Price and volume
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TidePerpSpread
6.90 bps
Best bid / ask
376.72 / 376.98
Depth ±100 bps
$109K
Imbalance ±100 bps
0.005
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $20.2K | $16.2K | $36.4K | 0.108 |
| ±50 bps | $54.8K | $54.2K | $109K | 0.005 |
| ±100 bps | $54.8K | $54.2K | $109K | 0.005 |
| ±200 bps | $54.8K | $54.2K | $109K | 0.005 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 376.72 | 4.3990 | $1.66K | $1.66K | 1 |
| 376.67 | 1.5750 | $593.26 | $2.25K | 1 |
| 376.66 | 4.3990 | $1.66K | $3.91K | 1 |
| 376.63 | 0.2610 | $98.30 | $4.01K | 1 |
| 376.62 | 8.5620 | $3.22K | $7.23K | 2 |
| 7.3730 |
| $2.78K |
| $10.0K |
| 1 |
| 376.54 | 6.9040 | $2.60K | $12.6K | 1 |
| 376.5 | 13.0000 | $4.89K | $17.5K | 1 |
| 376.49 | 7.0470 | $2.65K | $20.2K | 1 |
| 376.45 | 1.6400 | $617.38 | $20.8K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 376.98 | 4.3990 | $1.66K | $1.66K | 1 |
| 377.01 | 4.3990 | $1.66K | $3.32K | 1 |
| 377.02 | 4.3990 | $1.66K | $4.98K | 1 |
| 377.06 | 6.2480 | $2.36K | $7.33K | 1 |
| 377.07 | 4.1900 | $1.58K | $8.91K | 1 |
| 377.12 | 8.4930 | $3.20K | $12.1K | 2 |
| 377.14 | 4.1630 | $1.57K | $13.7K | 1 |
| 377.22 | 6.7570 | $2.55K | $16.2K | 1 |
| 377.23 | 6.6210 | $2.50K | $18.7K | 1 |
| 377.29 | 0.2480 | $93.57 | $18.8K | 1 |