Price and volume
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Spread
2.73 bps
Best bid / ask
256.39 / 256.46
Depth ±100 bps
$22.4K
Imbalance ±100 bps
-0.093
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $7.87K | $7.01K | $14.9K | 0.058 |
| ±50 bps | $10.1K | $12.2K | $22.4K | -0.093 |
| ±100 bps | $10.1K | $12.2K | $22.4K | -0.093 |
| ±200 bps | $10.1K | $12.2K | $22.4K | -0.093 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 256.39 | 1.1500 | $294.85 | $294.85 | 1 |
| 256.38 | 1.4300 | $366.62 | $661.47 | 1 |
| 256.34 | 1.4000 | $358.88 | $1.02K | 1 |
| 256.31 | 1.4000 | $358.83 | $1.38K | 1 |
| 256.3 | 4.0100 | $1.03K | $2.41K | 1 |
| 1.4000 |
| $358.81 |
| $2.77K |
| 1 |
| 256.28 | 1.1400 | $292.16 | $3.06K | 1 |
| 256.25 | 9.4200 | $2.41K | $5.47K | 3 |
| 256.22 | 1.4400 | $368.96 | $5.84K | 1 |
| 256.21 | 1.0500 | $269.02 | $6.11K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 256.46 | 0.0600 | $15.39 | $15.39 | 1 |
| 256.5 | 1.0800 | $277.02 | $292.41 | 1 |
| 256.51 | 4.0100 | $1.03K | $1.32K | 1 |
| 256.53 | 5.4000 | $1.39K | $2.71K | 2 |
| 256.55 | 4.0100 | $1.03K | $3.74K | 1 |
| 256.59 | 1.3900 | $356.66 | $4.09K | 1 |
| 256.61 | 1.3800 | $354.12 | $4.45K | 1 |
| 256.64 | 1.5400 | $395.23 | $4.84K | 1 |
| 256.65 | 1.5900 | $408.07 | $5.25K | 1 |
| 256.68 | 6.8600 | $1.76K | $7.01K | 2 |