Price and volume
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Spread
3.05 bps
Best bid / ask
295.12 / 295.21
Depth ±100 bps
$106K
Imbalance ±100 bps
-0.063
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $26.1K | $16.2K | $42.3K | 0.234 |
| ±50 bps | $49.7K | $56.4K | $106K | -0.063 |
| ±100 bps | $49.7K | $56.4K | $106K | -0.063 |
| ±200 bps | $49.7K | $56.4K | $106K | -0.063 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 295.12 | 4.9600 | $1.46K | $1.46K | 1 |
| 295.11 | 7.0400 | $2.08K | $3.54K | 1 |
| 295.09 | 7.0400 | $2.08K | $5.62K | 1 |
| 295.08 | 2.0100 | $593.11 | $6.21K | 1 |
| 295.06 | 14.0800 | $4.15K | $10.4K | 3 |
| 7.7300 |
| $2.28K |
| $12.6K |
| 1 |
| 295.0 | 8.5900 | $2.53K | $15.2K | 1 |
| 294.99 | 1.9700 | $581.13 | $15.8K | 1 |
| 294.93 | 17.9700 | $5.30K | $21.1K | 1 |
| 294.92 | 17.0000 | $5.01K | $26.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 295.21 | 16.4200 | $4.85K | $4.85K | 1 |
| 295.27 | 7.0700 | $2.09K | $6.93K | 2 |
| 295.32 | 7.0400 | $2.08K | $9.01K | 1 |
| 295.33 | 7.0400 | $2.08K | $11.1K | 1 |
| 295.36 | 7.0400 | $2.08K | $13.2K | 1 |
| 295.37 | 8.2200 | $2.43K | $15.6K | 1 |
| 295.44 | 1.9700 | $582.02 | $16.2K | 1 |
| 295.49 | 17.9300 | $5.30K | $21.5K | 1 |
| 295.5 | 0.9600 | $283.68 | $21.8K | 1 |
| 295.55 | 4.9600 | $1.47K | $23.2K | 1 |