Price and volume
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Spread
11.94 bps
Best bid / ask
3.1818 / 3.1856
Depth ±100 bps
$40.4K
Imbalance ±100 bps
-0.032
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $1.97K | $4.40K | $6.37K | -0.380 |
| ±50 bps | $16.3K | $18.0K | $34.3K | -0.047 |
| ±100 bps | $19.6K | $20.9K | $40.4K | -0.032 |
| ±200 bps | $19.6K | $20.9K | $40.4K | -0.032 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.1818 | 100.0000 | $318.18 | $318.18 | 1 |
| 3.1817 | 72.8500 | $231.79 | $549.97 | 2 |
| 3.181 | 100.0000 | $318.10 | $868.07 | 1 |
| 3.1809 | 347.5300 | $1.11K | $1.97K | 1 |
| 3.1804 | 527.3900 | $1.68K | $3.65K | 3 |
| 460.5900 |
| $1.46K |
| $5.12K |
| 1 |
| 3.1775 | 460.5900 | $1.46K | $6.58K | 1 |
| 3.1763 | 95.3300 | $302.80 | $6.88K | 1 |
| 3.1746 | 157.5000 | $500.00 | $7.38K | 1 |
| 3.1744 | 460.5900 | $1.46K | $8.84K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.1856 | 347.5300 | $1.11K | $1.11K | 1 |
| 3.1857 | 460.5900 | $1.47K | $2.57K | 1 |
| 3.1858 | 121.5400 | $387.20 | $2.96K | 2 |
| 3.1868 | 450.2100 | $1.43K | $4.40K | 2 |
| 3.1877 | 156.8500 | $499.99 | $4.90K | 1 |
| 3.1878 | 460.5900 | $1.47K | $6.36K | 1 |
| 3.1892 | 95.3300 | $304.03 | $6.67K | 1 |
| 3.1898 | 460.5900 | $1.47K | $8.14K | 1 |
| 3.1919 | 460.5900 | $1.47K | $9.61K | 1 |
| 3.1927 | 425.2900 | $1.36K | $11.0K | 2 |