Price and volume
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Spread
99.31 bps
Best bid / ask
3.8375 / 3.8758
Depth ±100 bps
$6.06K
Imbalance ±100 bps
-0.965
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $20.30 | $5.88K | $5.90K | -0.993 |
| ±100 bps | $107.21 | $5.96K | $6.06K | -0.965 |
| ±200 bps | $12.3K | $16.8K | $29.1K | -0.154 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.8375 | 5.2900 | $20.30 | $20.30 | 1 |
| 3.8372 | 3.9000 | $14.97 | $35.27 | 1 |
| 3.8351 | 7.0400 | $27.00 | $62.26 | 1 |
| 3.835 | 3.9100 | $14.99 | $77.26 | 1 |
| 3.829 | 3.9100 | $14.97 | $92.23 | 1 |
| 3.9200 |
| $14.97 |
| $107.21 |
| 1 |
| 3.8046 | 1,314.1900 | $5.00K | $5.11K | 1 |
| 3.8009 | 173.3700 | $658.96 | $5.77K | 1 |
| 3.8006 | 150.0000 | $570.09 | $6.34K | 1 |
| 3.79 | 15.8500 | $60.07 | $6.40K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.8758 | 1,290.0500 | $5.00K | $5.00K | 1 |
| 3.8759 | 226.7400 | $878.82 | $5.88K | 1 |
| 3.8762 | 5.2900 | $20.51 | $5.90K | 1 |
| 3.8765 | 3.8600 | $14.96 | $5.91K | 1 |
| 3.882 | 3.1100 | $12.07 | $5.93K | 1 |
| 3.889 | 3.8500 | $14.97 | $5.94K | 1 |
| 3.894 | 3.8500 | $14.99 | $5.96K | 1 |
| 3.898 | 3.8400 | $14.97 | $5.97K | 1 |
| 3.902 | 3.8400 | $14.98 | $5.99K | 1 |
| 3.9038 | 196.8200 | $768.35 | $6.75K | 1 |