Price and volume
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Spread
0.63 bps
Best bid / ask
1,578.1 / 1,578.2
Depth ±100 bps
$7.01K
Imbalance ±100 bps
-0.034
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $1.64K | $1.57K | $3.21K | 0.020 |
| ±50 bps | $3.39K | $3.63K | $7.01K | -0.034 |
| ±100 bps | $3.39K | $3.63K | $7.01K | -0.034 |
| ±200 bps | $3.39K | $3.63K | $7.01K | -0.034 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,580.9 | 0.0200 | $31.62 | $31.62 | 1 |
| 1,580.8 | 0.0660 | $104.33 | $135.95 | 1 |
| 1,580.7 | 0.0690 | $109.07 | $245.02 | 1 |
| 1,580.4 | 0.0660 | $104.31 | $349.33 | 1 |
| 1,580.3 | 0.0890 | $140.65 | $489.97 | 1 |
| 0.2560 |
| $404.53 |
| $894.50 |
| 2 |
| 1,580.1 | 0.1260 | $199.09 | $1.09K | 1 |
| 1,580.0 | 0.0900 | $142.20 | $1.24K | 1 |
| 1,579.9 | 0.0910 | $143.77 | $1.38K | 1 |
| 1,579.6 | 0.0670 | $105.83 | $1.49K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,581.1 | 0.1220 | $192.89 | $192.89 | 1 |
| 1,581.7 | 0.0880 | $139.19 | $332.08 | 1 |
| 1,581.8 | 0.1160 | $183.49 | $515.57 | 1 |
| 1,582.0 | 0.2650 | $419.23 | $934.80 | 2 |
| 1,582.2 | 0.0880 | $139.23 | $1.07K | 1 |
| 1,582.3 | 0.1000 | $158.23 | $1.23K | 1 |
| 1,582.5 | 0.1270 | $200.98 | $1.43K | 1 |
| 1,582.7 | 0.1340 | $212.08 | $1.65K | 1 |
| 1,582.9 | 0.1300 | $205.78 | $1.85K | 1 |
| 1,583.1 | 0.1140 | $180.47 | $2.03K | 1 |