Price and volume
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TidePerpSpread
17.98 bps
Best bid / ask
200.08 / 200.44
Depth ±100 bps
$191K
Imbalance ±100 bps
0.050
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $18.01 | $15.0K | $15.1K | -0.998 |
| ±50 bps | $70.0K | $57.2K | $127K | 0.101 |
| ±100 bps | $100K | $90.5K | $191K | 0.050 |
| ±200 bps | $110K | $261K | $371K | -0.406 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 200.08 | 0.0900 | $18.01 | $18.01 | 1 |
| 199.76 | 85.0000 | $17.0K | $17.0K | 1 |
| 199.66 | 165.0000 | $32.9K | $49.9K | 1 |
| 199.6 | 25.0500 | $5.00K | $54.9K | 1 |
| 199.46 | 75.4500 | $15.0K | $70.0K | 1 |
| 0.1000 |
| $19.94 |
| $70.0K |
| 1 |
| 198.83 | 125.9800 | $25.0K | $95.1K | 1 |
| 198.6 | 25.1700 | $5.00K | $100K | 1 |
| 197.6 | 25.3000 | $5.00K | $105K | 1 |
| 196.61 | 25.4300 | $5.00K | $110K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 200.44 | 75.0800 | $15.0K | $15.0K | 1 |
| 200.96 | 85.0000 | $17.1K | $32.1K | 1 |
| 201.14 | 124.5400 | $25.0K | $57.2K | 1 |
| 201.58 | 165.0000 | $33.3K | $90.4K | 1 |
| 201.76 | 0.0900 | $18.16 | $90.5K | 1 |
| 202.37 | 24.7000 | $5.00K | $95.5K | 1 |
| 203.39 | 24.5800 | $5.00K | $100K | 1 |
| 203.94 | 784.8000 | $160K | $261K | 1 |
| 204.41 | 24.4600 | $5.00K | $266K | 1 |
| 204.57 | 0.0900 | $18.41 | $266K | 1 |