Price and volume
Loading
Spread
5.30 bps
Best bid / ask
245.03 / 245.16
Depth ±100 bps
$77.6K
Imbalance ±100 bps
0.022
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $5.61K | $8.59K | $14.2K | -0.210 |
| ±50 bps | $39.6K | $37.9K | $77.6K | 0.022 |
| ±100 bps | $39.6K | $37.9K | $77.6K | 0.022 |
| ±200 bps | $39.6K | $37.9K | $77.6K | 0.022 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 245.03 | 6.4000 | $1.57K | $1.57K | 1 |
| 245.02 | 11.3300 | $2.78K | $4.34K | 2 |
| 244.88 | 5.1700 | $1.27K | $5.61K | 1 |
| 244.73 | 58.8400 | $14.4K | $20.0K | 1 |
| 244.72 | 0.6100 | $149.28 | $20.2K | 1 |
| 0.0800 |
| $19.58 |
| $20.2K |
| 1 |
| 244.69 | 2.7100 | $663.11 | $20.8K | 1 |
| 244.68 | 0.0800 | $19.57 | $20.9K | 1 |
| 244.66 | 0.0800 | $19.57 | $20.9K | 1 |
| 244.63 | 0.6900 | $168.79 | $21.1K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 245.16 | 9.3300 | $2.29K | $2.29K | 1 |
| 245.19 | 8.7000 | $2.13K | $4.42K | 1 |
| 245.24 | 8.8900 | $2.18K | $6.60K | 1 |
| 245.25 | 8.1300 | $1.99K | $8.59K | 2 |
| 245.35 | 57.4700 | $14.1K | $22.7K | 2 |
| 245.43 | 1.0200 | $250.34 | $22.9K | 1 |
| 245.49 | 2.6900 | $660.37 | $23.6K | 1 |
| 245.53 | 6.4000 | $1.57K | $25.2K | 1 |
| 245.6 | 0.1600 | $39.30 | $25.2K | 2 |
| 245.64 | 10.8600 | $2.67K | $27.9K | 1 |