Price and volume
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Spread
27.40 bps
Best bid / ask
207.73 / 208.3
Depth ±100 bps
$50.3K
Imbalance ±100 bps
-0.075
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $11.4K | $14.8K | $26.2K | -0.130 |
| ±100 bps | $23.2K | $27.0K | $50.3K | -0.075 |
| ±200 bps | $53.9K | $40.0K | $93.9K | 0.147 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 207.73 | 38.4230 | $7.98K | $7.98K | 2 |
| 207.72 | 2.4070 | $499.98 | $8.48K | 1 |
| 207.4 | 1.9040 | $394.89 | $8.88K | 1 |
| 207.36 | 7.8920 | $1.64K | $10.5K | 1 |
| 207.35 | 2.3090 | $478.77 | $11.0K | 1 |
| 0.1160 |
| $24.03 |
| $11.0K |
| 1 |
| 207.13 | 1.9310 | $399.97 | $11.4K | 1 |
| 206.77 | 19.7310 | $4.08K | $15.5K | 1 |
| 206.65 | 3.8710 | $799.94 | $16.3K | 1 |
| 206.61 | 9.2540 | $1.91K | $18.2K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 208.3 | 25.7380 | $5.36K | $5.36K | 3 |
| 208.31 | 3.1270 | $651.39 | $6.01K | 1 |
| 208.52 | 4.2000 | $875.78 | $6.89K | 1 |
| 208.6 | 2.1910 | $457.04 | $7.35K | 3 |
| 208.65 | 2.2690 | $473.43 | $7.82K | 1 |
| 208.73 | 23.9540 | $5.00K | $12.8K | 1 |
| 208.75 | 1.9190 | $400.59 | $13.2K | 1 |
| 208.99 | 7.6780 | $1.60K | $14.8K | 1 |
| 209.23 | 1.9110 | $399.84 | $15.2K | 1 |
| 209.29 | 0.0530 | $11.09 | $15.2K | 1 |