Price and volume
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Spread
0.37 bps
Best bid / ask
26,978.0 / 26,979.0
Depth ±100 bps
$3.84M
Imbalance ±100 bps
-0.311
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $1.32M | $2.52M | $3.84M | -0.311 |
| ±50 bps | $1.32M | $2.52M | $3.84M | -0.311 |
| ±100 bps | $1.32M | $2.52M | $3.84M | -0.311 |
| ±200 bps | $1.32M | $2.52M | $3.84M | -0.311 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 26,978.0 | 1.7562 | $47.4K | $47.4K | 2 |
| 26,977.0 | 1.1584 | $31.3K | $78.6K | 4 |
| 26,976.0 | 2.3077 | $62.3K | $141K | 14 |
| 26,975.0 | 1.7228 | $46.5K | $187K | 4 |
| 26,974.0 | 1.7676 | $47.7K | $235K | 4 |
| 2.1713 |
| $58.6K |
| $294K |
| 8 |
| 26,972.0 | 4.0658 | $110K | $403K | 6 |
| 26,971.0 | 3.8668 | $104K | $508K | 4 |
| 26,970.0 | 2.7943 | $75.4K | $583K | 8 |
| 26,969.0 | 6.6414 | $179K | $762K | 11 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 26,979.0 | 0.0659 | $1.78K | $1.78K | 3 |
| 26,980.0 | 0.0005 | $13.49 | $1.79K | 1 |
| 26,981.0 | 1.4592 | $39.4K | $41.2K | 2 |
| 26,982.0 | 1.9702 | $53.2K | $94.3K | 3 |
| 26,983.0 | 5.8658 | $158K | $253K | 6 |
| 26,984.0 | 2.2604 | $61.0K | $314K | 8 |
| 26,985.0 | 2.9173 | $78.7K | $392K | 4 |
| 26,986.0 | 0.1828 | $4.93K | $397K | 4 |
| 26,987.0 | 6.1350 | $166K | $563K | 7 |
| 26,988.0 | 6.7017 | $181K | $744K | 4 |