Price and volume
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Spread
2.17 bps
Best bid / ask
1.382 / 1.3823
Depth ±100 bps
$105K
Imbalance ±100 bps
-0.435
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $444.53 | $11.8K | $12.3K | -0.928 |
| ±50 bps | $29.8K | $75.6K | $105K | -0.435 |
| ±100 bps | $29.8K | $75.6K | $105K | -0.435 |
| ±200 bps | $29.8K | $75.6K | $105K | -0.435 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1.382 | 53.9200 | $74.52 | $74.52 | 1 |
| 1.3819 | 53.9200 | $74.51 | $149.03 | 1 |
| 1.3818 | 50.6300 | $69.96 | $218.99 | 1 |
| 1.3817 | 49.3500 | $68.19 | $287.18 | 1 |
| 1.3815 | 53.9200 | $74.49 | $361.67 | 1 |
| 60.0000 |
| $82.86 |
| $444.53 |
| 1 |
| 1.3805 | 50.0000 | $69.03 | $513.55 | 1 |
| 1.3804 | 283.7300 | $391.66 | $905.21 | 2 |
| 1.3802 | 50.0000 | $69.01 | $974.22 | 1 |
| 1.3801 | 1,577.9400 | $2.18K | $3.15K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 1.3823 | 109.5100 | $151.38 | $151.38 | 1 |
| 1.3827 | 42.6700 | $59.00 | $210.38 | 1 |
| 1.3829 | 1,577.2100 | $2.18K | $2.39K | 4 |
| 1.383 | 10.6200 | $14.69 | $2.41K | 1 |
| 1.3831 | 1,939.9200 | $2.68K | $5.09K | 2 |
| 1.3832 | 1,807.4000 | $2.50K | $7.59K | 1 |
| 1.3833 | 3,072.3600 | $4.25K | $11.8K | 1 |
| 1.3837 | 5,077.0000 | $7.03K | $18.9K | 2 |
| 1.384 | 4,057.2900 | $5.62K | $24.5K | 1 |
| 1.3842 | 5,219.6200 | $7.22K | $31.7K | 1 |