Price and volume
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Spread
21.49 bps
Best bid / ask
23.239 / 23.289
Depth ±100 bps
$24.3K
Imbalance ±100 bps
0.005
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $263.66 | $461.69 | $725.35 | -0.273 |
| ±100 bps | $12.2K | $12.1K | $24.3K | 0.005 |
| ±200 bps | $27.0K | $30.0K | $57.0K | -0.054 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 23.239 | 0.8900 | $20.68 | $20.68 | 1 |
| 23.238 | 3.4970 | $81.26 | $101.95 | 1 |
| 23.237 | 2.6730 | $62.11 | $164.06 | 1 |
| 23.169 | 4.2990 | $99.60 | $263.66 | 1 |
| 23.134 | 8.6450 | $199.99 | $463.66 | 1 |
| 4.3230 |
| $99.98 |
| $563.64 |
| 1 |
| 23.099 | 246.1580 | $5.69K | $6.25K | 1 |
| 23.088 | 2.5990 | $60.01 | $6.31K | 2 |
| 23.076 | 250.7020 | $5.79K | $12.1K | 2 |
| 23.035 | 4.3410 | $99.99 | $12.2K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 23.289 | 1.7550 | $40.87 | $40.87 | 1 |
| 23.29 | 0.8770 | $20.43 | $61.30 | 1 |
| 23.295 | 8.5850 | $199.99 | $261.29 | 1 |
| 23.315 | 4.2890 | $100.00 | $361.28 | 1 |
| 23.356 | 4.2990 | $100.41 | $461.69 | 1 |
| 23.408 | 4.2720 | $100.00 | $561.69 | 1 |
| 23.411 | 242.8770 | $5.69K | $6.25K | 1 |
| 23.415 | 1.1510 | $26.95 | $6.27K | 2 |
| 23.449 | 4.2990 | $100.81 | $6.38K | 1 |
| 23.462 | 242.3490 | $5.69K | $12.1K | 1 |