Price and volume
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Spread
5.21 bps
Best bid / ask
0.59527 / 0.59558
Depth ±100 bps
$48.4K
Imbalance ±100 bps
0.018
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $5.90K | $11.4K | $17.3K | -0.316 |
| ±50 bps | $24.6K | $23.8K | $48.4K | 0.018 |
| ±100 bps | $24.6K | $23.8K | $48.4K | 0.018 |
| ±200 bps | $24.6K | $23.8K | $48.4K | 0.018 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.59527 | 2,334.0000 | $1.39K | $1.39K | 3 |
| 0.59509 | 500.0000 | $297.55 | $1.69K | 1 |
| 0.59508 | 2,415.0000 | $1.44K | $3.12K | 2 |
| 0.59505 | 344.0000 | $204.70 | $3.33K | 1 |
| 0.59496 | 500.0000 | $297.48 | $3.63K | 1 |
| 0.59495 |
| 1,239.0000 |
| $737.14 |
| $4.36K |
| 1 |
| 0.59487 | 500.0000 | $297.44 | $4.66K | 1 |
| 0.59486 | 1,582.0000 | $941.07 | $5.60K | 2 |
| 0.59483 | 500.0000 | $297.41 | $5.90K | 1 |
| 0.59482 | 6,482.0000 | $3.86K | $9.75K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.59558 | 396.0000 | $235.85 | $235.85 | 1 |
| 0.59572 | 500.0000 | $297.86 | $533.71 | 1 |
| 0.59573 | 2,910.0000 | $1.73K | $2.27K | 1 |
| 0.59582 | 500.0000 | $297.91 | $2.57K | 1 |
| 0.59583 | 919.0000 | $547.57 | $3.11K | 2 |
| 0.59584 | 437.0000 | $260.38 | $3.37K | 1 |
| 0.59585 | 500.0000 | $297.93 | $3.67K | 1 |
| 0.59586 | 5,172.0000 | $3.08K | $6.75K | 4 |
| 0.59587 | 500.0000 | $297.94 | $7.05K | 1 |
| 0.59588 | 6,428.0000 | $3.83K | $10.9K | 1 |