Price and volume
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TidePerpSpread
0.49 bps
Best bid / ask
611.85 / 611.88
Depth ±100 bps
$286K
Imbalance ±100 bps
-0.258
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $106K | $180K | $286K | -0.258 |
| ±50 bps | $106K | $180K | $286K | -0.258 |
| ±100 bps | $106K | $180K | $286K | -0.258 |
| ±200 bps | $106K | $180K | $286K | -0.258 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 611.85 | 0.1150 | $70.36 | $70.36 | 1 |
| 611.82 | 5.0170 | $3.07K | $3.14K | 1 |
| 611.79 | 5.0380 | $3.08K | $6.22K | 1 |
| 611.76 | 0.4300 | $263.06 | $6.49K | 1 |
| 611.75 | 0.5750 | $351.76 | $6.84K | 1 |
| 31.3560 |
| $19.2K |
| $26.0K |
| 3 |
| 611.73 | 1.0330 | $631.92 | $26.7K | 2 |
| 611.7 | 19.6340 | $12.0K | $38.7K | 1 |
| 611.69 | 5.0480 | $3.09K | $41.7K | 1 |
| 611.67 | 23.6200 | $14.4K | $56.2K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 611.88 | 13.7600 | $8.42K | $8.42K | 2 |
| 611.89 | 0.8170 | $499.91 | $8.92K | 1 |
| 611.9 | 6.8450 | $4.19K | $13.1K | 2 |
| 611.94 | 12.6940 | $7.77K | $20.9K | 1 |
| 611.96 | 16.5670 | $10.1K | $31.0K | 3 |
| 611.99 | 8.7110 | $5.33K | $36.3K | 1 |
| 612.0 | 15.3590 | $9.40K | $45.7K | 1 |
| 612.01 | 25.5790 | $15.7K | $61.4K | 3 |
| 612.02 | 0.5710 | $349.46 | $61.7K | 1 |
| 612.05 | 69.9950 | $42.8K | $105K | 2 |