Price and volume
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Spread
9.68 bps
Best bid / ask
21.682 / 21.703
Depth ±100 bps
$87.1K
Imbalance ±100 bps
-0.126
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $1.20K | $7.12K | $8.32K | -0.712 |
| ±50 bps | $27.4K | $32.1K | $59.5K | -0.080 |
| ±100 bps | $38.1K | $49.0K | $87.1K | -0.126 |
| ±200 bps | $38.1K | $49.0K | $87.1K | -0.126 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 21.682 | 8.1000 | $175.62 | $175.62 | 1 |
| 21.677 | 12.6000 | $273.13 | $448.75 | 2 |
| 21.672 | 34.6000 | $749.85 | $1.20K | 1 |
| 21.669 | 95.0000 | $2.06K | $3.26K | 1 |
| 21.665 | 95.0000 | $2.06K | $5.32K | 1 |
| 35.9000 |
| $777.74 |
| $6.09K |
| 1 |
| 21.663 | 95.0000 | $2.06K | $8.15K | 1 |
| 21.656 | 10.7000 | $231.72 | $8.38K | 1 |
| 21.636 | 264.8000 | $5.73K | $14.1K | 2 |
| 21.62 | 253.5000 | $5.48K | $19.6K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 21.703 | 8.3000 | $180.13 | $180.13 | 1 |
| 21.704 | 95.0000 | $2.06K | $2.24K | 1 |
| 21.706 | 95.0000 | $2.06K | $4.30K | 1 |
| 21.708 | 129.6000 | $2.81K | $7.12K | 2 |
| 21.726 | 11.6000 | $252.02 | $7.37K | 1 |
| 21.73 | 88.0000 | $1.91K | $9.28K | 2 |
| 21.733 | 253.5000 | $5.51K | $14.8K | 1 |
| 21.736 | 19.1000 | $415.16 | $15.2K | 1 |
| 21.749 | 253.5000 | $5.51K | $20.7K | 1 |
| 21.765 | 253.5000 | $5.52K | $26.2K | 1 |