Price and volume
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Spread
0.22 bps
Best bid / ask
45.802 / 45.803
Depth ±100 bps
$202K
Imbalance ±100 bps
0.226
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $71.1K | $78.2K | $149K | -0.048 |
| ±50 bps | $124K | $78.2K | $202K | 0.226 |
| ±100 bps | $124K | $78.2K | $202K | 0.226 |
| ±200 bps | $124K | $78.2K | $202K | 0.226 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 45.802 | 33.4300 | $1.53K | $1.53K | 2 |
| 45.798 | 16.8900 | $773.53 | $2.30K | 1 |
| 45.796 | 11.3800 | $521.16 | $2.83K | 1 |
| 45.795 | 11.2500 | $515.19 | $3.34K | 1 |
| 45.794 | 16.8900 | $773.46 | $4.11K | 1 |
| 33.7700 |
| $1.55K |
| $5.66K |
| 2 |
| 45.787 | 22.5200 | $1.03K | $6.69K | 1 |
| 45.783 | 22.5200 | $1.03K | $7.72K | 1 |
| 45.782 | 16.8900 | $773.26 | $8.50K | 1 |
| 45.78 | 22.5200 | $1.03K | $9.53K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 45.804 | 10.4600 | $479.11 | $479.11 | 1 |
| 45.805 | 14.4700 | $662.80 | $1.14K | 1 |
| 45.807 | 35.0300 | $1.60K | $2.75K | 1 |
| 45.809 | 14.4700 | $662.86 | $3.41K | 1 |
| 45.811 | 22.5200 | $1.03K | $4.44K | 1 |
| 45.815 | 36.9700 | $1.69K | $6.13K | 2 |
| 45.816 | 74.9100 | $3.43K | $9.57K | 2 |
| 45.818 | 27.5300 | $1.26K | $10.8K | 2 |
| 45.823 | 102.6500 | $4.70K | $15.5K | 2 |
| 45.825 | 78.5700 | $3.60K | $19.1K | 1 |