Price and volume
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TidePerpSpread
0.69 bps
Best bid / ask
871.49 / 871.55
Depth ±100 bps
$129K
Imbalance ±100 bps
0.222
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $78.6K | $50.0K | $129K | 0.222 |
| ±50 bps | $78.6K | $50.0K | $129K | 0.222 |
| ±100 bps | $78.6K | $50.0K | $129K | 0.222 |
| ±200 bps | $78.6K | $50.0K | $129K | 0.222 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 871.55 | 2.8120 | $2.45K | $2.45K | 1 |
| 871.54 | 3.5430 | $3.09K | $5.54K | 1 |
| 871.53 | 0.5460 | $475.86 | $6.01K | 1 |
| 871.49 | 1.1470 | $999.60 | $7.01K | 1 |
| 871.48 | 4.0910 | $3.57K | $10.6K | 1 |
| 1.7200 |
| $1.50K |
| $12.1K |
| 1 |
| 871.41 | 6.1660 | $5.37K | $17.5K | 3 |
| 871.4 | 1.7200 | $1.50K | $19.0K | 1 |
| 871.38 | 0.5730 | $499.30 | $19.4K | 1 |
| 871.36 | 1.8700 | $1.63K | $21.1K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 871.58 | 0.5850 | $509.87 | $509.87 | 1 |
| 871.59 | 0.5830 | $508.14 | $1.02K | 1 |
| 871.6 | 0.8510 | $741.73 | $1.76K | 2 |
| 871.62 | 1.0480 | $913.46 | $2.67K | 2 |
| 871.63 | 0.5730 | $499.44 | $3.17K | 1 |
| 871.64 | 0.2800 | $244.06 | $3.42K | 1 |
| 871.65 | 5.7360 | $5.00K | $8.42K | 1 |
| 871.67 | 1.7210 | $1.50K | $9.92K | 1 |
| 871.68 | 1.7200 | $1.50K | $11.4K | 2 |
| 871.69 | 17.6980 | $15.4K | $26.8K | 2 |