Price and volume
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TidePerpSpread
10.20 bps
Best bid / ask
87.244 / 87.333
Depth ±100 bps
$75.9K
Imbalance ±100 bps
0.065
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $252.13 | $99.56 | $351.69 | 0.434 |
| ±50 bps | $15.3K | $10.4K | $25.7K | 0.190 |
| ±100 bps | $40.4K | $35.5K | $75.9K | 0.065 |
| ±200 bps | $50.4K | $45.5K | $95.9K | 0.051 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 87.244 | 1.7500 | $152.68 | $152.68 | 1 |
| 87.243 | 1.1400 | $99.46 | $252.13 | 1 |
| 87.112 | 0.2200 | $19.16 | $271.30 | 1 |
| 87.059 | 57.4300 | $5.00K | $5.27K | 1 |
| 86.99 | 115.5200 | $10.0K | $15.3K | 1 |
| 57.6700 |
| $5.00K |
| $20.3K |
| 1 |
| 86.675 | 0.2300 | $19.94 | $20.3K | 1 |
| 86.554 | 231.6400 | $20.0K | $40.4K | 1 |
| 86.262 | 57.9600 | $5.00K | $45.4K | 1 |
| 85.83 | 58.2500 | $5.00K | $50.4K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 87.333 | 1.1400 | $99.56 | $99.56 | 1 |
| 87.586 | 114.7400 | $10.0K | $10.1K | 1 |
| 87.66 | 2.8600 | $250.71 | $10.4K | 1 |
| 87.709 | 0.2200 | $19.30 | $10.4K | 1 |
| 88.023 | 227.7800 | $20.0K | $30.5K | 1 |
| 88.035 | 56.7900 | $5.00K | $35.5K | 1 |
| 88.146 | 0.2200 | $19.39 | $35.5K | 1 |
| 88.476 | 56.5100 | $5.00K | $40.5K | 1 |
| 88.919 | 56.2300 | $5.00K | $45.5K | 1 |
| 89.229 | 541.7200 | $48.3K | $93.8K | 1 |