $203K | $437K | 0.072 |
| ±200 bps | $234K | $203K | $437K | 0.072 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 39.432 | 26.2000 | $1.03K | $1.03K | 2 |
| 39.43 | 3.0000 | $118.29 | $1.15K | 1 |
| 39.429 | 26.2000 | $1.03K | $2.18K | 2 |
| 39.427 | 7.3000 | $287.82 | $2.47K | 2 |
| 39.426 | 570.9000 | $22.5K | $25.0K | 3 |
| 206.3000 |
| $8.13K |
| $33.1K |
| 1 |
| 39.424 | 101.0000 | $3.98K | $37.1K | 1 |
| 39.423 | 637.0000 | $25.1K | $62.2K | 2 |
| 39.422 | 59.0000 | $2.33K | $64.5K | 2 |
| 39.421 | 162.6000 | $6.41K | $70.9K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 39.436 | 3.1000 | $122.25 | $122.25 | 2 |
| 39.442 | 23.3000 | $919.00 | $1.04K | 1 |
| 39.443 | 17.4000 | $686.31 | $1.73K | 1 |
| 39.444 | 4.6000 | $181.44 | $1.91K | 1 |
| 39.445 | 5.0000 | $197.23 | $2.11K | 1 |
| 39.446 | 23.4000 | $923.04 | $3.03K | 1 |
| 39.449 | 29.2000 | $1.15K | $4.18K | 2 |
| 39.451 | 1,072.2000 | $42.3K | $46.5K | 2 |
| 39.452 | 200.4000 | $7.91K | $54.4K | 3 |
| 39.455 | 296.8000 | $11.7K | $66.1K | 3 |