Price and volume
Loading
Spread
16.80 bps
Best bid / ask
53.537 / 53.627
Depth ±100 bps
$21.5K
Imbalance ±100 bps
0.149
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $99.95 | $2.16K | $2.26K | -0.912 |
| ±50 bps | $7.37K | $2.18K | $9.55K | 0.544 |
| ±100 bps | $12.4K | $9.17K | $21.5K | 0.149 |
| ±200 bps | $29.7K | $24.8K | $54.5K | 0.090 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 53.537 | 1.8670 | $99.95 | $99.95 | 1 |
| 53.511 | 0.2800 | $14.98 | $114.94 | 1 |
| 53.38 | 99.3680 | $5.30K | $5.42K | 1 |
| 53.358 | 36.6380 | $1.95K | $7.37K | 1 |
| 53.291 | 93.8240 | $5.00K | $12.4K | 1 |
| 94.2910 |
| $5.00K |
| $17.4K |
| 1 |
| 52.956 | 37.9390 | $2.01K | $19.4K | 1 |
| 52.867 | 1.7150 | $90.67 | $19.5K | 1 |
| 52.842 | 9.4620 | $499.99 | $20.0K | 1 |
| 52.799 | 4.7340 | $249.95 | $20.2K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 53.627 | 36.5360 | $1.96K | $1.96K | 1 |
| 53.628 | 3.7930 | $203.41 | $2.16K | 1 |
| 53.753 | 0.2790 | $15.00 | $2.18K | 1 |
| 53.913 | 92.7420 | $5.00K | $7.18K | 1 |
| 54.028 | 36.8760 | $1.99K | $9.17K | 1 |
| 54.183 | 92.2790 | $5.00K | $14.2K | 1 |
| 54.344 | 9.2000 | $499.96 | $14.7K | 1 |
| 54.377 | 2.9230 | $158.94 | $14.8K | 1 |
| 54.387 | 22.7590 | $1.24K | $16.1K | 1 |
| 54.407 | 4.5940 | $249.95 | $16.3K | 1 |