Price and volume
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Spread
33.13 bps
Best bid / ask
5.1528 / 5.1699
Depth ±100 bps
$95.3K
Imbalance ±100 bps
0.425
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $67.9K | $17.4K | $85.3K | 0.592 |
| ±100 bps | $67.9K | $27.4K | $95.3K | 0.425 |
| ±200 bps | $67.9K | $27.4K | $95.3K | 0.425 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 5.1528 | 82.9000 | $427.17 | $427.17 | 1 |
| 5.1527 | 41.7000 | $214.87 | $642.03 | 2 |
| 5.1502 | 19.4000 | $99.91 | $741.95 | 1 |
| 5.15 | 701.1000 | $3.61K | $4.35K | 2 |
| 5.149 | 736.0000 | $3.79K | $8.14K | 2 |
| 744.5000 |
| $3.83K |
| $12.0K |
| 2 |
| 5.147 | 1,716.0000 | $8.83K | $20.8K | 3 |
| 5.146 | 595.5000 | $3.06K | $23.9K | 2 |
| 5.145 | 496.5000 | $2.55K | $26.4K | 1 |
| 5.1447 | 23.7000 | $121.93 | $26.5K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 5.1699 | 30.3000 | $156.65 | $156.65 | 1 |
| 5.17 | 6.3000 | $32.57 | $189.22 | 3 |
| 5.171 | 16.1000 | $83.25 | $272.47 | 1 |
| 5.172 | 4.2000 | $21.72 | $294.19 | 1 |
| 5.1722 | 16.9000 | $87.41 | $381.60 | 1 |
| 5.1736 | 5.0000 | $25.87 | $407.47 | 1 |
| 5.1741 | 9.7000 | $50.19 | $457.66 | 1 |
| 5.179 | 965.4000 | $5.00K | $5.46K | 1 |
| 5.1791 | 193.0000 | $999.57 | $6.46K | 1 |
| 5.1817 | 83.5000 | $432.67 | $6.89K | 1 |