Price and volume
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TidePerpSpread
14.70 bps
Best bid / ask
333.14 / 333.63
Depth ±100 bps
$90.7K
Imbalance ±100 bps
0.042
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $2.15K | $3.12K | $5.27K | -0.184 |
| ±50 bps | $25.0K | $24.8K | $49.8K | 0.004 |
| ±100 bps | $47.2K | $43.5K | $90.7K | 0.042 |
| ±200 bps | $47.3K | $48.4K | $95.8K | -0.012 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 333.14 | 5.7030 | $1.90K | $1.90K | 1 |
| 333.13 | 0.7460 | $248.51 | $2.15K | 1 |
| 332.79 | 41.7670 | $13.9K | $16.0K | 2 |
| 332.78 | 3.7800 | $1.26K | $17.3K | 1 |
| 332.41 | 0.4480 | $148.92 | $17.5K | 1 |
| 0.4480 |
| $148.85 |
| $17.6K |
| 1 |
| 332.15 | 15.1200 | $5.02K | $22.6K | 1 |
| 332.12 | 0.4480 | $148.79 | $22.8K | 1 |
| 332.09 | 1.5050 | $499.80 | $23.3K | 1 |
| 331.99 | 0.4480 | $148.73 | $23.4K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 333.63 | 3.6570 | $1.22K | $1.22K | 1 |
| 333.64 | 5.6940 | $1.90K | $3.12K | 1 |
| 333.95 | 41.6220 | $13.9K | $17.0K | 2 |
| 333.96 | 1.2700 | $424.13 | $17.4K | 2 |
| 334.18 | 0.0620 | $20.72 | $17.5K | 1 |
| 334.24 | 5.7000 | $1.91K | $19.4K | 1 |
| 334.31 | 1.4950 | $499.79 | $19.9K | 1 |
| 334.36 | 14.6770 | $4.91K | $24.8K | 1 |
| 335.07 | 0.4480 | $150.11 | $24.9K | 1 |
| 335.2 | 0.4480 | $150.17 | $25.1K | 1 |