Price and volume
Loading
Spread
1.20 bps
Best bid / ask
0.16617 / 0.16619
Depth ±100 bps
$187K
Imbalance ±100 bps
0.129
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $44.9K | $41.8K | $86.7K | 0.035 |
| ±50 bps | $105K | $81.3K | $187K | 0.129 |
| ±100 bps | $105K | $81.3K | $187K | 0.129 |
| ±200 bps | $105K | $81.3K | $187K | 0.129 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.16617 | 2,192.1000 | $364.26 | $364.26 | 2 |
| 0.16615 | 502.9000 | $83.56 | $447.82 | 1 |
| 0.16614 | 6,026.3000 | $1.00K | $1.45K | 1 |
| 0.16613 | 623.9000 | $103.65 | $1.55K | 1 |
| 0.16612 | 28,849.7000 | $4.79K | $6.35K | 6 |
| 0.16611 |
| 11,430.1000 |
| $1.90K |
| $8.24K |
| 3 |
| 0.1661 | 3,017.6000 | $501.22 | $8.75K | 2 |
| 0.16609 | 75,443.6000 | $12.5K | $21.3K | 3 |
| 0.16608 | 10,360.4000 | $1.72K | $23.0K | 3 |
| 0.16605 | 18,385.8000 | $3.05K | $26.0K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.16619 | 863.8000 | $143.55 | $143.55 | 1 |
| 0.1662 | 894.9000 | $148.73 | $292.29 | 1 |
| 0.16621 | 890.2000 | $147.96 | $440.25 | 1 |
| 0.16622 | 890.2000 | $147.97 | $588.22 | 1 |
| 0.16623 | 890.2000 | $147.98 | $736.19 | 1 |
| 0.16624 | 520.0000 | $86.44 | $822.64 | 1 |
| 0.16626 | 2,000.0000 | $332.52 | $1.16K | 1 |
| 0.16627 | 8,022.1000 | $1.33K | $2.49K | 2 |
| 0.16628 | 7,955.1000 | $1.32K | $3.81K | 4 |
| 0.16629 | 60,271.5000 | $10.0K | $13.8K | 3 |