Price and volume
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Spread
1.93 bps
Best bid / ask
3.1013 / 3.1019
Depth ±100 bps
$85.5K
Imbalance ±100 bps
0.061
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $40.3K | $32.4K | $72.7K | 0.109 |
| ±50 bps | $45.4K | $40.1K | $85.5K | 0.061 |
| ±100 bps | $45.4K | $40.1K | $85.5K | 0.061 |
| ±200 bps | $45.4K | $40.1K | $85.5K | 0.061 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.1013 | 1,356.9000 | $4.21K | $4.21K | 4 |
| 3.1012 | 59.0000 | $182.97 | $4.39K | 1 |
| 3.101 | 390.1000 | $1.21K | $5.60K | 2 |
| 3.1009 | 620.2000 | $1.92K | $7.52K | 1 |
| 3.1007 | 855.8000 | $2.65K | $10.2K | 2 |
| 372.5000 |
| $1.15K |
| $11.3K |
| 1 |
| 3.1003 | 1,445.2000 | $4.48K | $15.8K | 1 |
| 3.1001 | 847.9000 | $2.63K | $18.4K | 2 |
| 3.1 | 2,203.6000 | $6.83K | $25.3K | 1 |
| 3.0997 | 663.6000 | $2.06K | $27.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.1019 | 455.4000 | $1.41K | $1.41K | 1 |
| 3.102 | 612.3000 | $1.90K | $3.31K | 1 |
| 3.1022 | 428.6000 | $1.33K | $4.64K | 2 |
| 3.1023 | 472.9000 | $1.47K | $6.11K | 1 |
| 3.1024 | 54.9000 | $170.32 | $6.28K | 1 |
| 3.1026 | 478.7000 | $1.49K | $7.76K | 1 |
| 3.1027 | 54.9000 | $170.34 | $7.93K | 1 |
| 3.1029 | 1,712.0000 | $5.31K | $13.2K | 3 |
| 3.103 | 330.5000 | $1.03K | $14.3K | 1 |
| 3.1033 | 466.3000 | $1.45K | $15.7K | 1 |