Price and volume
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Spread
12.80 bps
Best bid / ask
1.0931 / 1.0945
Depth ±100 bps
$30.3K
Imbalance ±100 bps
-0.189
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $873.39 | $1.02K | $1.89K | -0.076 |
| ±50 bps | $11.4K | $11.6K | $23.0K | -0.012 |
| ±100 bps | $12.3K | $18.0K | $30.3K | -0.189 |
| ±200 bps | $12.3K | $18.0K | $30.3K | -0.189 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1.0931 | 184.0000 | $201.13 | $201.13 | 1 |
| 1.093 | 386.7000 | $422.66 | $623.79 | 2 |
| 1.0928 | 228.4000 | $249.60 | $873.39 | 1 |
| 1.0926 | 180.8000 | $197.54 | $1.07K | 1 |
| 1.0924 | 1,299.8000 | $1.42K | $2.49K | 2 |
| 1.0923 |
| 228.4000 |
| $249.48 |
| $2.74K |
| 1 |
| 1.0922 | 840.5000 | $917.99 | $3.66K | 1 |
| 1.0917 | 228.4000 | $249.34 | $3.91K | 1 |
| 1.0912 | 228.5000 | $249.34 | $4.16K | 1 |
| 1.0911 | 1,304.1000 | $1.42K | $5.58K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1.0945 | 749.0000 | $819.78 | $819.78 | 4 |
| 1.0946 | 180.8000 | $197.90 | $1.02K | 1 |
| 1.0952 | 1,488.6000 | $1.63K | $2.65K | 3 |
| 1.0954 | 840.4000 | $920.57 | $3.57K | 1 |
| 1.0961 | 1,068.9000 | $1.17K | $4.74K | 2 |
| 1.0964 | 1,325.9000 | $1.45K | $6.19K | 2 |
| 1.0972 | 1,068.9000 | $1.17K | $7.37K | 2 |
| 1.0975 | 692.5000 | $760.02 | $8.13K | 1 |
| 1.0979 | 1,324.0000 | $1.45K | $9.58K | 2 |
| 1.0981 | 228.4000 | $250.81 | $9.83K | 1 |