Price and volume
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Spread
0.74 bps
Best bid / ask
134.68 / 134.69
Depth ±100 bps
$1.39M
Imbalance ±100 bps
0.097
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $508K | $421K | $929K | 0.094 |
| ±50 bps | $762K | $628K | $1.39M | 0.097 |
| ±100 bps | $762K | $628K | $1.39M | 0.097 |
| ±200 bps | $762K | $628K | $1.39M | 0.097 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 134.68 | 5.3100 | $715.15 | $715.15 | 2 |
| 134.67 | 187.4600 | $25.2K | $26.0K | 2 |
| 134.66 | 37.5500 | $5.06K | $31.0K | 4 |
| 134.65 | 309.0600 | $41.6K | $72.6K | 7 |
| 134.64 | 105.3000 | $14.2K | $86.8K | 7 |
| 266.5800 |
| $35.9K |
| $123K |
| 4 |
| 134.62 | 127.4500 | $17.2K | $140K | 5 |
| 134.61 | 677.9100 | $91.3K | $231K | 7 |
| 134.6 | 59.5200 | $8.01K | $239K | 4 |
| 134.59 | 106.5300 | $14.3K | $253K | 4 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 134.69 | 53.2300 | $7.17K | $7.17K | 3 |
| 134.7 | 8.9300 | $1.20K | $8.37K | 4 |
| 134.71 | 256.0100 | $34.5K | $42.9K | 8 |
| 134.72 | 68.8400 | $9.27K | $52.1K | 6 |
| 134.73 | 191.3800 | $25.8K | $77.9K | 9 |
| 134.74 | 295.2700 | $39.8K | $118K | 7 |
| 134.75 | 546.4800 | $73.6K | $191K | 10 |
| 134.76 | 253.5900 | $34.2K | $226K | 6 |
| 134.77 | 98.2200 | $13.2K | $239K | 4 |
| 134.78 | 610.1500 | $82.2K | $321K | 5 |