Price and volume
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Spread
7.02 bps
Best bid / ask
6.2615 / 6.2659
Depth ±100 bps
$297K
Imbalance ±100 bps
0.084
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $2.51K | $5.91K | $8.42K | -0.404 |
| ±50 bps | $161K | $136K | $297K | 0.085 |
| ±100 bps | $161K | $136K | $297K | 0.084 |
| ±200 bps | $161K | $136K | $297K | 0.084 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 6.2615 | 400.3900 | $2.51K | $2.51K | 1 |
| 6.2571 | 159.8200 | $1.00K | $3.51K | 1 |
| 6.2566 | 301.7600 | $1.89K | $5.40K | 1 |
| 6.2553 | 159.8600 | $999.97 | $6.40K | 1 |
| 6.2552 | 3,780.3800 | $23.6K | $30.0K | 1 |
| 363.9600 |
| $2.28K |
| $32.3K |
| 1 |
| 6.2531 | 176.2300 | $1.10K | $33.4K | 1 |
| 6.2521 | 28.6500 | $179.12 | $33.6K | 1 |
| 6.2518 | 700.1600 | $4.38K | $38.0K | 1 |
| 6.251 | 53.2700 | $332.99 | $38.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 6.2659 | 159.5900 | $999.97 | $999.97 | 1 |
| 6.2671 | 159.5600 | $999.98 | $2.00K | 1 |
| 6.2672 | 100.5200 | $629.98 | $2.63K | 1 |
| 6.2676 | 159.5500 | $1,000.00 | $3.63K | 1 |
| 6.2677 | 363.9200 | $2.28K | $5.91K | 1 |
| 6.2704 | 159.4800 | $1.00K | $6.91K | 1 |
| 6.2705 | 287.0300 | $1.80K | $8.71K | 1 |
| 6.2714 | 400.3900 | $2.51K | $11.2K | 1 |
| 6.2717 | 159.7000 | $1.00K | $12.2K | 1 |
| 6.2723 | 3,719.6200 | $23.3K | $35.6K | 1 |