Price and volume
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Spread
9.79 bps
Best bid / ask
1,021.4 / 1,022.4
Depth ±100 bps
$242K
Imbalance ±100 bps
0.443
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $6.81K | $6.00K | $12.8K | 0.063 |
| ±50 bps | $43.6K | $39.2K | $82.8K | 0.053 |
| ±100 bps | $174K | $67.4K | $242K | 0.443 |
| ±200 bps | $174K | $174K | $349K | 0.000 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,021.4 | 0.7951 | $812.12 | $812.12 | 1 |
| 1,021.2 | 1.4688 | $1.50K | $2.31K | 1 |
| 1,021.1 | 1.4689 | $1.50K | $3.81K | 1 |
| 1,021.0 | 1.4691 | $1.50K | $5.31K | 1 |
| 1,020.9 | 1.4692 | $1.50K | $6.81K | 1 |
| 5.8840 |
| $6.00K |
| $12.8K |
| 1 |
| 1,019.1 | 5.8870 | $6.00K | $18.8K | 1 |
| 1,018.6 | 9.0252 | $9.19K | $28.0K | 2 |
| 1,018.1 | 5.8929 | $6.00K | $34.0K | 1 |
| 1,017.2 | 0.0196 | $19.94 | $34.0K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,022.4 | 1.4671 | $1.50K | $1.50K | 1 |
| 1,022.5 | 1.4670 | $1.50K | $3.00K | 1 |
| 1,022.6 | 1.4668 | $1.50K | $4.50K | 1 |
| 1,022.8 | 1.4666 | $1.50K | $6.00K | 1 |
| 1,023.8 | 5.8606 | $6.00K | $12.0K | 1 |
| 1,024.3 | 5.8577 | $6.00K | $18.0K | 1 |
| 1,024.4 | 0.8164 | $836.32 | $18.8K | 1 |
| 1,024.9 | 5.8547 | $6.00K | $24.8K | 1 |
| 1,025.4 | 5.8518 | $6.00K | $30.8K | 1 |
| 1,025.9 | 4.8737 | $5.00K | $35.8K | 1 |