Price and volume
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Spread
0.86 bps
Best bid / ask
1.161 / 1.1611
Depth ±100 bps
$5.59M
Imbalance ±100 bps
-0.101
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $1.02M | $1.33M | $2.34M | -0.132 |
| ±50 bps | $2.51M | $3.07M | $5.59M | -0.101 |
| ±100 bps | $2.51M | $3.07M | $5.59M | -0.101 |
| ±200 bps | $2.51M | $3.07M | $5.59M | -0.101 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1.1606 | 8,626.0000 | $10.0K | $10.0K | 2 |
| 1.1605 | 23,878.0000 | $27.7K | $37.7K | 6 |
| 1.1604 | 28,061.0000 | $32.6K | $70.3K | 10 |
| 1.1603 | 36,215.0000 | $42.0K | $112K | 14 |
| 1.1602 | 61,237.0000 | $71.0K | $183K | 13 |
| 1.1601 |
| 49,874.0000 |
| $57.9K |
| $241K |
| 15 |
| 1.16 | 65,316.0000 | $75.8K | $317K | 13 |
| 1.1599 | 330,123.0000 | $383K | $700K | 14 |
| 1.1598 | 81,566.0000 | $94.6K | $794K | 9 |
| 1.1597 | 99,699.0000 | $116K | $910K | 9 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1.1607 | 21,770.0000 | $25.3K | $25.3K | 5 |
| 1.1608 | 37,053.0000 | $43.0K | $68.3K | 10 |
| 1.1609 | 64,205.0000 | $74.5K | $143K | 11 |
| 1.161 | 49,131.0000 | $57.0K | $200K | 10 |
| 1.1611 | 127,962.0000 | $149K | $348K | 16 |
| 1.1612 | 49,812.0000 | $57.8K | $406K | 12 |
| 1.1613 | 98,367.0000 | $114K | $521K | 12 |
| 1.1614 | 361,148.0000 | $419K | $940K | 11 |
| 1.1615 | 76,181.0000 | $88.5K | $1.03M | 13 |
| 1.1616 | 81,627.0000 | $94.8K | $1.12M | 16 |