Price and volume
Loading
Spread
3.02 bps
Best bid / ask
165.49 / 165.54
Depth ±100 bps
$127K
Imbalance ±100 bps
-0.096
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $13.7K | $11.2K | $24.9K | 0.100 |
| ±50 bps | $57.5K | $69.8K | $127K | -0.096 |
| ±100 bps | $57.5K | $69.8K | $127K | -0.096 |
| ±200 bps | $57.5K | $69.8K | $127K | -0.096 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 165.49 | 0.8900 | $147.29 | $147.29 | 1 |
| 165.47 | 13.3900 | $2.22K | $2.36K | 1 |
| 165.46 | 1.1200 | $185.32 | $2.55K | 1 |
| 165.45 | 18.2900 | $3.03K | $5.57K | 1 |
| 165.43 | 12.7600 | $2.11K | $7.69K | 1 |
| 9.6500 |
| $1.60K |
| $9.28K |
| 2 |
| 165.41 | 13.3900 | $2.21K | $11.5K | 1 |
| 165.37 | 13.3900 | $2.21K | $13.7K | 1 |
| 165.34 | 30.6500 | $5.07K | $18.8K | 1 |
| 165.28 | 21.2000 | $3.50K | $22.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 165.54 | 0.9200 | $152.30 | $152.30 | 1 |
| 165.55 | 1.2200 | $201.97 | $354.27 | 1 |
| 165.63 | 1.5700 | $260.04 | $614.31 | 1 |
| 165.65 | 13.3900 | $2.22K | $2.83K | 1 |
| 165.66 | 15.5200 | $2.57K | $5.40K | 1 |
| 165.67 | 21.6600 | $3.59K | $8.99K | 2 |
| 165.68 | 13.3900 | $2.22K | $11.2K | 1 |
| 165.73 | 0.9000 | $149.16 | $11.4K | 1 |
| 165.74 | 31.3500 | $5.20K | $16.6K | 1 |
| 165.82 | 5.9400 | $984.97 | $17.5K | 1 |