Price and volume
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Spread
7.32 bps
Best bid / ask
46.453 / 46.487
Depth ±100 bps
$73.9K
Imbalance ±100 bps
-0.246
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $2.42K | $6.91K | $9.33K | -0.481 |
| ±50 bps | $27.8K | $46.0K | $73.9K | -0.246 |
| ±100 bps | $27.8K | $46.0K | $73.9K | -0.246 |
| ±200 bps | $27.8K | $46.0K | $73.9K | -0.246 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 46.453 | 6.3900 | $296.83 | $296.83 | 1 |
| 46.442 | 12.2000 | $566.59 | $863.43 | 1 |
| 46.436 | 4.3300 | $201.07 | $1.06K | 1 |
| 46.425 | 29.2600 | $1.36K | $2.42K | 1 |
| 46.423 | 5.0000 | $232.12 | $2.66K | 1 |
| 12.8300 |
| $595.59 |
| $3.25K |
| 1 |
| 46.411 | 41.6400 | $1.93K | $5.18K | 1 |
| 46.41 | 13.5900 | $630.71 | $5.81K | 1 |
| 46.408 | 3.8800 | $180.06 | $5.99K | 1 |
| 46.407 | 15.3200 | $710.96 | $6.70K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 46.487 | 5.2000 | $241.73 | $241.73 | 1 |
| 46.491 | 5.0000 | $232.45 | $474.19 | 1 |
| 46.492 | 12.2600 | $569.99 | $1.04K | 1 |
| 46.493 | 4.3200 | $200.85 | $1.25K | 1 |
| 46.5 | 5.0000 | $232.50 | $1.48K | 1 |
| 46.501 | 12.6100 | $586.38 | $2.06K | 1 |
| 46.506 | 5.0000 | $232.53 | $2.30K | 1 |
| 46.507 | 41.6400 | $1.94K | $4.23K | 1 |
| 46.511 | 57.5100 | $2.67K | $6.91K | 1 |
| 46.519 | 28.5600 | $1.33K | $8.24K | 2 |