Price and volume
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Spread
9.96 bps
Best bid / ask
20.065 / 20.085
Depth ±100 bps
$16.0K
Imbalance ±100 bps
0.094
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $800.99 | $1.33K | $2.13K | -0.249 |
| ±50 bps | $5.20K | $4.16K | $9.37K | 0.111 |
| ±100 bps | $8.76K | $7.26K | $16.0K | 0.094 |
| ±200 bps | $29.3K | $8.98K | $38.3K | 0.530 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 20.065 | 39.9200 | $800.99 | $800.99 | 3 |
| 20.053 | 5.3000 | $106.28 | $907.28 | 1 |
| 20.052 | 4.5000 | $90.23 | $997.51 | 1 |
| 20.04 | 4.5500 | $91.18 | $1.09K | 1 |
| 20.032 | 99.7500 | $2.00K | $3.09K | 1 |
| 36.6200 |
| $733.54 |
| $3.82K |
| 1 |
| 20.019 | 35.5900 | $712.48 | $4.53K | 1 |
| 19.989 | 33.4900 | $669.43 | $5.20K | 1 |
| 19.946 | 0.6100 | $12.17 | $5.21K | 1 |
| 19.941 | 30.0800 | $599.83 | $5.81K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 20.085 | 55.7700 | $1.12K | $1.12K | 1 |
| 20.086 | 0.9200 | $18.48 | $1.14K | 1 |
| 20.093 | 9.6000 | $192.89 | $1.33K | 1 |
| 20.099 | 5.3000 | $106.52 | $1.44K | 1 |
| 20.104 | 9.1300 | $183.55 | $1.62K | 1 |
| 20.11 | 36.4800 | $733.61 | $2.36K | 1 |
| 20.119 | 4.9800 | $100.19 | $2.46K | 1 |
| 20.121 | 35.0600 | $705.44 | $3.16K | 1 |
| 20.132 | 9.9400 | $200.11 | $3.36K | 2 |
| 20.14 | 33.9500 | $683.75 | $4.04K | 1 |