Price and volume
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Spread
2.33 bps
Best bid / ask
128.93 / 128.96
Depth ±100 bps
$183K
Imbalance ±100 bps
-0.150
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $31.4K | $48.2K | $79.6K | -0.212 |
| ±50 bps | $77.7K | $105K | $183K | -0.150 |
| ±100 bps | $77.7K | $105K | $183K | -0.150 |
| ±200 bps | $77.7K | $105K | $183K | -0.150 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 128.93 | 0.2400 | $30.94 | $30.94 | 1 |
| 128.91 | 1.6100 | $207.55 | $238.49 | 2 |
| 128.9 | 0.9400 | $121.17 | $359.65 | 1 |
| 128.89 | 12.9200 | $1.67K | $2.02K | 4 |
| 128.88 | 39.4800 | $5.09K | $7.11K | 4 |
| 36.2400 |
| $4.67K |
| $11.8K |
| 2 |
| 128.86 | 51.9100 | $6.69K | $18.5K | 4 |
| 128.85 | 4.8500 | $624.92 | $19.1K | 1 |
| 128.84 | 81.4900 | $10.5K | $29.6K | 1 |
| 128.83 | 9.7900 | $1.26K | $30.9K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 128.96 | 32.2300 | $4.16K | $4.16K | 2 |
| 128.97 | 17.1100 | $2.21K | $6.36K | 3 |
| 128.98 | 42.5200 | $5.48K | $11.8K | 4 |
| 128.99 | 43.5600 | $5.62K | $17.5K | 5 |
| 129.0 | 2.0500 | $264.45 | $17.7K | 3 |
| 129.01 | 7.6300 | $984.35 | $18.7K | 2 |
| 129.03 | 21.1000 | $2.72K | $21.4K | 2 |
| 129.04 | 3.8700 | $499.38 | $21.9K | 1 |
| 129.05 | 51.7700 | $6.68K | $28.6K | 3 |
| 129.06 | 88.0200 | $11.4K | $40.0K | 2 |