Price and volume
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Spread
5.56 bps
Best bid / ask
19.777 / 19.788
Depth ±100 bps
$99.8K
Imbalance ±100 bps
-0.079
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $10.8K | $16.2K | $27.0K | -0.199 |
| ±50 bps | $45.1K | $53.9K | $98.9K | -0.089 |
| ±100 bps | $46.0K | $53.9K | $99.8K | -0.079 |
| ±200 bps | $46.0K | $53.9K | $99.8K | -0.079 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 19.777 | 100.1100 | $1.98K | $1.98K | 2 |
| 19.776 | 8.6600 | $171.26 | $2.15K | 1 |
| 19.775 | 15.1000 | $298.60 | $2.45K | 1 |
| 19.768 | 75.2300 | $1.49K | $3.94K | 1 |
| 19.767 | 145.8900 | $2.88K | $6.82K | 2 |
| 202.1600 |
| $4.00K |
| $10.8K |
| 1 |
| 19.761 | 54.7000 | $1.08K | $11.9K | 1 |
| 19.754 | 11.8600 | $234.28 | $12.1K | 1 |
| 19.75 | 10.1000 | $199.48 | $12.3K | 1 |
| 19.749 | 202.1600 | $3.99K | $16.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 19.788 | 202.1800 | $4.00K | $4.00K | 1 |
| 19.794 | 9.1200 | $180.52 | $4.18K | 1 |
| 19.795 | 404.3600 | $8.00K | $12.2K | 2 |
| 19.801 | 202.1600 | $4.00K | $16.2K | 1 |
| 19.807 | 75.2300 | $1.49K | $17.7K | 1 |
| 19.808 | 202.1800 | $4.00K | $21.7K | 1 |
| 19.809 | 145.8900 | $2.89K | $24.6K | 2 |
| 19.81 | 129.7900 | $2.57K | $27.1K | 2 |
| 19.814 | 202.1600 | $4.01K | $31.2K | 1 |
| 19.818 | 10.1000 | $200.16 | $31.4K | 1 |