Price and volume
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TidePerpSpread
0.45 bps
Best bid / ask
2,235.9 / 2,236.0
Depth ±100 bps
$15.6M
Imbalance ±100 bps
0.037
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $8.07M | $7.50M | $15.6M | 0.037 |
| ±50 bps | $8.07M | $7.50M | $15.6M | 0.037 |
| ±100 bps | $8.07M | $7.50M | $15.6M | 0.037 |
| ±200 bps | $8.07M | $7.50M | $15.6M | 0.037 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 2,235.9 | 164.2926 | $367K | $367K | 21 |
| 2,235.8 | 76.9650 | $172K | $539K | 18 |
| 2,235.7 | 231.1183 | $517K | $1.06M | 27 |
| 2,235.6 | 130.7830 | $292K | $1.35M | 19 |
| 2,235.5 | 303.4381 | $678K | $2.03M | 19 |
| 197.7122 |
| $442K |
| $2.47M |
| 14 |
| 2,235.3 | 332.5296 | $743K | $3.21M | 21 |
| 2,235.2 | 586.7775 | $1.31M | $4.52M | 17 |
| 2,235.1 | 308.2805 | $689K | $5.21M | 12 |
| 2,235.0 | 300.3474 | $671K | $5.88M | 16 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 2,236.0 | 102.9656 | $230K | $230K | 23 |
| 2,236.1 | 57.8353 | $129K | $360K | 9 |
| 2,236.2 | 59.8709 | $134K | $493K | 15 |
| 2,236.3 | 97.7294 | $219K | $712K | 15 |
| 2,236.4 | 126.9563 | $284K | $996K | 21 |
| 2,236.5 | 153.8753 | $344K | $1.34M | 22 |
| 2,236.6 | 122.8617 | $275K | $1.61M | 20 |
| 2,236.7 | 432.0872 | $966K | $2.58M | 19 |
| 2,236.8 | 76.6618 | $171K | $2.75M | 13 |
| 2,236.9 | 595.9882 | $1.33M | $4.09M | 15 |