Price and volume
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Spread
1.70 bps
Best bid / ask
530.91 / 531.0
Depth ±100 bps
$116K
Imbalance ±100 bps
-0.052
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $54.8K | $60.9K | $116K | -0.052 |
| ±50 bps | $54.8K | $60.9K | $116K | -0.052 |
| ±100 bps | $54.8K | $60.9K | $116K | -0.052 |
| ±200 bps | $54.8K | $60.9K | $116K | -0.052 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 530.91 | 1.8840 | $1.00K | $1.00K | 1 |
| 530.9 | 1.6430 | $872.27 | $1.87K | 1 |
| 530.89 | 0.4150 | $220.32 | $2.09K | 1 |
| 530.88 | 0.2700 | $143.34 | $2.24K | 1 |
| 530.86 | 0.4150 | $220.31 | $2.46K | 1 |
| 1.8840 |
| $1.00K |
| $3.46K |
| 1 |
| 530.83 | 7.8720 | $4.18K | $7.64K | 1 |
| 530.78 | 1.8840 | $999.99 | $8.64K | 1 |
| 530.77 | 1.2390 | $657.62 | $9.29K | 1 |
| 530.76 | 5.8590 | $3.11K | $12.4K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 531.0 | 2.5580 | $1.36K | $1.36K | 2 |
| 531.01 | 7.7910 | $4.14K | $5.50K | 1 |
| 531.02 | 0.6750 | $358.44 | $5.85K | 1 |
| 531.04 | 2.5580 | $1.36K | $7.21K | 2 |
| 531.07 | 1.8830 | $1.00K | $8.21K | 1 |
| 531.08 | 6.8590 | $3.64K | $11.9K | 2 |
| 531.11 | 5.8590 | $3.11K | $15.0K | 1 |
| 531.13 | 0.0190 | $10.09 | $15.0K | 1 |
| 531.14 | 8.0700 | $4.29K | $19.3K | 1 |
| 531.17 | 4.3560 | $2.31K | $21.6K | 1 |