Price and volume
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Spread
12.38 bps
Best bid / ask
137.2 / 137.37
Depth ±100 bps
$123K
Imbalance ±100 bps
0.142
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $6.75K | $6.90K | $13.6K | -0.011 |
| ±50 bps | $27.8K | $18.0K | $45.8K | 0.214 |
| ±100 bps | $70.0K | $52.6K | $123K | 0.142 |
| ±200 bps | $331K | $312K | $643K | 0.030 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 137.2 | 5.7500 | $788.90 | $788.90 | 1 |
| 137.18 | 43.4700 | $5.96K | $6.75K | 1 |
| 137.01 | 44.3100 | $6.07K | $12.8K | 1 |
| 136.99 | 36.4900 | $5.00K | $17.8K | 1 |
| 136.91 | 0.1000 | $13.69 | $17.8K | 1 |
| 38.2700 |
| $5.24K |
| $23.1K |
| 1 |
| 136.79 | 34.4100 | $4.71K | $27.8K | 1 |
| 136.33 | 80.9000 | $11.0K | $38.8K | 1 |
| 136.16 | 192.3200 | $26.2K | $65.0K | 1 |
| 136.15 | 36.7200 | $5.00K | $70.0K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 137.37 | 44.4500 | $6.11K | $6.11K | 1 |
| 137.42 | 5.7500 | $790.17 | $6.90K | 1 |
| 137.45 | 3.8700 | $531.93 | $7.43K | 1 |
| 137.53 | 0.1000 | $13.75 | $7.44K | 1 |
| 137.57 | 42.5600 | $5.85K | $13.3K | 1 |
| 137.82 | 34.1200 | $4.70K | $18.0K | 1 |
| 137.99 | 28.8800 | $3.99K | $22.0K | 1 |
| 138.46 | 76.8700 | $10.6K | $32.6K | 1 |
| 138.63 | 143.7400 | $19.9K | $52.6K | 1 |
| 138.81 | 36.0200 | $5.00K | $57.6K | 1 |