Price and volume
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Spread
6.46 bps
Best bid / ask
464.36 / 464.66
Depth ±100 bps
$43.1K
Imbalance ±100 bps
-0.431
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $2.02K | $958.13 | $2.97K | 0.356 |
| ±50 bps | $2.62K | $2.81K | $5.44K | -0.035 |
| ±100 bps | $12.2K | $30.8K | $43.1K | -0.431 |
| ±200 bps | $96.3K | $207K | $303K | -0.365 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 464.36 | 0.5080 | $235.89 | $235.89 | 1 |
| 464.35 | 2.1630 | $1.00K | $1.24K | 1 |
| 464.22 | 1.6700 | $775.25 | $2.02K | 1 |
| 462.9 | 1.3110 | $606.86 | $2.62K | 1 |
| 461.95 | 0.0220 | $10.16 | $2.63K | 1 |
| 5.2150 |
| $2.41K |
| $5.04K |
| 1 |
| 461.42 | 10.8360 | $5.00K | $10.0K | 1 |
| 461.14 | 2.1680 | $999.75 | $11.0K | 1 |
| 460.21 | 2.6080 | $1.20K | $12.2K | 1 |
| 459.68 | 13.0520 | $6.00K | $18.2K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 464.66 | 2.0620 | $958.13 | $958.13 | 1 |
| 465.53 | 1.2800 | $595.88 | $1.55K | 1 |
| 465.69 | 0.5360 | $249.61 | $1.80K | 1 |
| 465.75 | 0.0220 | $10.25 | $1.81K | 1 |
| 466.55 | 2.1430 | $999.82 | $2.81K | 1 |
| 466.88 | 0.5360 | $250.25 | $3.06K | 1 |
| 467.14 | 5.2550 | $2.45K | $5.52K | 1 |
| 467.29 | 10.6990 | $5.00K | $10.5K | 1 |
| 467.38 | 1.2800 | $598.25 | $11.1K | 1 |
| 467.46 | 26.7380 | $12.5K | $23.6K | 1 |