Price and volume
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TidePerpSpread
68.15 bps
Best bid / ask
266.14 / 267.96
Depth ±100 bps
$65.7K
Imbalance ±100 bps
-0.078
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $10.0K | $10.3K | $20.4K | -0.015 |
| ±100 bps | $30.3K | $35.4K | $65.7K | -0.078 |
| ±200 bps | $30.7K | $45.4K | $76.1K | -0.194 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 266.14 | 37.7600 | $10.0K | $10.0K | 1 |
| 265.05 | 0.7500 | $198.79 | $10.2K | 1 |
| 264.8 | 75.7100 | $20.0K | $30.3K | 1 |
| 264.1 | 0.0500 | $13.21 | $30.3K | 1 |
| 264.0 | 0.0500 | $13.20 | $30.3K | 1 |
| 0.0500 |
| $13.20 |
| $30.3K |
| 1 |
| 263.6 | 0.1000 | $26.36 | $30.4K | 2 |
| 263.5 | 0.0500 | $13.18 | $30.4K | 1 |
| 263.4 | 0.1000 | $26.34 | $30.4K | 2 |
| 263.1 | 0.1000 | $26.31 | $30.4K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 267.96 | 37.5000 | $10.0K | $10.0K | 1 |
| 267.99 | 0.7500 | $200.99 | $10.2K | 1 |
| 268.0 | 0.3600 | $96.48 | $10.3K | 1 |
| 269.3 | 74.4500 | $20.0K | $30.4K | 1 |
| 269.33 | 0.0700 | $18.85 | $30.4K | 1 |
| 269.36 | 18.5600 | $5.00K | $35.4K | 1 |
| 270.67 | 0.0700 | $18.95 | $35.4K | 1 |
| 270.71 | 18.4600 | $5.00K | $40.4K | 1 |
| 272.07 | 18.3700 | $5.00K | $45.4K | 1 |
| 273.44 | 18.2800 | $5.00K | $50.4K | 1 |