Price and volume
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Spread
1.55 bps
Best bid / ask
128.66 / 128.68
Depth ±100 bps
$927K
Imbalance ±100 bps
0.116
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $224K | $240K | $464K | -0.034 |
| ±50 bps | $517K | $410K | $927K | 0.116 |
| ±100 bps | $517K | $410K | $927K | 0.116 |
| ±200 bps | $517K | $410K | $927K | 0.116 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 128.71 | 182.5200 | $23.5K | $23.5K | 3 |
| 128.7 | 182.5300 | $23.5K | $47.0K | 3 |
| 128.69 | 116.5500 | $15.0K | $62.0K | 1 |
| 128.68 | 71.3200 | $9.18K | $71.2K | 5 |
| 128.67 | 66.2500 | $8.52K | $79.7K | 6 |
| 190.2700 |
| $24.5K |
| $104K |
| 4 |
| 128.65 | 242.8300 | $31.2K | $135K | 7 |
| 128.64 | 290.9700 | $37.4K | $173K | 6 |
| 128.63 | 90.9800 | $11.7K | $185K | 5 |
| 128.62 | 215.4100 | $27.7K | $212K | 4 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 128.72 | 1.1200 | $144.17 | $144.17 | 1 |
| 128.73 | 218.3700 | $28.1K | $28.3K | 4 |
| 128.74 | 9.2000 | $1.18K | $29.4K | 3 |
| 128.75 | 195.8100 | $25.2K | $54.6K | 3 |
| 128.76 | 64.6800 | $8.33K | $63.0K | 5 |
| 128.77 | 193.3100 | $24.9K | $87.9K | 3 |
| 128.78 | 42.7900 | $5.51K | $93.4K | 3 |
| 128.79 | 62.1000 | $8.00K | $101K | 5 |
| 128.8 | 304.5900 | $39.2K | $141K | 4 |
| 128.81 | 199.2100 | $25.7K | $166K | 4 |