Price and volume
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Spread
6.63 bps
Best bid / ask
1,358.0 / 1,358.9
Depth ±100 bps
$112K
Imbalance ±100 bps
-0.014
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $8.15K | $7.56K | $15.7K | 0.037 |
| ±50 bps | $40.7K | $36.2K | $76.9K | 0.058 |
| ±100 bps | $55.2K | $56.7K | $112K | -0.014 |
| ±200 bps | $55.2K | $77.3K | $132K | -0.167 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,358.0 | 1.5382 | $2.09K | $2.09K | 1 |
| 1,357.9 | 0.4394 | $596.66 | $2.69K | 1 |
| 1,357.8 | 1.5382 | $2.09K | $4.77K | 1 |
| 1,357.4 | 0.9475 | $1.29K | $6.06K | 1 |
| 1,357.3 | 1.5382 | $2.09K | $8.15K | 1 |
| 3.5000 |
| $4.75K |
| $12.9K |
| 1 |
| 1,355.3 | 0.7146 | $968.50 | $13.9K | 1 |
| 1,355.2 | 0.1839 | $249.22 | $14.1K | 1 |
| 1,354.8 | 4.1019 | $5.56K | $19.7K | 1 |
| 1,353.9 | 2.8584 | $3.87K | $23.5K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,358.9 | 0.9475 | $1.29K | $1.29K | 1 |
| 1,359.0 | 1.5382 | $2.09K | $3.38K | 1 |
| 1,359.1 | 1.5382 | $2.09K | $5.47K | 1 |
| 1,359.2 | 1.5382 | $2.09K | $7.56K | 1 |
| 1,360.8 | 3.5000 | $4.76K | $12.3K | 1 |
| 1,361.0 | 0.7050 | $959.51 | $13.3K | 1 |
| 1,361.5 | 1.5000 | $2.04K | $15.3K | 1 |
| 1,362.3 | 6.9220 | $9.43K | $24.8K | 2 |
| 1,363.0 | 0.1839 | $250.66 | $25.0K | 1 |
| 1,364.2 | 4.1019 | $5.60K | $30.6K | 1 |