Price and volume
Loading
Spread
50.82 bps
Best bid / ask
215.9 / 217.0
Depth ±100 bps
$71.1K
Imbalance ±100 bps
0.005
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $10.6K | $15.3K | $25.9K | -0.181 |
| ±100 bps | $35.7K | $35.4K | $71.1K | 0.005 |
| ±200 bps | $45.7K | $45.6K | $91.3K | 0.001 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 215.9 | 2.5700 | $554.86 | $554.86 | 1 |
| 215.89 | 0.0500 | $10.79 | $565.66 | 1 |
| 215.6 | 46.6100 | $10.0K | $10.6K | 1 |
| 215.17 | 23.2300 | $5.00K | $15.6K | 1 |
| 214.65 | 0.0900 | $19.32 | $15.6K | 1 |
| 0.0900 |
| $19.31 |
| $15.7K |
| 1 |
| 214.52 | 93.4600 | $20.0K | $35.7K | 1 |
| 214.09 | 23.3500 | $5.00K | $40.7K | 1 |
| 213.01 | 23.4700 | $5.00K | $45.7K | 1 |
| 211.94 | 23.5900 | $5.00K | $50.7K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 217.0 | 1.1500 | $249.55 | $249.55 | 1 |
| 217.08 | 46.2900 | $10.0K | $10.3K | 1 |
| 217.53 | 22.9800 | $5.00K | $15.3K | 1 |
| 218.16 | 91.9000 | $20.0K | $35.3K | 1 |
| 218.24 | 0.0900 | $19.64 | $35.4K | 1 |
| 218.7 | 22.8600 | $5.00K | $40.4K | 1 |
| 219.3 | 0.9200 | $201.76 | $40.6K | 1 |
| 219.8 | 22.7400 | $5.00K | $45.6K | 1 |
| 220.0 | 0.0500 | $11.00 | $45.6K | 1 |
| 220.9 | 22.6300 | $5.00K | $50.6K | 1 |