Price and volume
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Spread
13.08 bps
Best bid / ask
16.813 / 16.835
Depth ±100 bps
$50.5K
Imbalance ±100 bps
-0.009
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $217.73 | $263.49 | $481.22 | -0.095 |
| ±50 bps | $22.0K | $22.7K | $44.7K | -0.014 |
| ±100 bps | $25.1K | $25.5K | $50.5K | -0.009 |
| ±200 bps | $26.6K | $28.5K | $55.2K | -0.035 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 16.813 | 12.9500 | $217.73 | $217.73 | 1 |
| 16.806 | 4.8000 | $80.67 | $298.40 | 1 |
| 16.803 | 17.6300 | $296.24 | $594.63 | 2 |
| 16.802 | 37.8800 | $636.46 | $1.23K | 1 |
| 16.796 | 161.6300 | $2.71K | $3.95K | 1 |
| 293.6900 |
| $4.93K |
| $8.88K |
| 1 |
| 16.792 | 41.9200 | $703.92 | $9.58K | 1 |
| 16.789 | 293.7600 | $4.93K | $14.5K | 1 |
| 16.787 | 293.7900 | $4.93K | $19.4K | 1 |
| 16.782 | 37.6900 | $632.51 | $20.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 16.835 | 10.6500 | $179.29 | $179.29 | 1 |
| 16.84 | 5.0000 | $84.20 | $263.49 | 1 |
| 16.841 | 5.6700 | $95.49 | $358.98 | 1 |
| 16.845 | 5.0000 | $84.23 | $443.21 | 1 |
| 16.846 | 55.4500 | $934.11 | $1.38K | 2 |
| 16.856 | 38.3100 | $645.75 | $2.02K | 1 |
| 16.857 | 300.5200 | $5.07K | $7.09K | 1 |
| 16.859 | 161.6300 | $2.72K | $9.81K | 1 |
| 16.861 | 300.4500 | $5.07K | $14.9K | 1 |
| 16.865 | 342.7400 | $5.78K | $20.7K | 2 |