Price and volume
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Spread
4.65 bps
Best bid / ask
6.0253 / 6.0281
Depth ±100 bps
$76.6K
Imbalance ±100 bps
0.057
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $9.77K | $12.6K | $22.4K | -0.126 |
| ±50 bps | $40.5K | $36.1K | $76.6K | 0.057 |
| ±100 bps | $40.5K | $36.1K | $76.6K | 0.057 |
| ±200 bps | $40.5K | $36.1K | $76.6K | 0.057 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 6.0253 | 124.3000 | $748.94 | $748.94 | 1 |
| 6.0252 | 211.8000 | $1.28K | $2.03K | 1 |
| 6.0241 | 829.9000 | $5.00K | $7.02K | 1 |
| 6.024 | 211.8000 | $1.28K | $8.30K | 1 |
| 6.0236 | 211.8000 | $1.28K | $9.58K | 1 |
| 32.6000 |
| $196.35 |
| $9.77K |
| 1 |
| 6.0204 | 49.9000 | $300.42 | $10.1K | 1 |
| 6.0153 | 257.5000 | $1.55K | $11.6K | 1 |
| 6.0138 | 266.8000 | $1.60K | $13.2K | 1 |
| 6.0133 | 628.3000 | $3.78K | $17.0K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 6.0281 | 53.6000 | $323.11 | $323.11 | 1 |
| 6.0282 | 211.8000 | $1.28K | $1.60K | 1 |
| 6.0286 | 211.8000 | $1.28K | $2.88K | 1 |
| 6.0288 | 293.7000 | $1.77K | $4.65K | 1 |
| 6.029 | 211.8000 | $1.28K | $5.92K | 1 |
| 6.0299 | 829.2000 | $5.00K | $10.9K | 1 |
| 6.0311 | 277.2000 | $1.67K | $12.6K | 2 |
| 6.035 | 47.4000 | $286.06 | $12.9K | 1 |
| 6.0361 | 124.3000 | $750.29 | $13.6K | 1 |
| 6.0373 | 257.5000 | $1.55K | $15.2K | 1 |