Price and volume
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TidePerpSpread
0.14 bps
Best bid / ask
690.99 / 691.0
Depth ±100 bps
$323K
Imbalance ±100 bps
-0.036
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $156K | $167K | $323K | -0.036 |
| ±50 bps | $156K | $167K | $323K | -0.036 |
| ±100 bps | $156K | $167K | $323K | -0.036 |
| ±200 bps | $156K | $167K | $323K | -0.036 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 691.0 | 0.6060 | $418.75 | $418.75 | 4 |
| 690.94 | 1.5200 | $1.05K | $1.47K | 1 |
| 690.93 | 1.1400 | $787.66 | $2.26K | 1 |
| 690.88 | 1.5200 | $1.05K | $3.31K | 1 |
| 690.86 | 2.8040 | $1.94K | $5.24K | 2 |
| 0.1930 |
| $133.33 |
| $5.38K |
| 1 |
| 690.83 | 0.3590 | $248.01 | $5.63K | 1 |
| 690.81 | 0.2600 | $179.61 | $5.80K | 1 |
| 690.8 | 44.4650 | $30.7K | $36.5K | 3 |
| 690.79 | 4.9710 | $3.43K | $40.0K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 691.01 | 0.4470 | $308.88 | $308.88 | 1 |
| 691.03 | 0.4340 | $299.91 | $608.79 | 1 |
| 691.04 | 0.4350 | $300.60 | $909.39 | 1 |
| 691.05 | 4.8810 | $3.37K | $4.28K | 2 |
| 691.06 | 1.1400 | $787.81 | $5.07K | 1 |
| 691.07 | 0.7770 | $536.96 | $5.61K | 2 |
| 691.08 | 57.2990 | $39.6K | $45.2K | 3 |
| 691.09 | 1.1400 | $787.84 | $46.0K | 1 |
| 691.1 | 4.6340 | $3.20K | $49.2K | 2 |
| 691.11 | 0.3280 | $226.68 | $49.4K | 1 |