Price and volume
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Spread
1.09 bps
Best bid / ask
3.6577 / 3.6581
Depth ±100 bps
$287K
Imbalance ±100 bps
0.098
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $158K | $130K | $287K | 0.098 |
| ±50 bps | $158K | $130K | $287K | 0.098 |
| ±100 bps | $158K | $130K | $287K | 0.098 |
| ±200 bps | $158K | $130K | $287K | 0.098 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.6593 | 1,355.8000 | $4.96K | $4.96K | 1 |
| 3.6592 | 2,285.8000 | $8.36K | $13.3K | 1 |
| 3.659 | 3,456.7000 | $12.6K | $26.0K | 5 |
| 3.6589 | 1,079.0000 | $3.95K | $29.9K | 2 |
| 3.6588 | 1,639.1000 | $6.00K | $35.9K | 3 |
| 3.6587 |
| 1,340.2000 |
| $4.90K |
| $40.8K |
| 4 |
| 3.6586 | 4,310.2000 | $15.8K | $56.6K | 4 |
| 3.6585 | 136.6000 | $499.75 | $57.1K | 1 |
| 3.6584 | 2,832.5000 | $10.4K | $67.5K | 6 |
| 3.6583 | 3,634.3000 | $13.3K | $80.7K | 3 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.6594 | 349.1000 | $1.28K | $1.28K | 1 |
| 3.6597 | 441.9000 | $1.62K | $2.89K | 2 |
| 3.66 | 381.9000 | $1.40K | $4.29K | 2 |
| 3.6601 | 942.5000 | $3.45K | $7.74K | 1 |
| 3.6603 | 155.1000 | $567.71 | $8.31K | 2 |
| 3.6604 | 706.8000 | $2.59K | $10.9K | 1 |
| 3.6605 | 1,391.6000 | $5.09K | $16.0K | 2 |
| 3.6606 | 1,414.9000 | $5.18K | $21.2K | 4 |
| 3.6607 | 573.1000 | $2.10K | $23.3K | 3 |
| 3.6608 | 436.5000 | $1.60K | $24.9K | 2 |