Price and volume
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Spread
3.35 bps
Best bid / ask
536.61 / 536.79
Depth ±100 bps
$72.1K
Imbalance ±100 bps
0.194
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $36.6K | $15.6K | $52.2K | 0.402 |
| ±50 bps | $43.0K | $29.0K | $72.1K | 0.194 |
| ±100 bps | $43.0K | $29.0K | $72.1K | 0.194 |
| ±200 bps | $43.0K | $29.0K | $72.1K | 0.194 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 536.61 | 1.8640 | $1.00K | $1.00K | 1 |
| 536.6 | 0.2950 | $158.30 | $1.16K | 1 |
| 536.58 | 1.8640 | $1.00K | $2.16K | 1 |
| 536.57 | 3.0630 | $1.64K | $3.80K | 1 |
| 536.56 | 6.0810 | $3.26K | $7.07K | 1 |
| 6.0810 |
| $3.26K |
| $10.3K |
| 1 |
| 536.5 | 1.2360 | $663.11 | $11.0K | 1 |
| 536.49 | 1.8640 | $1.00K | $12.0K | 1 |
| 536.48 | 1.8640 | $1,000.00 | $13.0K | 1 |
| 536.47 | 1.8640 | $999.98 | $14.0K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 536.79 | 0.3290 | $176.60 | $176.60 | 1 |
| 536.88 | 0.4600 | $246.96 | $423.57 | 1 |
| 536.92 | 2.7930 | $1.50K | $1.92K | 2 |
| 536.93 | 0.9310 | $499.88 | $2.42K | 1 |
| 536.97 | 1.8620 | $999.84 | $3.42K | 1 |
| 536.98 | 3.5830 | $1.92K | $5.35K | 2 |
| 536.99 | 1.8620 | $999.88 | $6.35K | 1 |
| 537.04 | 0.6100 | $327.59 | $6.67K | 1 |
| 537.07 | 1.8620 | $1.00K | $7.67K | 1 |
| 537.08 | 3.8330 | $2.06K | $9.73K | 1 |