Price and volume
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Spread
9.78 bps
Best bid / ask
1,533.0 / 1,534.5
Depth ±100 bps
$139K
Imbalance ±100 bps
-0.184
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $19.7K | $22.0K | $41.7K | -0.057 |
| ±50 bps | $56.9K | $82.6K | $139K | -0.184 |
| ±100 bps | $56.9K | $82.6K | $139K | -0.184 |
| ±200 bps | $56.9K | $82.6K | $139K | -0.184 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,533.0 | 1.3438 | $2.06K | $2.06K | 1 |
| 1,532.9 | 0.5858 | $897.97 | $2.96K | 1 |
| 1,532.8 | 2.6080 | $4.00K | $6.96K | 1 |
| 1,532.7 | 2.9671 | $4.55K | $11.5K | 3 |
| 1,532.6 | 2.0616 | $3.16K | $14.7K | 3 |
| 1.6312 |
| $2.50K |
| $17.2K |
| 1 |
| 1,532.3 | 1.6314 | $2.50K | $19.7K | 1 |
| 1,532.2 | 0.3500 | $536.27 | $20.2K | 1 |
| 1,532.1 | 0.1044 | $159.95 | $20.4K | 1 |
| 1,532.0 | 2.6048 | $3.99K | $24.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,534.5 | 2.4727 | $3.79K | $3.79K | 1 |
| 1,534.6 | 1.7333 | $2.66K | $6.45K | 2 |
| 1,534.7 | 1.7332 | $2.66K | $9.11K | 2 |
| 1,534.9 | 1.6288 | $2.50K | $11.6K | 1 |
| 1,535.0 | 1.7328 | $2.66K | $14.3K | 2 |
| 1,535.1 | 1.5432 | $2.37K | $16.6K | 1 |
| 1,535.2 | 3.5162 | $5.40K | $22.0K | 3 |
| 1,535.6 | 3.2562 | $5.00K | $27.0K | 1 |
| 1,535.9 | 0.5858 | $899.73 | $27.9K | 1 |
| 1,536.0 | 3.2553 | $5.00K | $32.9K | 1 |