Price and volume
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Spread
0.88 bps
Best bid / ask
342.24 / 342.27
Depth ±100 bps
$219K
Imbalance ±100 bps
0.344
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $147K | $71.7K | $219K | 0.344 |
| ±50 bps | $147K | $71.7K | $219K | 0.344 |
| ±100 bps | $147K | $71.7K | $219K | 0.344 |
| ±200 bps | $147K | $71.7K | $219K | 0.344 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 342.24 | 12.8460 | $4.40K | $4.40K | 1 |
| 342.21 | 0.8600 | $294.30 | $4.69K | 1 |
| 342.2 | 9.2640 | $3.17K | $7.86K | 2 |
| 342.19 | 0.8600 | $294.28 | $8.16K | 1 |
| 342.18 | 39.8030 | $13.6K | $21.8K | 2 |
| 3.6320 |
| $1.24K |
| $23.0K |
| 1 |
| 342.15 | 35.7010 | $12.2K | $35.2K | 2 |
| 342.14 | 12.2000 | $4.17K | $39.4K | 1 |
| 342.13 | 8.4060 | $2.88K | $42.3K | 1 |
| 342.11 | 13.6610 | $4.67K | $47.0K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 342.27 | 1.0820 | $370.34 | $370.34 | 1 |
| 342.28 | 1.0250 | $350.84 | $721.17 | 1 |
| 342.29 | 10.4050 | $3.56K | $4.28K | 2 |
| 342.3 | 0.5120 | $175.26 | $4.46K | 1 |
| 342.32 | 0.1510 | $51.69 | $4.51K | 1 |
| 342.34 | 0.2100 | $71.89 | $4.58K | 1 |
| 342.35 | 3.8140 | $1.31K | $5.89K | 2 |
| 342.36 | 0.1840 | $62.99 | $5.95K | 1 |
| 342.37 | 11.2860 | $3.86K | $9.81K | 2 |
| 342.38 | 32.0570 | $11.0K | $20.8K | 3 |