Price and volume
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Spread
5.30 bps
Best bid / ask
264.13 / 264.27
Depth ±100 bps
$84.2K
Imbalance ±100 bps
-0.042
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $9.66K | $11.5K | $21.2K | -0.087 |
| ±50 bps | $40.3K | $43.8K | $84.2K | -0.042 |
| ±100 bps | $40.3K | $43.8K | $84.2K | -0.042 |
| ±200 bps | $40.3K | $43.8K | $84.2K | -0.042 |
Not enough history yet
Not enough history yet
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 264.13 | 0.0760 | $20.07 | $20.07 | 1 |
| 264.07 | 1.8930 | $499.88 | $519.96 | 1 |
| 264.06 | 3.0920 | $816.47 | $1.34K | 1 |
| 264.01 | 7.7140 | $2.04K | $3.37K | 1 |
| 263.99 | 13.2940 | $3.51K | $6.88K | 2 |
| 2.8090 |
| $741.52 |
| $7.62K |
| 1 |
| 263.96 | 7.7140 | $2.04K | $9.66K | 1 |
| 263.83 | 5.5800 | $1.47K | $11.1K | 1 |
| 263.69 | 5.5800 | $1.47K | $12.6K | 1 |
| 263.64 | 0.5640 | $148.69 | $12.8K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 264.27 | 7.7140 | $2.04K | $2.04K | 1 |
| 264.3 | 9.6050 | $2.54K | $4.58K | 2 |
| 264.31 | 7.7140 | $2.04K | $6.62K | 1 |
| 264.32 | 12.9270 | $3.42K | $10.0K | 2 |
| 264.43 | 5.5800 | $1.48K | $11.5K | 1 |
| 264.47 | 3.0920 | $817.74 | $12.3K | 1 |
| 264.57 | 1.8410 | $487.07 | $12.8K | 1 |
| 264.61 | 5.5800 | $1.48K | $14.3K | 1 |
| 264.64 | 20.5730 | $5.44K | $19.7K | 1 |
| 264.68 | 3.4090 | $902.29 | $20.6K | 1 |