Price and volume
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Spread
1.12 bps
Best bid / ask
446.53 / 446.58
Depth ±100 bps
$134K
Imbalance ±100 bps
0.015
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $68.2K | $66.2K | $134K | 0.015 |
| ±50 bps | $68.2K | $66.2K | $134K | 0.015 |
| ±100 bps | $68.2K | $66.2K | $134K | 0.015 |
| ±200 bps | $68.2K | $66.2K | $134K | 0.015 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 446.53 | 3.5830 | $1.60K | $1.60K | 2 |
| 446.52 | 3.3600 | $1.50K | $3.10K | 1 |
| 446.49 | 0.8260 | $368.80 | $3.47K | 1 |
| 446.48 | 2.5200 | $1.13K | $4.59K | 1 |
| 446.47 | 2.5200 | $1.13K | $5.72K | 1 |
| 0.0780 |
| $34.82 |
| $5.75K |
| 1 |
| 446.41 | 3.3610 | $1.50K | $7.25K | 1 |
| 446.39 | 3.3600 | $1.50K | $8.75K | 1 |
| 446.38 | 13.6160 | $6.08K | $14.8K | 2 |
| 446.36 | 9.3750 | $4.18K | $19.0K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 446.58 | 1.9020 | $849.40 | $849.40 | 2 |
| 446.59 | 1.1140 | $497.50 | $1.35K | 1 |
| 446.6 | 0.0300 | $13.40 | $1.36K | 1 |
| 446.61 | 7.9510 | $3.55K | $4.91K | 2 |
| 446.62 | 3.3600 | $1.50K | $6.41K | 1 |
| 446.63 | 2.8790 | $1.29K | $7.70K | 2 |
| 446.64 | 3.2920 | $1.47K | $9.17K | 2 |
| 446.65 | 0.3890 | $173.75 | $9.34K | 1 |
| 446.66 | 3.3600 | $1.50K | $10.8K | 1 |
| 446.67 | 12.0210 | $5.37K | $16.2K | 2 |