Price and volume
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Spread
10.54 bps
Best bid / ask
0.11381 / 0.11393
Depth ±100 bps
$60.3K
Imbalance ±100 bps
0.062
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $2.35K | $1.12K | $3.47K | 0.353 |
| ±50 bps | $32.0K | $27.6K | $59.6K | 0.074 |
| ±100 bps | $32.0K | $28.3K | $60.3K | 0.062 |
| ±200 bps | $32.0K | $28.3K | $60.3K | 0.062 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.11381 | 4,326.6000 | $492.41 | $492.41 | 3 |
| 0.1138 | 2,135.4000 | $243.01 | $735.42 | 1 |
| 0.11379 | 5,071.4000 | $577.07 | $1.31K | 3 |
| 0.11378 | 6,244.8000 | $710.53 | $2.02K | 2 |
| 0.11376 | 2,860.3000 | $325.39 | $2.35K | 1 |
| 0.11375 |
| 14,406.9000 |
| $1.64K |
| $3.99K |
| 1 |
| 0.11373 | 3,295.2000 | $374.76 | $4.36K | 1 |
| 0.11372 | 87,002.6000 | $9.89K | $14.3K | 3 |
| 0.11371 | 22,692.8000 | $2.58K | $16.8K | 2 |
| 0.11365 | 15,608.9000 | $1.77K | $18.6K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.11393 | 2,135.4000 | $243.29 | $243.29 | 1 |
| 0.11394 | 1,680.3000 | $191.45 | $434.74 | 1 |
| 0.11397 | 2,000.0000 | $227.94 | $662.68 | 1 |
| 0.11398 | 4,047.4000 | $461.32 | $1.12K | 1 |
| 0.11399 | 2,860.3000 | $326.05 | $1.45K | 1 |
| 0.114 | 20,109.8000 | $2.29K | $3.74K | 2 |
| 0.11401 | 7,595.3000 | $865.94 | $4.61K | 2 |
| 0.11404 | 70,159.3000 | $8.00K | $12.6K | 1 |
| 0.11405 | 16,189.5000 | $1.85K | $14.5K | 1 |
| 0.11406 | 3,307.6000 | $377.26 | $14.8K | 1 |