Price and volume
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Spread
0.16 bps
Best bid / ask
610.92 / 610.93
Depth ±100 bps
$297K
Imbalance ±100 bps
-0.438
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $83.5K | $214K | $297K | -0.438 |
| ±50 bps | $83.5K | $214K | $297K | -0.438 |
| ±100 bps | $83.5K | $214K | $297K | -0.438 |
| ±200 bps | $83.5K | $214K | $297K | -0.438 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 610.93 | 0.6550 | $400.16 | $400.16 | 1 |
| 610.92 | 119.0980 | $72.8K | $73.2K | 3 |
| 610.74 | 0.4120 | $251.62 | $73.4K | 1 |
| 610.73 | 0.4120 | $251.62 | $73.7K | 1 |
| 610.72 | 0.4120 | $251.62 | $73.9K | 1 |
| 0.6260 |
| $382.30 |
| $74.3K |
| 2 |
| 610.67 | 0.4130 | $252.21 | $74.5K | 1 |
| 610.66 | 0.0810 | $49.46 | $74.6K | 1 |
| 610.64 | 0.0810 | $49.46 | $74.6K | 1 |
| 610.63 | 0.0810 | $49.46 | $74.7K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 610.94 | 21.5200 | $13.1K | $13.1K | 6 |
| 610.98 | 0.6550 | $400.19 | $13.5K | 1 |
| 610.99 | 0.0810 | $49.49 | $13.6K | 1 |
| 611.0 | 0.7360 | $449.70 | $14.0K | 2 |
| 611.01 | 0.0810 | $49.49 | $14.1K | 1 |
| 611.02 | 0.0810 | $49.49 | $14.1K | 1 |
| 611.03 | 0.7360 | $449.72 | $14.6K | 2 |
| 611.04 | 0.3900 | $238.31 | $14.8K | 2 |
| 611.05 | 0.6160 | $376.41 | $15.2K | 3 |
| 611.06 | 0.4940 | $301.86 | $15.5K | 2 |