Price and volume
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Spread
9.56 bps
Best bid / ask
3.2408 / 3.2439
Depth ±100 bps
$149K
Imbalance ±100 bps
-0.173
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $983.93 | $170.95 | $1.15K | 0.704 |
| ±50 bps | $61.7K | $87.5K | $149K | -0.173 |
| ±100 bps | $61.7K | $87.5K | $149K | -0.173 |
| ±200 bps | $61.7K | $87.5K | $149K | -0.173 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.2408 | 54.2000 | $175.65 | $175.65 | 1 |
| 3.2401 | 64.3000 | $208.34 | $383.99 | 1 |
| 3.2394 | 185.2000 | $599.94 | $983.93 | 1 |
| 3.239 | 1,543.6000 | $5.00K | $5.98K | 1 |
| 3.2385 | 1,543.9000 | $5.00K | $11.0K | 1 |
| 3.2381 |
| 185.2000 |
| $599.70 |
| $11.6K |
| 1 |
| 3.2377 | 401.1000 | $1.30K | $12.9K | 1 |
| 3.2374 | 30.7000 | $99.39 | $13.0K | 1 |
| 3.2373 | 1,279.4000 | $4.14K | $17.1K | 1 |
| 3.2362 | 1,279.4000 | $4.14K | $21.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.2439 | 52.7000 | $170.95 | $170.95 | 1 |
| 3.2462 | 184.8000 | $599.90 | $770.85 | 1 |
| 3.247 | 71.8000 | $233.13 | $1.00K | 1 |
| 3.2476 | 1,539.5000 | $5.00K | $6.00K | 1 |
| 3.2477 | 400.1000 | $1.30K | $7.30K | 1 |
| 3.2496 | 1,538.6000 | $5.00K | $12.3K | 1 |
| 3.2498 | 1,279.4000 | $4.16K | $16.5K | 1 |
| 3.2502 | 30.7000 | $99.78 | $16.6K | 1 |
| 3.2506 | 9.8000 | $31.86 | $16.6K | 1 |
| 3.2508 | 1,771.5000 | $5.76K | $22.4K | 2 |