Price and volume
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TidePerpSpread
0.92 bps
Best bid / ask
10.872 / 10.873
Depth ±100 bps
$923K
Imbalance ±100 bps
-0.244
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $138K | $146K | $284K | -0.026 |
| ±50 bps | $349K | $574K | $923K | -0.244 |
| ±100 bps | $349K | $574K | $923K | -0.244 |
| ±200 bps | $349K | $574K | $923K | -0.244 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 10.872 | 15.8000 | $171.78 | $171.78 | 1 |
| 10.871 | 81.1000 | $881.64 | $1.05K | 2 |
| 10.87 | 24.3000 | $264.14 | $1.32K | 1 |
| 10.869 | 1,028.6000 | $11.2K | $12.5K | 6 |
| 10.868 | 814.5000 | $8.85K | $21.3K | 3 |
| 3,102.0000 |
| $33.7K |
| $55.1K |
| 3 |
| 10.866 | 1,788.4000 | $19.4K | $74.5K | 5 |
| 10.865 | 3,456.9000 | $37.6K | $112K | 6 |
| 10.864 | 1,204.0000 | $13.1K | $125K | 5 |
| 10.862 | 1,227.5000 | $13.3K | $138K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 10.873 | 19.8000 | $215.29 | $215.29 | 1 |
| 10.874 | 33.4000 | $363.19 | $578.48 | 1 |
| 10.875 | 647.7000 | $7.04K | $7.62K | 3 |
| 10.876 | 658.6000 | $7.16K | $14.8K | 6 |
| 10.877 | 1,643.1000 | $17.9K | $32.7K | 4 |
| 10.878 | 3,487.2000 | $37.9K | $70.6K | 8 |
| 10.879 | 1,616.3000 | $17.6K | $88.2K | 7 |
| 10.88 | 822.4000 | $8.95K | $97.1K | 7 |
| 10.881 | 3,725.8000 | $40.5K | $138K | 11 |
| 10.882 | 664.3000 | $7.23K | $145K | 1 |