Price and volume
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Spread
17.12 bps
Best bid / ask
460.94 / 461.73
Depth ±100 bps
$143K
Imbalance ±100 bps
-0.073
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $15.7K | $10.1K | $25.7K | 0.219 |
| ±50 bps | $51.1K | $10.1K | $61.1K | 0.671 |
| ±100 bps | $66.1K | $76.5K | $143K | -0.073 |
| ±200 bps | $99.8K | $89.2K | $189K | 0.056 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 460.94 | 34.0000 | $15.7K | $15.7K | 1 |
| 460.8 | 0.0460 | $21.20 | $15.7K | 1 |
| 460.16 | 10.8650 | $5.00K | $20.7K | 1 |
| 459.71 | 0.0430 | $19.77 | $20.7K | 1 |
| 459.67 | 66.0000 | $30.3K | $51.1K | 1 |
| 21.9140 |
| $10.0K |
| $61.1K |
| 1 |
| 457.49 | 10.9290 | $5.00K | $66.1K | 1 |
| 457.04 | 0.0430 | $19.65 | $66.1K | 1 |
| 456.29 | 43.9400 | $20.0K | $86.2K | 1 |
| 455.58 | 2.1430 | $976.31 | $87.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 461.73 | 21.7660 | $10.1K | $10.1K | 1 |
| 463.73 | 34.0000 | $15.8K | $25.8K | 1 |
| 464.03 | 43.2080 | $20.0K | $45.9K | 1 |
| 464.34 | 66.0000 | $30.6K | $76.5K | 1 |
| 464.79 | 0.0430 | $19.99 | $76.5K | 1 |
| 466.36 | 10.7210 | $5.00K | $81.5K | 1 |
| 468.7 | 10.6670 | $5.00K | $86.5K | 1 |
| 468.78 | 5.6320 | $2.64K | $89.2K | 1 |
| 471.05 | 10.6140 | $5.00K | $94.2K | 1 |
| 471.63 | 254.5460 | $120K | $214K | 1 |