Price and volume
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Spread
38.47 bps
Best bid / ask
124.52 / 125.0
Depth ±100 bps
$99.6K
Imbalance ±100 bps
0.035
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $16.3K | $18.0K | $34.3K | -0.049 |
| ±100 bps | $51.5K | $48.1K | $99.6K | 0.035 |
| ±200 bps | $56.5K | $218K | $275K | -0.588 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 124.52 | 0.7300 | $90.90 | $90.90 | 1 |
| 124.51 | 2.0000 | $249.02 | $339.92 | 1 |
| 124.49 | 0.0700 | $8.71 | $348.63 | 1 |
| 124.48 | 7.5300 | $937.33 | $1.29K | 1 |
| 124.41 | 120.9600 | $15.0K | $16.3K | 1 |
| 0.1600 |
| $19.85 |
| $16.4K |
| 1 |
| 124.0 | 1.0000 | $124.00 | $16.5K | 1 |
| 123.97 | 202.0500 | $25.0K | $41.5K | 1 |
| 123.95 | 40.3300 | $5.00K | $46.5K | 1 |
| 123.56 | 40.4600 | $5.00K | $51.5K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 125.0 | 23.5500 | $2.94K | $2.94K | 1 |
| 125.02 | 120.3800 | $15.0K | $18.0K | 1 |
| 125.17 | 0.1700 | $21.28 | $18.0K | 1 |
| 125.45 | 199.6800 | $25.0K | $43.1K | 1 |
| 125.49 | 0.1500 | $18.82 | $43.1K | 1 |
| 125.5 | 39.8400 | $5.00K | $48.1K | 1 |
| 126.13 | 39.6400 | $5.00K | $53.1K | 1 |
| 126.77 | 39.4400 | $5.00K | $58.1K | 1 |
| 127.2 | 1,258.2900 | $160K | $218K | 1 |
| 127.29 | 0.1500 | $19.09 | $218K | 1 |