Price and volume
Loading
Spread
1.57 bps
Best bid / ask
127.72 / 127.74
Depth ±100 bps
$428K
Imbalance ±100 bps
-0.407
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $91.2K | $80.1K | $171K | 0.065 |
| ±50 bps | $127K | $301K | $428K | -0.407 |
| ±100 bps | $127K | $301K | $428K | -0.407 |
| ±200 bps | $127K | $301K | $428K | -0.407 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 127.72 | 56.2180 | $7.18K | $7.18K | 1 |
| 127.71 | 13.8770 | $1.77K | $8.95K | 3 |
| 127.7 | 125.1600 | $16.0K | $24.9K | 4 |
| 127.69 | 67.2890 | $8.59K | $33.5K | 2 |
| 127.68 | 21.8130 | $2.79K | $36.3K | 4 |
| 45.2810 |
| $5.78K |
| $42.1K |
| 3 |
| 127.66 | 39.0060 | $4.98K | $47.1K | 3 |
| 127.65 | 92.4470 | $11.8K | $58.9K | 3 |
| 127.64 | 1.8220 | $232.56 | $59.1K | 1 |
| 127.63 | 7.3110 | $933.10 | $60.0K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 127.74 | 9.7860 | $1.25K | $1.25K | 1 |
| 127.76 | 50.7540 | $6.48K | $7.73K | 3 |
| 127.77 | 56.1140 | $7.17K | $14.9K | 3 |
| 127.78 | 116.0820 | $14.8K | $29.7K | 2 |
| 127.79 | 61.2150 | $7.82K | $37.6K | 2 |
| 127.8 | 108.3740 | $13.9K | $51.4K | 1 |
| 127.81 | 3.8320 | $489.77 | $51.9K | 2 |
| 127.82 | 13.2570 | $1.69K | $53.6K | 2 |
| 127.83 | 97.9700 | $12.5K | $66.1K | 3 |
| 127.84 | 109.5210 | $14.0K | $80.1K | 3 |