Price and volume
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Spread
26.41 bps
Best bid / ask
1,512.5 / 1,516.5
Depth ±100 bps
$81.4K
Imbalance ±100 bps
0.013
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $6.11K | $15.1K | $21.2K | -0.424 |
| ±100 bps | $41.2K | $40.2K | $81.4K | 0.013 |
| ±200 bps | $51.3K | $51.2K | $103K | 0.001 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,512.5 | 0.0070 | $10.59 | $10.59 | 1 |
| 1,507.0 | 4.0470 | $6.10K | $6.11K | 1 |
| 1,506.8 | 0.0130 | $19.59 | $6.13K | 1 |
| 1,506.1 | 6.6720 | $10.0K | $16.2K | 1 |
| 1,503.0 | 3.3260 | $5.00K | $21.2K | 1 |
| 13.3670 |
| $20.0K |
| $41.2K |
| 1 |
| 1,499.2 | 0.0130 | $19.49 | $41.2K | 1 |
| 1,494.0 | 0.0130 | $19.42 | $41.3K | 1 |
| 1,492.5 | 3.3500 | $5.00K | $46.3K | 1 |
| 1,490.0 | 0.0130 | $19.37 | $46.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,516.5 | 0.0140 | $21.23 | $21.23 | 1 |
| 1,516.6 | 6.6260 | $10.0K | $10.1K | 1 |
| 1,520.6 | 3.2880 | $5.00K | $15.1K | 1 |
| 1,521.0 | 0.0130 | $19.77 | $15.1K | 1 |
| 1,524.1 | 13.1550 | $20.0K | $35.1K | 1 |
| 1,524.7 | 0.0130 | $19.82 | $35.2K | 1 |
| 1,526.0 | 0.0130 | $19.84 | $35.2K | 1 |
| 1,526.3 | 3.2750 | $5.00K | $40.2K | 1 |
| 1,529.0 | 0.0130 | $19.88 | $40.2K | 1 |
| 1,534.0 | 3.2590 | $5.00K | $45.2K | 1 |