Price and volume
Loading
TidePerpSpread
9.22 bps
Best bid / ask
996.84 / 997.76
Depth ±100 bps
$274K
Imbalance ±100 bps
0.139
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $10.6K | $11.5K | $22.1K | -0.038 |
| ±50 bps | $118K | $118K | $236K | -0.001 |
| ±100 bps | $156K | $118K | $274K | 0.139 |
| ±200 bps | $157K | $126K | $283K | 0.110 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 996.84 | 5.0000 | $4.98K | $4.98K | 1 |
| 996.83 | 5.6730 | $5.66K | $10.6K | 1 |
| 995.9 | 60.3000 | $60.1K | $70.7K | 1 |
| 995.44 | 8.0400 | $8.00K | $78.7K | 1 |
| 994.48 | 30.2000 | $30.0K | $109K | 1 |
| 8.0600 |
| $8.01K |
| $117K |
| 1 |
| 993.0 | 1.0070 | $999.95 | $118K | 1 |
| 989.7 | 30.3000 | $30.0K | $148K | 1 |
| 989.24 | 8.1000 | $8.01K | $156K | 1 |
| 987.9 | 0.0300 | $29.64 | $156K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 997.76 | 5.0000 | $4.99K | $4.99K | 1 |
| 997.77 | 6.5000 | $6.49K | $11.5K | 1 |
| 998.48 | 60.3000 | $60.2K | $71.7K | 1 |
| 999.02 | 8.0400 | $8.03K | $79.7K | 1 |
| 1,000.1 | 30.1000 | $30.1K | $110K | 1 |
| 1,001.2 | 8.0300 | $8.04K | $118K | 1 |
| 1,010.1 | 6.8250 | $6.89K | $125K | 1 |
| 1,012.1 | 1.2230 | $1.24K | $126K | 1 |
| 1,016.7 | 0.0240 | $24.40 | $126K | 1 |
| 1,017.3 | 0.0300 | $30.52 | $126K | 1 |