Price and volume
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Spread
12.98 bps
Best bid / ask
16.172 / 16.193
Depth ±100 bps
$50.3K
Imbalance ±100 bps
-0.399
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $22.64 | $10.1K | $10.1K | -0.996 |
| ±50 bps | $42.61 | $10.1K | $10.1K | -0.992 |
| ±100 bps | $15.1K | $35.1K | $50.3K | -0.399 |
| ±200 bps | $45.2K | $45.1K | $90.3K | 0.000 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 16.172 | 0.7400 | $11.97 | $11.97 | 1 |
| 16.171 | 0.6600 | $10.67 | $22.64 | 1 |
| 16.103 | 1.2400 | $19.97 | $42.61 | 1 |
| 16.099 | 310.5700 | $5.00K | $5.04K | 1 |
| 16.083 | 624.8700 | $10.0K | $15.1K | 1 |
| 1.2400 |
| $19.87 |
| $15.1K |
| 1 |
| 16.002 | 1,252.9200 | $20.0K | $35.2K | 1 |
| 15.991 | 312.6700 | $5.00K | $40.2K | 1 |
| 15.911 | 314.2400 | $5.00K | $45.2K | 1 |
| 15.831 | 315.8300 | $5.00K | $50.2K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 16.193 | 620.6400 | $10.1K | $10.1K | 1 |
| 16.214 | 1.2300 | $19.94 | $10.1K | 1 |
| 16.274 | 1,232.0500 | $20.1K | $30.1K | 1 |
| 16.284 | 307.0400 | $5.00K | $35.1K | 1 |
| 16.295 | 1.2200 | $19.88 | $35.1K | 1 |
| 16.366 | 305.5100 | $5.00K | $40.1K | 1 |
| 16.448 | 303.9800 | $5.00K | $45.1K | 1 |
| 16.531 | 302.4600 | $5.00K | $50.1K | 1 |
| 16.54 | 7,258.1900 | $120K | $170K | 1 |
| 16.561 | 1.2000 | $19.87 | $170K | 1 |