Price and volume
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Spread
6.25 bps
Best bid / ask
463.82 / 464.11
Depth ±100 bps
$71.1K
Imbalance ±100 bps
0.003
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $349.22 | $99.78 | $449.00 | 0.556 |
| ±50 bps | $10.6K | $10.4K | $21.0K | 0.012 |
| ±100 bps | $35.7K | $35.4K | $71.1K | 0.003 |
| ±200 bps | $35.7K | $45.5K | $81.1K | -0.121 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 463.82 | 0.5380 | $249.54 | $249.54 | 1 |
| 463.63 | 0.2150 | $99.68 | $349.22 | 1 |
| 463.13 | 0.4300 | $199.15 | $548.36 | 1 |
| 462.23 | 21.7420 | $10.0K | $10.6K | 1 |
| 461.73 | 0.0430 | $19.85 | $10.6K | 1 |
| 10.8600 |
| $5.00K |
| $15.6K |
| 1 |
| 459.91 | 43.5950 | $20.0K | $35.7K | 1 |
| 453.81 | 0.0440 | $19.97 | $35.7K | 1 |
| 452.44 | 21.4580 | $9.71K | $45.4K | 1 |
| 452.07 | 265.5540 | $120K | $165K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 464.11 | 0.2150 | $99.78 | $99.78 | 1 |
| 465.47 | 21.5910 | $10.0K | $10.1K | 1 |
| 465.77 | 0.4300 | $200.28 | $10.4K | 1 |
| 465.88 | 0.0420 | $19.57 | $10.4K | 1 |
| 467.14 | 10.7030 | $5.00K | $15.4K | 1 |
| 467.23 | 0.0420 | $19.62 | $15.4K | 1 |
| 467.79 | 42.8610 | $20.0K | $35.4K | 1 |
| 469.48 | 10.6500 | $5.00K | $40.4K | 1 |
| 469.56 | 0.0420 | $19.72 | $40.5K | 1 |
| 471.83 | 10.5970 | $5.00K | $45.5K | 1 |