Price and volume
Loading
Spread
20.54 bps
Best bid / ask
0.32101 / 0.32167
Depth ±100 bps
$17.7K
Imbalance ±100 bps
0.067
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $6.71K | $4.81K | $11.5K | 0.165 |
| ±100 bps | $9.44K | $8.26K | $17.7K | 0.067 |
| ±200 bps | $17.4K | $15.9K | $33.2K | 0.044 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.32101 | 1,246.1000 | $400.01 | $400.01 | 1 |
| 0.321 | 609.5000 | $195.65 | $595.66 | 1 |
| 0.32099 | 612.3000 | $196.54 | $792.20 | 1 |
| 0.32098 | 1,246.2000 | $400.01 | $1.19K | 1 |
| 0.32097 | 1,468.9000 | $471.47 | $1.66K | 1 |
| 0.32066 |
| 1,247.4000 |
| $399.99 |
| $2.06K |
| 1 |
| 0.32065 | 4,246.7000 | $1.36K | $3.43K | 2 |
| 0.32014 | 5,875.6000 | $1.88K | $5.31K | 1 |
| 0.3201 | 4,399.5000 | $1.41K | $6.71K | 2 |
| 0.31943 | 2,057.9000 | $657.35 | $7.37K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.32167 | 1,243.5000 | $400.00 | $400.00 | 1 |
| 0.32168 | 35.8000 | $11.52 | $411.51 | 1 |
| 0.3217 | 1,243.4000 | $400.00 | $811.51 | 1 |
| 0.32171 | 1,001.2000 | $322.10 | $1.13K | 2 |
| 0.32205 | 1,242.0000 | $399.99 | $1.53K | 1 |
| 0.32206 | 4,355.9000 | $1.40K | $2.94K | 2 |
| 0.32224 | 1,515.4000 | $488.32 | $3.42K | 1 |
| 0.32274 | 2,132.7000 | $688.31 | $4.11K | 1 |
| 0.32279 | 2,153.0000 | $694.97 | $4.81K | 1 |
| 0.32304 | 6,061.7000 | $1.96K | $6.77K | 1 |