Price and volume
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Spread
4.89 bps
Best bid / ask
1.635 / 1.6358
Depth ±100 bps
$64.8K
Imbalance ±100 bps
-0.052
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $7.23K | $10.8K | $18.1K | -0.199 |
| ±50 bps | $30.7K | $34.1K | $64.8K | -0.052 |
| ±100 bps | $30.7K | $34.1K | $64.8K | -0.052 |
| ±200 bps | $30.7K | $34.1K | $64.8K | -0.052 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1.635 | 244.0000 | $398.94 | $398.94 | 2 |
| 1.6348 | 142.0000 | $232.14 | $631.08 | 1 |
| 1.6346 | 806.0000 | $1.32K | $1.95K | 2 |
| 1.6345 | 1,078.0000 | $1.76K | $3.71K | 1 |
| 1.6342 | 1,078.0000 | $1.76K | $5.47K | 1 |
| 1.6338 |
| 1,078.0000 |
| $1.76K |
| $7.23K |
| 1 |
| 1.6337 | 915.0000 | $1.49K | $8.73K | 1 |
| 1.6336 | 1,662.0000 | $2.72K | $11.4K | 2 |
| 1.6333 | 830.0000 | $1.36K | $12.8K | 2 |
| 1.6331 | 850.0000 | $1.39K | $14.2K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1.6358 | 145.0000 | $237.19 | $237.19 | 1 |
| 1.6359 | 915.0000 | $1.50K | $1.73K | 1 |
| 1.636 | 111.0000 | $181.60 | $1.92K | 1 |
| 1.6361 | 113.0000 | $184.88 | $2.10K | 1 |
| 1.6362 | 140.0000 | $229.07 | $2.33K | 1 |
| 1.6365 | 1,827.0000 | $2.99K | $5.32K | 3 |
| 1.6366 | 1,078.0000 | $1.76K | $7.08K | 1 |
| 1.6367 | 134.0000 | $219.32 | $7.30K | 1 |
| 1.6368 | 1,078.0000 | $1.76K | $9.07K | 1 |
| 1.6369 | 1,078.0000 | $1.76K | $10.8K | 1 |