Price and volume
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Spread
11.91 bps
Best bid / ask
1,426.8 / 1,428.5
Depth ±100 bps
$206K
Imbalance ±100 bps
0.259
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $1.97K | $3.18K | $5.15K | -0.235 |
| ±50 bps | $24.0K | $22.9K | $46.8K | 0.024 |
| ±100 bps | $130K | $76.3K | $206K | 0.259 |
| ±200 bps | $130K | $177K | $307K | -0.156 |
Not enough history yet
Not enough history yet
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,426.8 | 1.3800 | $1.97K | $1.97K | 1 |
| 1,426.1 | 2.0890 | $2.98K | $4.95K | 1 |
| 1,425.9 | 0.3860 | $550.40 | $5.50K | 1 |
| 1,425.0 | 2.2530 | $3.21K | $8.71K | 2 |
| 1,424.9 | 0.1980 | $282.13 | $8.99K | 1 |
| 1.7290 |
| $2.46K |
| $11.5K |
| 1 |
| 1,423.8 | 1.9990 | $2.85K | $14.3K | 1 |
| 1,423.7 | 0.7590 | $1.08K | $15.4K | 1 |
| 1,423.1 | 0.3510 | $499.51 | $15.9K | 1 |
| 1,421.7 | 3.5160 | $5.00K | $20.9K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1,428.5 | 0.3860 | $551.40 | $551.40 | 1 |
| 1,428.6 | 1.8380 | $2.63K | $3.18K | 1 |
| 1,429.7 | 1.8650 | $2.67K | $5.84K | 1 |
| 1,430.7 | 1.9160 | $2.74K | $8.58K | 1 |
| 1,430.9 | 0.1930 | $276.16 | $8.86K | 1 |
| 1,431.4 | 1.4800 | $2.12K | $11.0K | 1 |
| 1,431.5 | 1.9560 | $2.80K | $13.8K | 2 |
| 1,432.1 | 5.7890 | $8.29K | $22.1K | 3 |
| 1,432.2 | 0.1040 | $148.95 | $22.2K | 1 |
| 1,432.5 | 0.3490 | $499.94 | $22.7K | 1 |