Price and volume
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Spread
6.41 bps
Best bid / ask
15.584 / 15.594
Depth ±100 bps
$22.8K
Imbalance ±100 bps
0.112
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $2.57K | $2.08K | $4.65K | 0.103 |
| ±50 bps | $7.36K | $7.73K | $15.1K | -0.024 |
| ±100 bps | $12.7K | $10.1K | $22.8K | 0.112 |
| ±200 bps | $19.8K | $14.6K | $34.4K | 0.151 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 15.584 | 56.4100 | $879.09 | $879.09 | 1 |
| 15.583 | 18.3700 | $286.26 | $1.17K | 2 |
| 15.578 | 89.8800 | $1.40K | $2.57K | 2 |
| 15.562 | 23.1900 | $360.88 | $2.93K | 1 |
| 15.56 | 90.7300 | $1.41K | $4.34K | 2 |
| 6.3600 |
| $98.88 |
| $4.44K |
| 1 |
| 15.54 | 88.1600 | $1.37K | $5.81K | 2 |
| 15.528 | 100.3200 | $1.56K | $7.36K | 2 |
| 15.508 | 6.3600 | $98.63 | $7.46K | 1 |
| 15.491 | 48.2000 | $746.67 | $8.21K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 15.594 | 23.9900 | $374.10 | $374.10 | 2 |
| 15.597 | 20.0000 | $311.94 | $686.04 | 1 |
| 15.598 | 89.6600 | $1.40K | $2.08K | 2 |
| 15.607 | 56.4100 | $880.39 | $2.96K | 1 |
| 15.612 | 45.9800 | $717.84 | $3.68K | 1 |
| 15.613 | 41.1500 | $642.47 | $4.33K | 1 |
| 15.624 | 23.4300 | $366.07 | $4.69K | 1 |
| 15.632 | 88.0400 | $1.38K | $6.07K | 2 |
| 15.637 | 6.3600 | $99.45 | $6.17K | 1 |
| 15.656 | 6.3600 | $99.57 | $6.27K | 1 |