Price and volume
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Spread
36.90 bps
Best bid / ask
121.73 / 122.18
Depth ±100 bps
$51.2K
Imbalance ±100 bps
0.202
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $16.5K | $4.25K | $20.8K | 0.591 |
| ±100 bps | $30.8K | $20.4K | $51.2K | 0.202 |
| ±200 bps | $30.8K | $28.9K | $59.7K | 0.031 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 121.73 | 0.0900 | $10.96 | $10.96 | 1 |
| 121.71 | 10.9100 | $1.33K | $1.34K | 1 |
| 121.7 | 24.6200 | $3.00K | $4.34K | 1 |
| 121.68 | 16.4100 | $2.00K | $6.33K | 1 |
| 121.66 | 0.0900 | $10.95 | $6.34K | 1 |
| 2.2600 |
| $274.91 |
| $6.62K |
| 1 |
| 121.62 | 4.1500 | $504.72 | $7.12K | 1 |
| 121.59 | 0.0900 | $10.94 | $7.13K | 1 |
| 121.52 | 50.1900 | $6.10K | $13.2K | 2 |
| 121.48 | 1.2300 | $149.42 | $13.4K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 122.18 | 1.3200 | $161.28 | $161.28 | 2 |
| 122.22 | 10.9100 | $1.33K | $1.49K | 1 |
| 122.25 | 0.0900 | $11.00 | $1.51K | 1 |
| 122.27 | 1.2300 | $150.39 | $1.66K | 1 |
| 122.32 | 2.2700 | $277.67 | $1.93K | 1 |
| 122.35 | 5.3600 | $655.80 | $2.59K | 2 |
| 122.43 | 2.0400 | $249.76 | $2.84K | 1 |
| 122.44 | 10.3100 | $1.26K | $4.10K | 2 |
| 122.53 | 1.2300 | $150.71 | $4.25K | 1 |
| 122.64 | 16.4100 | $2.01K | $6.26K | 1 |