Price and volume
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Spread
3.94 bps
Best bid / ask
63.403 / 63.428
Depth ±100 bps
$86.4K
Imbalance ±100 bps
0.028
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $7.77K | $11.0K | $18.8K | -0.171 |
| ±50 bps | $44.4K | $42.0K | $86.4K | 0.028 |
| ±100 bps | $44.4K | $42.0K | $86.4K | 0.028 |
| ±200 bps | $44.4K | $42.0K | $86.4K | 0.028 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 63.403 | 2.3580 | $149.50 | $149.50 | 1 |
| 63.389 | 2.7900 | $176.86 | $326.36 | 1 |
| 63.387 | 18.3560 | $1.16K | $1.49K | 1 |
| 63.386 | 0.5110 | $32.39 | $1.52K | 1 |
| 63.382 | 32.1050 | $2.03K | $3.56K | 1 |
| 30.5760 |
| $1.94K |
| $5.49K |
| 1 |
| 63.366 | 32.1050 | $2.03K | $7.53K | 1 |
| 63.359 | 3.8560 | $244.31 | $7.77K | 1 |
| 63.348 | 32.1050 | $2.03K | $9.81K | 1 |
| 63.345 | 1.4740 | $93.37 | $9.90K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 63.428 | 2.6830 | $170.18 | $170.18 | 1 |
| 63.439 | 58.3230 | $3.70K | $3.87K | 1 |
| 63.44 | 7.8770 | $499.72 | $4.37K | 1 |
| 63.441 | 3.3430 | $212.08 | $4.58K | 1 |
| 63.451 | 32.1050 | $2.04K | $6.62K | 1 |
| 63.456 | 32.1050 | $2.04K | $8.66K | 1 |
| 63.465 | 4.6290 | $293.78 | $8.95K | 1 |
| 63.466 | 32.1050 | $2.04K | $11.0K | 1 |
| 63.495 | 18.3560 | $1.17K | $12.2K | 1 |
| 63.506 | 11.0850 | $703.96 | $12.9K | 1 |