Price and volume
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Spread
2.75 bps
Best bid / ask
18.192 / 18.197
Depth ±100 bps
$41.6K
Imbalance ±100 bps
0.389
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $9.41K | $527.17 | $9.93K | 0.894 |
| ±50 bps | $20.8K | $1.15K | $22.0K | 0.895 |
| ±100 bps | $28.9K | $12.7K | $41.6K | 0.389 |
| ±200 bps | $45.3K | $28.2K | $73.5K | 0.233 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 18.192 | 15.9200 | $289.62 | $289.62 | 1 |
| 18.191 | 384.8000 | $7.00K | $7.29K | 1 |
| 18.18 | 116.5000 | $2.12K | $9.41K | 2 |
| 18.152 | 16.5200 | $299.87 | $9.71K | 1 |
| 18.148 | 62.2000 | $1.13K | $10.8K | 1 |
| 1.1200 |
| $20.30 |
| $10.9K |
| 1 |
| 18.119 | 275.9500 | $5.00K | $15.9K | 1 |
| 18.11 | 273.3000 | $4.95K | $20.8K | 1 |
| 18.067 | 13.8300 | $249.87 | $21.1K | 1 |
| 18.058 | 155.5000 | $2.81K | $23.9K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 18.197 | 28.9700 | $527.17 | $527.17 | 1 |
| 18.235 | 16.4500 | $299.97 | $827.13 | 1 |
| 18.254 | 1.1300 | $20.63 | $847.76 | 1 |
| 18.263 | 16.4200 | $299.88 | $1.15K | 1 |
| 18.293 | 16.1000 | $294.52 | $1.44K | 1 |
| 18.311 | 4.0000 | $73.24 | $1.52K | 1 |
| 18.314 | 273.0100 | $5.00K | $6.52K | 1 |
| 18.334 | 64.3800 | $1.18K | $7.70K | 1 |
| 18.338 | 273.3000 | $5.01K | $12.7K | 1 |
| 18.396 | 1.3700 | $25.20 | $12.7K | 1 |