Price and volume
Loading
Spread
35.36 bps
Best bid / ask
8.2151 / 8.2442
Depth ±100 bps
$55.9K
Imbalance ±100 bps
-0.019
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $17.5K | $20.0K | $37.5K | -0.066 |
| ±100 bps | $27.4K | $28.5K | $55.9K | -0.019 |
| ±200 bps | $44.0K | $36.3K | $80.3K | 0.095 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 8.2151 | 937.2800 | $7.70K | $7.70K | 3 |
| 8.212 | 600.0000 | $4.93K | $12.6K | 1 |
| 8.2079 | 426.4100 | $3.50K | $16.1K | 1 |
| 8.2078 | 21.7400 | $178.44 | $16.3K | 1 |
| 8.1953 | 61.0100 | $500.00 | $16.8K | 1 |
| 86.9600 |
| $712.57 |
| $17.5K |
| 1 |
| 8.1873 | 610.7000 | $5.00K | $22.5K | 1 |
| 8.1828 | 30.3800 | $248.59 | $22.8K | 1 |
| 8.1802 | 12.9500 | $105.93 | $22.9K | 1 |
| 8.1741 | 2.4400 | $19.94 | $22.9K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 8.2442 | 229.0000 | $1.89K | $1.89K | 1 |
| 8.2445 | 317.0600 | $2.61K | $4.50K | 1 |
| 8.2447 | 157.6700 | $1.30K | $5.80K | 1 |
| 8.245 | 125.3900 | $1.03K | $6.84K | 1 |
| 8.2497 | 121.2100 | $999.95 | $7.84K | 1 |
| 8.25 | 916.8400 | $7.56K | $15.4K | 2 |
| 8.2502 | 90.2100 | $744.25 | $16.1K | 1 |
| 8.2591 | 423.7700 | $3.50K | $19.6K | 1 |
| 8.2696 | 13.1300 | $108.58 | $19.8K | 1 |
| 8.27 | 30.3800 | $251.24 | $20.0K | 1 |