Price and volume
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TidePerpSpread
13.91 bps
Best bid / ask
265.74 / 266.11
Depth ±100 bps
$99.4K
Imbalance ±100 bps
-0.800
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $98.32 | $1.17K | $1.27K | -0.845 |
| ±50 bps | $3.06K | $10.4K | $13.5K | -0.547 |
| ±100 bps | $9.95K | $89.4K | $99.4K | -0.800 |
| ±200 bps | $72.9K | $89.4K | $162K | -0.102 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 265.74 | 0.3700 | $98.32 | $98.32 | 1 |
| 265.45 | 0.9600 | $254.83 | $353.16 | 1 |
| 264.88 | 1.0600 | $280.77 | $633.93 | 1 |
| 264.87 | 7.5700 | $2.01K | $2.64K | 1 |
| 264.74 | 1.5800 | $418.29 | $3.06K | 1 |
| 4.2300 |
| $1.12K |
| $4.18K |
| 1 |
| 263.8 | 0.1400 | $36.93 | $4.21K | 1 |
| 263.53 | 6.6100 | $1.74K | $5.95K | 1 |
| 263.28 | 15.1900 | $4.00K | $9.95K | 1 |
| 263.25 | 18.5900 | $4.89K | $14.8K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 266.11 | 3.6400 | $968.64 | $968.64 | 1 |
| 266.12 | 0.7500 | $199.59 | $1.17K | 1 |
| 266.25 | 7.4200 | $1.98K | $3.14K | 1 |
| 266.28 | 0.7100 | $189.06 | $3.33K | 1 |
| 266.55 | 1.1700 | $311.86 | $3.64K | 1 |
| 266.56 | 7.5700 | $2.02K | $5.66K | 1 |
| 266.6 | 0.0800 | $21.33 | $5.68K | 1 |
| 266.72 | 5.5500 | $1.48K | $7.16K | 1 |
| 266.74 | 5.5500 | $1.48K | $8.64K | 1 |
| 266.82 | 5.5500 | $1.48K | $10.1K | 1 |