Price and volume
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Spread
17.57 bps
Best bid / ask
61.974 / 62.083
Depth ±100 bps
$30.2K
Imbalance ±100 bps
-0.035
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $219.39 | $2.47K | $2.69K | -0.837 |
| ±50 bps | $5.72K | $12.5K | $18.2K | -0.372 |
| ±100 bps | $14.6K | $15.6K | $30.2K | -0.035 |
| ±200 bps | $14.6K | $15.6K | $30.2K | -0.035 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 61.974 | 3.5400 | $219.39 | $219.39 | 1 |
| 61.944 | 11.2800 | $698.73 | $918.12 | 1 |
| 61.923 | 28.4800 | $1.76K | $2.68K | 1 |
| 61.891 | 11.2800 | $698.13 | $3.38K | 1 |
| 61.834 | 11.2800 | $697.49 | $4.08K | 1 |
| 2.4200 |
| $149.56 |
| $4.23K |
| 1 |
| 61.782 | 11.2800 | $696.90 | $4.92K | 1 |
| 61.77 | 2.4200 | $149.48 | $5.07K | 1 |
| 61.763 | 8.0900 | $499.66 | $5.57K | 1 |
| 61.739 | 2.4200 | $149.41 | $5.72K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 62.083 | 28.4800 | $1.77K | $1.77K | 1 |
| 62.084 | 11.2800 | $700.31 | $2.47K | 1 |
| 62.111 | 2.4200 | $150.31 | $2.62K | 1 |
| 62.119 | 29.5700 | $1.84K | $4.46K | 1 |
| 62.142 | 2.4200 | $150.38 | $4.61K | 1 |
| 62.164 | 11.2800 | $701.21 | $5.31K | 1 |
| 62.172 | 2.4200 | $150.46 | $5.46K | 1 |
| 62.181 | 4.0300 | $250.59 | $5.71K | 1 |
| 62.196 | 2.4200 | $150.51 | $5.86K | 1 |
| 62.204 | 1.3000 | $80.87 | $5.94K | 1 |