Price and volume
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Spread
1.07 bps
Best bid / ask
56.119 / 56.125
Depth ±100 bps
$120K
Imbalance ±100 bps
-0.304
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $41.9K | $78.6K | $120K | -0.304 |
| ±50 bps | $41.9K | $78.6K | $120K | -0.304 |
| ±100 bps | $41.9K | $78.6K | $120K | -0.304 |
| ±200 bps | $41.9K | $78.6K | $120K | -0.304 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 56.119 | 13.8600 | $777.81 | $777.81 | 1 |
| 56.118 | 10.3900 | $583.07 | $1.36K | 1 |
| 56.117 | 3.3300 | $186.87 | $1.55K | 1 |
| 56.116 | 8.5900 | $482.04 | $2.03K | 2 |
| 56.115 | 3.2300 | $181.25 | $2.21K | 1 |
| 19.0800 |
| $1.07K |
| $3.28K |
| 2 |
| 56.113 | 17.0800 | $958.41 | $4.24K | 2 |
| 56.111 | 65.2400 | $3.66K | $7.90K | 4 |
| 56.108 | 17.1900 | $964.50 | $8.87K | 2 |
| 56.104 | 62.6200 | $3.51K | $12.4K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 56.125 | 3.9100 | $219.45 | $219.45 | 1 |
| 56.129 | 16.6800 | $936.23 | $1.16K | 3 |
| 56.13 | 6.3600 | $356.99 | $1.51K | 2 |
| 56.132 | 50.5200 | $2.84K | $4.35K | 1 |
| 56.133 | 28.2100 | $1.58K | $5.93K | 4 |
| 56.135 | 50.5200 | $2.84K | $8.77K | 1 |
| 56.138 | 53.0100 | $2.98K | $11.7K | 1 |
| 56.14 | 13.8600 | $778.10 | $12.5K | 1 |
| 56.141 | 10.3800 | $582.74 | $13.1K | 1 |
| 56.143 | 120.4800 | $6.76K | $19.9K | 1 |