Price and volume
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Spread
15.74 bps
Best bid / ask
1.3329 / 1.335
Depth ±100 bps
$169K
Imbalance ±100 bps
-0.038
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $655.78 | $622.11 | $1.28K | 0.026 |
| ±50 bps | $81.4K | $46.6K | $128K | 0.272 |
| ±100 bps | $81.4K | $87.9K | $169K | -0.038 |
| ±200 bps | $81.4K | $87.9K | $169K | -0.038 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1.3329 | 474.0000 | $631.79 | $631.79 | 2 |
| 1.3328 | 9.0000 | $12.00 | $643.79 | 1 |
| 1.3327 | 9.0000 | $11.99 | $655.78 | 1 |
| 1.3326 | 18.0000 | $23.99 | $679.77 | 2 |
| 1.3325 | 9.0000 | $11.99 | $691.76 | 1 |
| 1.3324 |
| 20.0000 |
| $26.65 |
| $718.41 |
| 2 |
| 1.3322 | 1,457.0000 | $1.94K | $2.66K | 4 |
| 1.3321 | 954.0000 | $1.27K | $3.93K | 2 |
| 1.332 | 13,690.0000 | $18.2K | $22.2K | 3 |
| 1.3319 | 20.0000 | $26.64 | $22.2K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1.335 | 458.0000 | $611.43 | $611.43 | 2 |
| 1.3351 | 8.0000 | $10.68 | $622.11 | 1 |
| 1.3366 | 922.0000 | $1.23K | $1.85K | 1 |
| 1.3367 | 914.0000 | $1.22K | $3.08K | 1 |
| 1.3382 | 1,428.0000 | $1.91K | $4.99K | 1 |
| 1.3385 | 3,735.0000 | $5.00K | $9.99K | 1 |
| 1.339 | 15,033.0000 | $20.1K | $30.1K | 2 |
| 1.3391 | 2,284.0000 | $3.06K | $33.2K | 1 |
| 1.3393 | 8.0000 | $10.71 | $33.2K | 1 |
| 1.3396 | 8.0000 | $10.72 | $33.2K | 1 |