Price and volume
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Spread
0.13 bps
Best bid / ask
75,788.0 / 75,789.0
Depth ±100 bps
$13.1M
Imbalance ±100 bps
0.456
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $9.56M | $3.57M | $13.1M | 0.456 |
| ±50 bps | $9.56M | $3.57M | $13.1M | 0.456 |
| ±100 bps | $9.56M | $3.57M | $13.1M | 0.456 |
| ±200 bps | $9.56M | $3.57M | $13.1M | 0.456 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 75,788.0 | 23.1378 | $1.75M | $1.75M | 93 |
| 75,787.0 | 3.1979 | $242K | $2.00M | 8 |
| 75,786.0 | 1.4398 | $109K | $2.11M | 10 |
| 75,785.0 | 4.7426 | $359K | $2.46M | 9 |
| 75,784.0 | 4.0002 | $303K | $2.77M | 11 |
| 3.2420 |
| $246K |
| $3.01M |
| 10 |
| 75,782.0 | 9.6609 | $732K | $3.75M | 11 |
| 75,781.0 | 11.8242 | $896K | $4.64M | 12 |
| 75,780.0 | 4.3545 | $330K | $4.97M | 10 |
| 75,779.0 | 0.3275 | $24.8K | $5.00M | 7 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 75,789.0 | 3.4532 | $262K | $262K | 4 |
| 75,792.0 | 0.1979 | $15.0K | $277K | 1 |
| 75,793.0 | 0.0001 | $10.61 | $277K | 1 |
| 75,796.0 | 0.0396 | $3.00K | $280K | 1 |
| 75,797.0 | 0.0015 | $113.70 | $280K | 1 |
| 75,798.0 | 0.2096 | $15.9K | $296K | 2 |
| 75,799.0 | 0.9252 | $70.1K | $366K | 4 |
| 75,800.0 | 0.9857 | $74.7K | $441K | 8 |
| 75,801.0 | 4.7444 | $360K | $800K | 5 |
| 75,802.0 | 0.3495 | $26.5K | $827K | 4 |