Price and volume
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Spread
18.44 bps
Best bid / ask
8.722 / 8.7381
Depth ±100 bps
$46.0K
Imbalance ±100 bps
0.187
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $15.70 | $149.42 | $165.12 | -0.810 |
| ±50 bps | $15.8K | $4.67K | $20.4K | 0.543 |
| ±100 bps | $27.3K | $18.7K | $46.0K | 0.187 |
| ±200 bps | $27.3K | $18.7K | $46.0K | 0.187 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 8.722 | 1.8000 | $15.70 | $15.70 | 1 |
| 8.72 | 3.3000 | $28.78 | $44.48 | 1 |
| 8.718 | 3.3000 | $28.77 | $73.25 | 1 |
| 8.717 | 6.6000 | $57.53 | $130.78 | 2 |
| 8.716 | 3.3000 | $28.76 | $159.54 | 1 |
| 706.9000 |
| $6.16K |
| $6.32K |
| 2 |
| 8.7145 | 46.8000 | $407.84 | $6.73K | 1 |
| 8.7087 | 196.0000 | $1.71K | $8.43K | 1 |
| 8.7061 | 57.4000 | $499.73 | $8.93K | 1 |
| 8.7017 | 574.6000 | $5.00K | $13.9K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 8.7381 | 17.1000 | $149.42 | $149.42 | 1 |
| 8.7533 | 17.1000 | $149.68 | $299.10 | 1 |
| 8.7564 | 22.8000 | $199.65 | $498.75 | 1 |
| 8.7591 | 48.3000 | $423.06 | $921.81 | 1 |
| 8.7613 | 32.1000 | $281.24 | $1.20K | 1 |
| 8.765 | 197.6000 | $1.73K | $2.94K | 1 |
| 8.768 | 0.9000 | $7.89 | $2.94K | 1 |
| 8.7696 | 193.4000 | $1.70K | $4.64K | 1 |
| 8.773 | 3.3000 | $28.95 | $4.67K | 1 |
| 8.7744 | 32.1000 | $281.66 | $4.95K | 1 |