Price and volume
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Spread
31.60 bps
Best bid / ask
36.966 / 37.083
Depth ±100 bps
$26.1K
Imbalance ±100 bps
-0.572
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $4.19K | $12.3K | $16.5K | -0.492 |
| ±100 bps | $5.59K | $20.5K | $26.1K | -0.572 |
| ±200 bps | $20.3K | $30.9K | $51.1K | -0.207 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 36.966 | 2.6700 | $98.70 | $98.70 | 1 |
| 36.965 | 108.1200 | $4.00K | $4.10K | 1 |
| 36.841 | 2.7000 | $99.47 | $4.19K | 1 |
| 36.829 | 0.4000 | $14.73 | $4.21K | 1 |
| 36.808 | 3.1800 | $117.05 | $4.33K | 2 |
| 8.1500 |
| $299.87 |
| $4.63K |
| 1 |
| 36.739 | 3.5200 | $129.32 | $4.76K | 1 |
| 36.711 | 14.4800 | $531.58 | $5.29K | 2 |
| 36.683 | 8.1700 | $299.70 | $5.59K | 1 |
| 36.639 | 35.2100 | $1.29K | $6.88K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 37.083 | 164.4200 | $6.10K | $6.10K | 2 |
| 37.086 | 10.1500 | $376.42 | $6.47K | 1 |
| 37.087 | 11.2900 | $418.71 | $6.89K | 1 |
| 37.139 | 8.0700 | $299.71 | $7.19K | 1 |
| 37.168 | 134.5200 | $5.00K | $12.2K | 1 |
| 37.176 | 2.7000 | $100.38 | $12.3K | 1 |
| 37.195 | 0.4000 | $14.88 | $12.3K | 1 |
| 37.202 | 0.5500 | $20.46 | $12.3K | 1 |
| 37.247 | 8.0500 | $299.84 | $12.6K | 1 |
| 37.25 | 2.7000 | $100.58 | $12.7K | 1 |