Price and volume
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Spread
1.58 bps
Best bid / ask
1,264.5 / 1,264.7
Depth ±100 bps
$1.49M
Imbalance ±100 bps
-0.190
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $242K | $493K | $735K | -0.342 |
| ±50 bps | $605K | $889K | $1.49M | -0.190 |
| ±100 bps | $605K | $889K | $1.49M | -0.190 |
| ±200 bps | $605K | $889K | $1.49M | -0.190 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,264.6 | 14.6500 | $18.5K | $18.5K | 8 |
| 1,264.5 | 3.6300 | $4.59K | $23.1K | 5 |
| 1,264.4 | 3.7800 | $4.78K | $27.9K | 6 |
| 1,264.3 | 9.7200 | $12.3K | $40.2K | 9 |
| 1,264.2 | 29.7400 | $37.6K | $77.8K | 8 |
| 25.8400 |
| $32.7K |
| $110K |
| 11 |
| 1,264.0 | 22.7400 | $28.7K | $139K | 8 |
| 1,263.9 | 26.6700 | $33.7K | $173K | 10 |
| 1,263.8 | 3.9300 | $4.97K | $178K | 6 |
| 1,263.7 | 7.5300 | $9.52K | $187K | 6 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,264.7 | 8.1000 | $10.2K | $10.2K | 2 |
| 1,264.8 | 7.2800 | $9.21K | $19.5K | 8 |
| 1,264.9 | 4.5100 | $5.70K | $25.2K | 7 |
| 1,265.0 | 18.4900 | $23.4K | $48.5K | 11 |
| 1,265.1 | 33.5700 | $42.5K | $91.0K | 13 |
| 1,265.2 | 26.5100 | $33.5K | $125K | 15 |
| 1,265.3 | 49.0400 | $62.1K | $187K | 15 |
| 1,265.4 | 71.3000 | $90.2K | $277K | 14 |
| 1,265.5 | 18.5800 | $23.5K | $300K | 11 |
| 1,265.6 | 14.2400 | $18.0K | $318K | 9 |