Price and volume
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Spread
8.59 bps
Best bid / ask
58,167.0 / 58,217.0
Depth ±100 bps
$167K
Imbalance ±100 bps
0.748
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $819.55 | $18.1K | $18.9K | -0.913 |
| ±50 bps | $45.1K | $21.0K | $66.1K | 0.364 |
| ±100 bps | $146K | $21.0K | $167K | 0.748 |
| ±200 bps | $146K | $21.0K | $167K | 0.748 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 58,167.0 | 0.0038 | $219.29 | $219.29 | 1 |
| 58,166.0 | 0.0022 | $129.71 | $349.00 | 1 |
| 58,165.0 | 0.0081 | $470.55 | $819.55 | 1 |
| 58,128.0 | 0.5036 | $29.3K | $30.1K | 1 |
| 58,037.0 | 0.0537 | $3.12K | $33.2K | 3 |
| 0.0064 |
| $372.58 |
| $33.6K |
| 2 |
| 58,032.0 | 0.0862 | $5.00K | $38.6K | 1 |
| 57,984.0 | 0.0057 | $332.83 | $38.9K | 1 |
| 57,982.0 | 0.0052 | $299.77 | $39.2K | 1 |
| 57,979.0 | 0.0052 | $299.75 | $39.5K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 58,217.0 | 0.0215 | $1.25K | $1.25K | 1 |
| 58,218.0 | 0.0052 | $299.82 | $1.55K | 1 |
| 58,219.0 | 0.1082 | $6.30K | $7.85K | 1 |
| 58,221.0 | 0.0052 | $299.84 | $8.15K | 1 |
| 58,222.0 | 0.0619 | $3.60K | $11.8K | 1 |
| 58,224.0 | 0.0539 | $3.14K | $14.9K | 1 |
| 58,240.0 | 0.0465 | $2.71K | $17.6K | 1 |
| 58,244.0 | 0.0034 | $199.78 | $17.8K | 1 |
| 58,247.0 | 0.0052 | $300.55 | $18.1K | 1 |
| 58,259.0 | 0.0052 | $300.62 | $18.4K | 1 |