Price and volume
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Spread
46.28 bps
Best bid / ask
200.5 / 201.43
Depth ±100 bps
$13.3K
Imbalance ±100 bps
0.179
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $268.44 | $298.50 | $566.94 | -0.053 |
| ±100 bps | $7.84K | $5.46K | $13.3K | 0.179 |
| ±200 bps | $129K | $123K | $252K | 0.026 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 200.5 | 0.1500 | $30.08 | $30.08 | 2 |
| 200.32 | 1.1400 | $228.36 | $258.44 | 2 |
| 200.0 | 0.0500 | $10.00 | $268.44 | 1 |
| 199.7 | 2.9900 | $597.10 | $865.54 | 1 |
| 199.67 | 0.5800 | $115.81 | $981.35 | 1 |
| 9.3100 |
| $1.86K |
| $2.84K |
| 1 |
| 199.63 | 25.0400 | $5.00K | $7.84K | 1 |
| 198.48 | 25.1900 | $5.00K | $12.8K | 1 |
| 198.45 | 5.0300 | $998.20 | $13.8K | 1 |
| 198.08 | 25.2400 | $5.00K | $18.8K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 201.43 | 0.0600 | $12.09 | $12.09 | 1 |
| 201.44 | 0.1100 | $22.16 | $34.24 | 1 |
| 201.72 | 1.3100 | $264.25 | $298.50 | 1 |
| 202.1 | 0.8100 | $163.70 | $462.20 | 1 |
| 202.26 | 24.7200 | $5.00K | $5.46K | 1 |
| 203.28 | 24.5900 | $5.00K | $10.5K | 1 |
| 203.31 | 0.5800 | $117.92 | $10.6K | 1 |
| 203.72 | 4.9000 | $998.23 | $11.6K | 1 |
| 203.75 | 4.7900 | $975.96 | $12.6K | 1 |
| 204.29 | 489.5000 | $100.0K | $113K | 1 |