Price and volume
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Spread
3.87 bps
Best bid / ask
129.03 / 129.08
Depth ±100 bps
$145K
Imbalance ±100 bps
0.095
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $14.2K | $15.4K | $29.6K | -0.040 |
| ±50 bps | $58.7K | $60.0K | $119K | -0.011 |
| ±100 bps | $79.4K | $65.6K | $145K | 0.095 |
| ±200 bps | $79.4K | $65.6K | $145K | 0.095 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 129.03 | 16.1100 | $2.08K | $2.08K | 1 |
| 129.01 | 24.2300 | $3.13K | $5.20K | 2 |
| 129.0 | 19.9200 | $2.57K | $7.77K | 2 |
| 128.99 | 47.0200 | $6.07K | $13.8K | 1 |
| 128.93 | 2.9000 | $373.90 | $14.2K | 1 |
| 43.1800 |
| $5.57K |
| $19.8K |
| 2 |
| 128.88 | 5.7700 | $743.64 | $20.5K | 1 |
| 128.86 | 42.9800 | $5.54K | $26.1K | 1 |
| 128.83 | 8.6700 | $1.12K | $27.2K | 1 |
| 128.82 | 46.5000 | $5.99K | $33.2K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 129.08 | 4.2700 | $551.17 | $551.17 | 2 |
| 129.09 | 5.6700 | $731.94 | $1.28K | 1 |
| 129.12 | 61.5900 | $7.95K | $9.24K | 2 |
| 129.13 | 16.1100 | $2.08K | $11.3K | 1 |
| 129.15 | 16.1100 | $2.08K | $13.4K | 1 |
| 129.16 | 12.5000 | $1.61K | $15.0K | 1 |
| 129.18 | 2.9700 | $383.66 | $15.4K | 2 |
| 129.22 | 5.7600 | $744.31 | $16.1K | 1 |
| 129.24 | 0.1100 | $14.22 | $16.2K | 1 |
| 129.25 | 8.6400 | $1.12K | $17.3K | 1 |