Price and volume
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Spread
31.84 bps
Best bid / ask
36.998 / 37.116
Depth ±100 bps
$34.6K
Imbalance ±100 bps
0.241
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $9.57K | $1.49K | $11.1K | 0.731 |
| ±100 bps | $21.4K | $13.1K | $34.6K | 0.241 |
| ±200 bps | $21.4K | $18.5K | $39.9K | 0.074 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 36.998 | 2.7000 | $99.89 | $99.89 | 1 |
| 36.997 | 51.0300 | $1.89K | $1.99K | 1 |
| 36.995 | 8.9600 | $331.48 | $2.32K | 1 |
| 36.931 | 4.3000 | $158.80 | $2.48K | 1 |
| 36.927 | 8.0200 | $296.15 | $2.77K | 1 |
| 0.4400 |
| $16.24 |
| $2.79K |
| 1 |
| 36.911 | 8.4000 | $310.05 | $3.10K | 1 |
| 36.882 | 12.6100 | $465.08 | $3.57K | 1 |
| 36.88 | 27.1100 | $999.82 | $4.57K | 1 |
| 36.879 | 135.5700 | $5.00K | $9.57K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 37.116 | 4.1800 | $155.14 | $155.14 | 1 |
| 37.117 | 2.6900 | $99.84 | $254.99 | 1 |
| 37.134 | 8.9600 | $332.72 | $587.71 | 1 |
| 37.177 | 3.1600 | $117.48 | $705.19 | 1 |
| 37.187 | 8.4300 | $313.49 | $1.02K | 1 |
| 37.217 | 12.6200 | $469.68 | $1.49K | 1 |
| 37.253 | 12.6400 | $470.88 | $1.96K | 1 |
| 37.257 | 16.5500 | $616.60 | $2.58K | 1 |
| 37.267 | 33.7300 | $1.26K | $3.83K | 1 |
| 37.272 | 52.3200 | $1.95K | $5.78K | 1 |