Price and volume
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Spread
1.25 bps
Best bid / ask
0.31991 / 0.31995
Depth ±100 bps
$208K
Imbalance ±100 bps
-0.054
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $98.5K | $110K | $208K | -0.054 |
| ±50 bps | $98.5K | $110K | $208K | -0.054 |
| ±100 bps | $98.5K | $110K | $208K | -0.054 |
| ±200 bps | $98.5K | $110K | $208K | -0.054 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.31991 | 16,958.0000 | $5.43K | $5.43K | 2 |
| 0.31989 | 574.0000 | $183.62 | $5.61K | 1 |
| 0.31988 | 553.0000 | $176.89 | $5.79K | 1 |
| 0.31987 | 565.0000 | $180.73 | $5.97K | 1 |
| 0.31985 | 32,824.0000 | $10.5K | $16.5K | 2 |
| 0.31984 |
| 4,007.0000 |
| $1.28K |
| $17.7K |
| 3 |
| 0.31983 | 7,839.0000 | $2.51K | $20.3K | 2 |
| 0.31982 | 57,936.0000 | $18.5K | $38.8K | 4 |
| 0.3198 | 67.0000 | $21.43 | $38.8K | 2 |
| 0.31979 | 33,698.0000 | $10.8K | $49.6K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.31995 | 3,715.0000 | $1.19K | $1.19K | 2 |
| 0.31996 | 590.0000 | $188.78 | $1.38K | 1 |
| 0.31998 | 569.0000 | $182.07 | $1.56K | 1 |
| 0.31999 | 6,302.0000 | $2.02K | $3.58K | 2 |
| 0.32 | 2,524.0000 | $807.68 | $4.38K | 2 |
| 0.32002 | 43,776.0000 | $14.0K | $18.4K | 3 |
| 0.32008 | 602.0000 | $192.69 | $18.6K | 1 |
| 0.32009 | 2,930.0000 | $937.86 | $19.5K | 1 |
| 0.3201 | 31,240.0000 | $10.00K | $29.5K | 1 |
| 0.32011 | 42,564.0000 | $13.6K | $43.1K | 1 |