Price and volume
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Spread
9.65 bps
Best bid / ask
32.118 / 32.149
Depth ±100 bps
$166K
Imbalance ±100 bps
0.128
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $20.1K | $12.0K | $32.2K | 0.251 |
| ±50 bps | $93.4K | $72.3K | $166K | 0.128 |
| ±100 bps | $93.4K | $72.3K | $166K | 0.128 |
| ±200 bps | $93.4K | $72.3K | $166K | 0.128 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 32.118 | 31.1400 | $1.00K | $1.00K | 1 |
| 32.117 | 311.2700 | $10.00K | $11.0K | 1 |
| 32.108 | 31.1400 | $999.84 | $12.0K | 1 |
| 32.107 | 155.7200 | $5.00K | $17.0K | 1 |
| 32.106 | 65.8700 | $2.11K | $19.1K | 1 |
| 31.1500 |
| $1.00K |
| $20.1K |
| 1 |
| 32.102 | 0.6400 | $20.55 | $20.1K | 1 |
| 32.101 | 65.8700 | $2.11K | $22.2K | 1 |
| 32.099 | 31.1500 | $999.88 | $23.2K | 1 |
| 32.098 | 311.5400 | $10.00K | $33.2K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 32.149 | 65.8700 | $2.12K | $2.12K | 1 |
| 32.153 | 65.8700 | $2.12K | $4.24K | 1 |
| 32.154 | 93.0500 | $2.99K | $7.23K | 1 |
| 32.156 | 31.1000 | $1.00K | $8.23K | 1 |
| 32.157 | 65.8700 | $2.12K | $10.3K | 1 |
| 32.16 | 31.0900 | $999.85 | $11.3K | 1 |
| 32.161 | 21.8200 | $701.75 | $12.0K | 2 |
| 32.17 | 31.0800 | $999.84 | $13.0K | 1 |
| 32.171 | 311.2000 | $10.0K | $23.1K | 1 |
| 32.177 | 31.0800 | $1.00K | $24.1K | 1 |