Price and volume
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Spread
12.59 bps
Best bid / ask
0.11906 / 0.11921
Depth ±100 bps
$34.3K
Imbalance ±100 bps
0.025
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $2.28K | $409.22 | $2.69K | 0.696 |
| ±50 bps | $12.5K | $14.0K | $26.5K | -0.055 |
| ±100 bps | $17.6K | $16.7K | $34.3K | 0.025 |
| ±200 bps | $20.8K | $18.1K | $38.9K | 0.067 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.11906 | 6,959.4000 | $828.59 | $828.59 | 3 |
| 0.11905 | 12,200.1000 | $1.45K | $2.28K | 1 |
| 0.11901 | 13,424.4000 | $1.60K | $3.88K | 3 |
| 0.119 | 12,200.1000 | $1.45K | $5.33K | 1 |
| 0.11894 | 6,980.3000 | $830.24 | $6.16K | 1 |
| 0.11891 |
| 982.6000 |
| $116.84 |
| $6.28K |
| 1 |
| 0.1189 | 12,200.1000 | $1.45K | $7.73K | 1 |
| 0.11887 | 12,253.5000 | $1.46K | $9.18K | 2 |
| 0.1188 | 12,200.1000 | $1.45K | $10.6K | 1 |
| 0.11877 | 945.2000 | $112.26 | $10.7K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.11921 | 3,432.8000 | $409.22 | $409.22 | 2 |
| 0.11926 | 4,000.0000 | $477.04 | $886.26 | 1 |
| 0.11927 | 12,066.5000 | $1.44K | $2.33K | 1 |
| 0.11929 | 11,712.7000 | $1.40K | $3.72K | 2 |
| 0.11933 | 12,200.1000 | $1.46K | $5.18K | 1 |
| 0.11938 | 6,980.3000 | $833.31 | $6.01K | 1 |
| 0.11939 | 12,200.1000 | $1.46K | $7.47K | 1 |
| 0.11941 | 12,109.7000 | $1.45K | $8.91K | 2 |
| 0.11946 | 12,200.1000 | $1.46K | $10.4K | 1 |
| 0.11949 | 943.5000 | $112.74 | $10.5K | 1 |