Price and volume
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Spread
5.62 bps
Best bid / ask
53.376 / 53.406
Depth ±100 bps
$87.8K
Imbalance ±100 bps
0.077
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $28.0K | $13.1K | $41.0K | 0.364 |
| ±50 bps | $47.3K | $40.5K | $87.8K | 0.077 |
| ±100 bps | $47.3K | $40.5K | $87.8K | 0.077 |
| ±200 bps | $47.3K | $40.5K | $87.8K | 0.077 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 53.376 | 23.5030 | $1.25K | $1.25K | 1 |
| 53.375 | 54.1190 | $2.89K | $4.14K | 1 |
| 53.372 | 3.3480 | $178.69 | $4.32K | 1 |
| 53.362 | 13.1790 | $703.26 | $5.03K | 1 |
| 53.356 | 82.4640 | $4.40K | $9.42K | 2 |
| 54.1190 |
| $2.89K |
| $12.3K |
| 1 |
| 53.353 | 46.1290 | $2.46K | $14.8K | 1 |
| 53.352 | 46.1290 | $2.46K | $17.2K | 1 |
| 53.348 | 46.1290 | $2.46K | $19.7K | 1 |
| 53.339 | 101.2390 | $5.40K | $25.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 53.406 | 3.2290 | $172.45 | $172.45 | 1 |
| 53.413 | 82.3760 | $4.40K | $4.57K | 2 |
| 53.43 | 54.1190 | $2.89K | $7.46K | 1 |
| 53.434 | 101.0590 | $5.40K | $12.9K | 1 |
| 53.441 | 3.7120 | $198.37 | $13.1K | 1 |
| 53.447 | 54.1190 | $2.89K | $16.0K | 1 |
| 53.452 | 46.1290 | $2.47K | $18.4K | 1 |
| 53.457 | 46.1290 | $2.47K | $20.9K | 1 |
| 53.458 | 5.6100 | $299.90 | $21.2K | 1 |
| 53.461 | 50.4460 | $2.70K | $23.9K | 2 |