Price and volume
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Spread
12.85 bps
Best bid / ask
342.15 / 342.59
Depth ±100 bps
$119K
Imbalance ±100 bps
0.001
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $4.42K | $3.46K | $7.88K | 0.123 |
| ±50 bps | $9.53K | $8.44K | $18.0K | 0.061 |
| ±100 bps | $59.6K | $59.4K | $119K | 0.001 |
| ±200 bps | $160K | $161K | $321K | -0.001 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 342.15 | 2.7730 | $948.78 | $948.78 | 1 |
| 342.14 | 1.7540 | $600.11 | $1.55K | 1 |
| 342.1 | 5.9470 | $2.03K | $3.58K | 1 |
| 342.08 | 2.4600 | $841.52 | $4.42K | 1 |
| 341.96 | 0.2920 | $99.85 | $4.52K | 1 |
| 14.6460 |
| $5.00K |
| $9.53K |
| 1 |
| 339.09 | 147.5550 | $50.0K | $59.6K | 1 |
| 338.66 | 0.1030 | $34.88 | $59.6K | 1 |
| 337.34 | 2.0470 | $690.53 | $60.3K | 1 |
| 336.69 | 296.5880 | $99.9K | $160K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 342.59 | 5.8820 | $2.02K | $2.02K | 1 |
| 342.62 | 1.7510 | $599.93 | $2.62K | 1 |
| 342.65 | 2.4600 | $842.92 | $3.46K | 1 |
| 342.75 | 0.1000 | $34.28 | $3.49K | 1 |
| 342.97 | 14.4250 | $4.95K | $8.44K | 1 |
| 345.61 | 147.5110 | $51.0K | $59.4K | 1 |
| 346.47 | 2.2190 | $768.82 | $60.2K | 1 |
| 348.02 | 288.3820 | $100K | $161K | 1 |
| 350.12 | 3.3290 | $1.17K | $162K | 1 |
| 352.05 | 0.1590 | $55.98 | $162K | 1 |