Price and volume
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Spread
10.35 bps
Best bid / ask
4.5376 / 4.5423
Depth ±100 bps
$50.3K
Imbalance ±100 bps
0.127
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $933.68 | $957.69 | $1.89K | -0.013 |
| ±50 bps | $22.0K | $22.0K | $43.9K | -0.001 |
| ±100 bps | $28.4K | $22.0K | $50.3K | 0.127 |
| ±200 bps | $48.4K | $37.9K | $86.2K | 0.121 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 4.5376 | 110.1000 | $499.59 | $499.59 | 1 |
| 4.5359 | 95.7000 | $434.09 | $933.68 | 1 |
| 4.5354 | 4,630.2000 | $21.0K | $21.9K | 1 |
| 4.5353 | 4.4000 | $19.96 | $22.0K | 1 |
| 4.5155 | 310.7000 | $1.40K | $23.4K | 1 |
| 4.515 |
| 1,107.4000 |
| $5.00K |
| $28.4K |
| 1 |
| 4.4924 | 1,112.9000 | $5.00K | $33.4K | 1 |
| 4.4745 | 446.9000 | $2.00K | $35.4K | 1 |
| 4.4699 | 1,118.5000 | $5.00K | $40.4K | 1 |
| 4.4654 | 447.8000 | $2.00K | $42.4K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 4.5423 | 110.0000 | $499.65 | $499.65 | 1 |
| 4.544 | 100.8000 | $458.04 | $957.69 | 1 |
| 4.5445 | 4,625.3000 | $21.0K | $22.0K | 2 |
| 4.6051 | 1,283.3000 | $5.91K | $27.9K | 1 |
| 4.6056 | 434.2000 | $2.00K | $29.9K | 1 |
| 4.6147 | 433.3000 | $2.00K | $31.9K | 1 |
| 4.6192 | 432.9000 | $2.00K | $33.9K | 1 |
| 4.6238 | 432.5000 | $2.00K | $35.9K | 1 |
| 4.6283 | 432.1000 | $2.00K | $37.9K | 1 |
| 4.6328 | 431.7000 | $2.00K | $39.9K | 1 |