Price and volume
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Spread
4.66 bps
Best bid / ask
3.2199 / 3.2214
Depth ±100 bps
$60.1K
Imbalance ±100 bps
-0.023
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $3.34K | $3.86K | $7.20K | -0.072 |
| ±50 bps | $18.1K | $18.9K | $37.0K | -0.022 |
| ±100 bps | $29.4K | $30.7K | $60.1K | -0.023 |
| ±200 bps | $44.4K | $50.1K | $94.5K | -0.061 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.2199 | 124.2300 | $400.01 | $400.01 | 1 |
| 3.2198 | 125.7800 | $404.99 | $804.99 | 2 |
| 3.2187 | 124.2700 | $399.99 | $1.20K | 1 |
| 3.2186 | 442.3100 | $1.42K | $2.63K | 2 |
| 3.2177 | 221.5300 | $712.82 | $3.34K | 1 |
| 3.2159 |
| 124.3800 |
| $399.99 |
| $3.74K |
| 1 |
| 3.2158 | 216.2000 | $695.26 | $4.44K | 1 |
| 3.2157 | 453.2100 | $1.46K | $5.89K | 2 |
| 3.2127 | 864.8000 | $2.78K | $8.67K | 1 |
| 3.2111 | 124.5700 | $400.01 | $9.07K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.2214 | 124.1700 | $400.00 | $400.00 | 1 |
| 3.2215 | 221.5300 | $713.66 | $1.11K | 1 |
| 3.222 | 124.1500 | $400.01 | $1.51K | 1 |
| 3.2221 | 210.5800 | $678.51 | $2.19K | 1 |
| 3.2224 | 104.7900 | $337.68 | $2.53K | 2 |
| 3.2236 | 412.3800 | $1.33K | $3.86K | 2 |
| 3.2264 | 123.9800 | $400.01 | $4.26K | 1 |
| 3.2265 | 453.3800 | $1.46K | $5.72K | 2 |
| 3.2269 | 123.9600 | $400.01 | $6.12K | 1 |
| 3.227 | 829.2400 | $2.68K | $8.80K | 1 |