Price and volume
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Spread
0.72 bps
Best bid / ask
830.39 / 830.45
Depth ±100 bps
$55.9K
Imbalance ±100 bps
0.108
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $31.0K | $24.9K | $55.9K | 0.108 |
| ±50 bps | $31.0K | $24.9K | $55.9K | 0.108 |
| ±100 bps | $31.0K | $24.9K | $55.9K | 0.108 |
| ±200 bps | $31.0K | $24.9K | $55.9K | 0.108 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 830.39 | 0.6896 | $572.64 | $572.64 | 1 |
| 830.38 | 0.4528 | $376.00 | $948.63 | 1 |
| 830.35 | 0.0435 | $36.12 | $984.75 | 2 |
| 830.31 | 0.4948 | $410.84 | $1.40K | 1 |
| 830.3 | 1.0119 | $840.18 | $2.24K | 1 |
| 0.2098 |
| $174.19 |
| $2.41K |
| 1 |
| 830.26 | 1.4397 | $1.20K | $3.61K | 1 |
| 830.25 | 0.7053 | $585.58 | $4.19K | 2 |
| 830.24 | 0.6131 | $509.02 | $4.70K | 1 |
| 830.23 | 0.2104 | $174.68 | $4.87K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 830.45 | 0.7157 | $594.35 | $594.35 | 1 |
| 830.46 | 0.4941 | $410.33 | $1.00K | 1 |
| 830.49 | 0.4576 | $380.03 | $1.38K | 3 |
| 830.5 | 12.0401 | $10.00K | $11.4K | 1 |
| 830.53 | 0.4914 | $408.12 | $11.8K | 1 |
| 830.56 | 0.4941 | $410.38 | $12.2K | 1 |
| 830.57 | 0.4941 | $410.38 | $12.6K | 1 |
| 830.6 | 1.2040 | $1.00K | $13.6K | 1 |
| 830.61 | 0.2119 | $176.01 | $13.8K | 1 |
| 830.63 | 0.2071 | $172.02 | $14.0K | 1 |