Price and volume
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Spread
4.55 bps
Best bid / ask
7.9107 / 7.9143
Depth ±100 bps
$28.7K
Imbalance ±100 bps
0.027
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $3.22K | $1.20K | $4.42K | 0.457 |
| ±50 bps | $13.0K | $9.84K | $22.8K | 0.137 |
| ±100 bps | $14.7K | $13.9K | $28.7K | 0.027 |
| ±200 bps | $14.7K | $13.9K | $28.7K | 0.027 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 7.9107 | 50.5600 | $399.96 | $399.96 | 1 |
| 7.9106 | 49.6400 | $392.68 | $792.65 | 2 |
| 7.9081 | 50.5800 | $399.99 | $1.19K | 1 |
| 7.908 | 177.6300 | $1.40K | $2.60K | 2 |
| 7.905 | 79.0500 | $624.89 | $3.22K | 1 |
| 75.8100 |
| $599.10 |
| $3.82K |
| 1 |
| 7.901 | 21.8800 | $172.87 | $3.99K | 1 |
| 7.9007 | 121.5100 | $960.01 | $4.95K | 1 |
| 7.898 | 79.0900 | $624.65 | $5.58K | 1 |
| 7.8926 | 111.5000 | $880.02 | $6.46K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 7.9143 | 75.8100 | $599.98 | $599.98 | 1 |
| 7.9144 | 75.8100 | $599.99 | $1.20K | 1 |
| 7.9215 | 63.1300 | $500.08 | $1.70K | 2 |
| 7.9217 | 13.0500 | $103.38 | $1.80K | 1 |
| 7.925 | 50.4700 | $399.97 | $2.20K | 1 |
| 7.9251 | 113.2000 | $897.12 | $3.10K | 1 |
| 7.9256 | 86.8300 | $688.18 | $3.79K | 1 |
| 7.926 | 87.2000 | $691.15 | $4.48K | 1 |
| 7.9305 | 21.9400 | $174.00 | $4.65K | 1 |
| 7.9315 | 79.0300 | $626.83 | $5.28K | 1 |