Price and volume
Loading
Spread
10.23 bps
Best bid / ask
5.2746 / 5.28
Depth ±100 bps
$53.1K
Imbalance ±100 bps
0.188
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $499.50 | $519.02 | $1.02K | -0.019 |
| ±50 bps | $26.5K | $21.5K | $48.1K | 0.104 |
| ±100 bps | $31.5K | $21.5K | $53.1K | 0.188 |
| ±200 bps | $49.6K | $29.5K | $79.1K | 0.253 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 5.2746 | 94.7000 | $499.50 | $499.50 | 1 |
| 5.272 | 3,987.0000 | $21.0K | $21.5K | 2 |
| 5.2578 | 950.9000 | $5.00K | $26.5K | 1 |
| 5.2315 | 955.7000 | $5.00K | $31.5K | 1 |
| 5.2053 | 960.5000 | $5.00K | $36.5K | 1 |
| 384.6000 |
| $2.00K |
| $38.5K |
| 1 |
| 5.1896 | 385.3000 | $2.00K | $40.5K | 1 |
| 5.1843 | 385.7000 | $2.00K | $42.5K | 1 |
| 5.1792 | 965.4000 | $5.00K | $47.5K | 1 |
| 5.1791 | 386.1000 | $2.00K | $49.5K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 5.28 | 98.3000 | $519.02 | $519.02 | 2 |
| 5.2826 | 3,979.0000 | $21.0K | $21.5K | 2 |
| 5.3519 | 373.6000 | $2.00K | $23.5K | 1 |
| 5.3624 | 372.9000 | $2.00K | $25.5K | 1 |
| 5.3677 | 372.5000 | $2.00K | $27.5K | 1 |
| 5.373 | 372.2000 | $2.00K | $29.5K | 1 |
| 5.4086 | 10.4000 | $56.25 | $29.6K | 1 |
| 5.4528 | 10.3000 | $56.16 | $29.6K | 1 |
| 5.4614 | 10.0000 | $54.61 | $29.7K | 1 |
| 5.4776 | 553.5000 | $3.03K | $32.7K | 1 |