Price and volume
Loading
Spread
5.80 bps
Best bid / ask
67.255 / 67.294
Depth ±100 bps
$72.8K
Imbalance ±100 bps
0.011
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $5.33K | $9.41K | $14.7K | -0.277 |
| ±50 bps | $24.5K | $23.7K | $48.2K | 0.017 |
| ±100 bps | $36.8K | $36.0K | $72.8K | 0.011 |
| ±200 bps | $290K | $282K | $572K | 0.013 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 67.255 | 7.8120 | $525.40 | $525.40 | 1 |
| 67.251 | 7.8120 | $525.36 | $1.05K | 1 |
| 67.241 | 7.8120 | $525.29 | $1.58K | 1 |
| 67.236 | 1.0950 | $73.62 | $1.65K | 1 |
| 67.228 | 7.4400 | $500.18 | $2.15K | 1 |
| 0.4300 |
| $28.91 |
| $2.18K |
| 1 |
| 67.211 | 3.2320 | $217.23 | $2.40K | 1 |
| 67.21 | 43.5810 | $2.93K | $5.33K | 1 |
| 67.197 | 73.9660 | $4.97K | $10.3K | 1 |
| 67.19 | 20.8340 | $1.40K | $11.7K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 67.294 | 72.4800 | $4.88K | $4.88K | 1 |
| 67.324 | 7.8120 | $525.94 | $5.40K | 1 |
| 67.329 | 43.8100 | $2.95K | $8.35K | 1 |
| 67.334 | 7.8120 | $526.01 | $8.88K | 1 |
| 67.338 | 7.8120 | $526.04 | $9.41K | 1 |
| 67.357 | 74.8390 | $5.04K | $14.4K | 1 |
| 67.38 | 20.8340 | $1.40K | $15.8K | 1 |
| 67.416 | 20.8340 | $1.40K | $17.3K | 1 |
| 67.443 | 20.8340 | $1.41K | $18.7K | 1 |
| 67.498 | 74.2390 | $5.01K | $23.7K | 1 |