Price and volume
Loading
Spread
30.55 bps
Best bid / ask
120.91 / 121.28
Depth ±100 bps
$162K
Imbalance ±100 bps
-0.034
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $28.1K | $34.3K | $62.3K | -0.099 |
| ±100 bps | $78.1K | $83.6K | $162K | -0.034 |
| ±200 bps | $92.2K | $94.5K | $187K | -0.013 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 120.91 | 2.5900 | $313.16 | $313.16 | 1 |
| 120.9 | 2.0500 | $247.85 | $561.00 | 1 |
| 120.89 | 2.0600 | $249.03 | $810.04 | 1 |
| 120.87 | 101.0000 | $12.2K | $13.0K | 1 |
| 120.59 | 41.4600 | $5.00K | $18.0K | 1 |
| 83.3600 |
| $10.0K |
| $28.1K |
| 1 |
| 120.47 | 199.0000 | $24.0K | $52.0K | 1 |
| 120.46 | 0.1600 | $19.27 | $52.1K | 1 |
| 120.06 | 41.6400 | $5.00K | $57.1K | 1 |
| 119.94 | 167.1600 | $20.0K | $77.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 121.28 | 82.8700 | $10.1K | $10.1K | 1 |
| 121.64 | 199.0000 | $24.2K | $34.3K | 1 |
| 121.88 | 199.0000 | $24.3K | $58.5K | 1 |
| 121.9 | 164.4900 | $20.1K | $78.6K | 1 |
| 122.01 | 40.9800 | $5.00K | $83.6K | 1 |
| 122.8 | 40.7100 | $5.00K | $88.6K | 1 |
| 123.19 | 7.9200 | $975.66 | $89.5K | 1 |
| 123.42 | 40.5100 | $5.00K | $94.5K | 1 |
| 123.8 | 26.2800 | $3.25K | $97.8K | 1 |
| 123.91 | 0.1600 | $19.83 | $97.8K | 1 |