Price and volume
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Spread
3.33 bps
Best bid / ask
0.6013 / 0.6015
Depth ±100 bps
$213K
Imbalance ±100 bps
0.048
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $14.9K | $22.8K | $37.7K | -0.209 |
| ±50 bps | $111K | $101K | $213K | 0.048 |
| ±100 bps | $111K | $101K | $213K | 0.048 |
| ±200 bps | $111K | $101K | $213K | 0.048 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.6013 | 825.6200 | $496.45 | $496.45 | 1 |
| 0.6012 | 1,252.3300 | $752.90 | $1.25K | 3 |
| 0.6011 | 1,624.6300 | $976.57 | $2.23K | 2 |
| 0.601 | 9,617.2600 | $5.78K | $8.01K | 6 |
| 0.6009 | 11,516.9600 | $6.92K | $14.9K | 2 |
| 0.6007 |
| 6,013.5400 |
| $3.61K |
| $18.5K |
| 2 |
| 0.6006 | 5,658.5500 | $3.40K | $21.9K | 3 |
| 0.6005 | 12,502.4400 | $7.51K | $29.4K | 3 |
| 0.6004 | 11,240.4500 | $6.75K | $36.2K | 3 |
| 0.6002 | 11,660.0000 | $7.00K | $43.2K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.6015 | 773.8600 | $465.48 | $465.48 | 1 |
| 0.6016 | 2,475.3900 | $1.49K | $1.95K | 4 |
| 0.6017 | 15,310.8200 | $9.21K | $11.2K | 3 |
| 0.6018 | 3,774.3600 | $2.27K | $13.4K | 4 |
| 0.6019 | 83.0700 | $50.00 | $13.5K | 1 |
| 0.602 | 15,463.0800 | $9.31K | $22.8K | 2 |
| 0.6021 | 493.7500 | $297.29 | $23.1K | 1 |
| 0.6022 | 1,932.3700 | $1.16K | $24.3K | 1 |
| 0.6023 | 23,574.9500 | $14.2K | $38.5K | 6 |
| 0.6024 | 6,349.6000 | $3.82K | $42.3K | 1 |