Price and volume
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Spread
5.43 bps
Best bid / ask
46.024 / 46.049
Depth ±100 bps
$144K
Imbalance ±100 bps
0.062
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $21.9K | $16.5K | $38.4K | 0.142 |
| ±50 bps | $76.7K | $67.8K | $144K | 0.062 |
| ±100 bps | $76.7K | $67.8K | $144K | 0.062 |
| ±200 bps | $76.7K | $67.8K | $144K | 0.062 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 46.024 | 63.6000 | $2.93K | $2.93K | 2 |
| 46.023 | 2.1700 | $99.87 | $3.03K | 1 |
| 46.019 | 78.1500 | $3.60K | $6.62K | 2 |
| 46.014 | 184.6400 | $8.50K | $15.1K | 2 |
| 46.011 | 2.1300 | $98.00 | $15.2K | 1 |
| 145.6400 |
| $6.70K |
| $21.9K |
| 1 |
| 45.99 | 179.4600 | $8.25K | $30.2K | 1 |
| 45.983 | 2.7300 | $125.53 | $30.3K | 1 |
| 45.972 | 187.0700 | $8.60K | $38.9K | 1 |
| 45.971 | 179.4600 | $8.25K | $47.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 46.049 | 68.4400 | $3.15K | $3.15K | 2 |
| 46.051 | 10.4900 | $483.07 | $3.63K | 1 |
| 46.056 | 67.2900 | $3.10K | $6.73K | 1 |
| 46.059 | 10.8500 | $499.74 | $7.23K | 1 |
| 46.061 | 67.2900 | $3.10K | $10.3K | 1 |
| 46.063 | 117.2300 | $5.40K | $15.7K | 1 |
| 46.064 | 13.8800 | $639.37 | $16.4K | 1 |
| 46.066 | 2.1700 | $99.96 | $16.5K | 1 |
| 46.089 | 145.3700 | $6.70K | $23.2K | 1 |
| 46.09 | 155.3000 | $7.16K | $30.3K | 1 |