Price and volume
Loading
Spread
30.47 bps
Best bid / ask
193.32 / 193.91
Depth ±100 bps
$170K
Imbalance ±100 bps
0.056
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $34.2K | $55.2K | $89.4K | -0.234 |
| ±100 bps | $89.7K | $80.3K | $170K | 0.056 |
| ±200 bps | $101K | $91.5K | $192K | 0.049 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 193.32 | 5.2000 | $1.01K | $1.01K | 1 |
| 193.13 | 68.0000 | $13.1K | $14.1K | 1 |
| 193.1 | 25.8900 | $5.00K | $19.1K | 1 |
| 192.98 | 0.2000 | $38.60 | $19.2K | 1 |
| 192.75 | 78.0700 | $15.0K | $34.2K | 1 |
| 0.1000 |
| $19.27 |
| $34.2K |
| 1 |
| 192.56 | 132.0000 | $25.4K | $59.7K | 1 |
| 191.97 | 26.0400 | $5.00K | $64.7K | 1 |
| 191.88 | 130.5500 | $25.0K | $89.7K | 1 |
| 191.46 | 26.1100 | $5.00K | $94.7K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 193.91 | 77.6100 | $15.0K | $15.0K | 1 |
| 193.92 | 5.2000 | $1.01K | $16.1K | 1 |
| 193.99 | 1.2900 | $250.25 | $16.3K | 1 |
| 194.26 | 68.0000 | $13.2K | $29.5K | 1 |
| 194.43 | 132.0000 | $25.7K | $55.2K | 1 |
| 194.78 | 128.6000 | $25.0K | $80.2K | 1 |
| 195.3 | 0.0500 | $9.77 | $80.2K | 1 |
| 195.55 | 0.1000 | $19.56 | $80.3K | 1 |
| 196.0 | 0.1200 | $23.52 | $80.3K | 1 |
| 196.24 | 25.4700 | $5.00K | $85.3K | 1 |