Price and volume
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Spread
3.73 bps
Best bid / ask
187.49 / 187.56
Depth ±100 bps
$252K
Imbalance ±100 bps
-0.106
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $15.5K | $16.5K | $32.1K | -0.031 |
| ±50 bps | $57.6K | $88.1K | $146K | -0.209 |
| ±100 bps | $113K | $139K | $252K | -0.106 |
| ±200 bps | $367K | $394K | $761K | -0.035 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 187.49 | 5.3340 | $1.00K | $1.00K | 1 |
| 187.48 | 5.3910 | $1.01K | $2.01K | 1 |
| 187.46 | 32.3350 | $6.06K | $8.07K | 1 |
| 187.45 | 5.3320 | $999.48 | $9.07K | 1 |
| 187.44 | 11.4870 | $2.15K | $11.2K | 1 |
| 11.4870 |
| $2.15K |
| $13.4K |
| 1 |
| 187.4 | 11.4870 | $2.15K | $15.5K | 1 |
| 187.31 | 56.7680 | $10.6K | $26.2K | 2 |
| 187.3 | 0.5330 | $99.83 | $26.3K | 1 |
| 187.24 | 30.6320 | $5.74K | $32.0K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 187.56 | 5.3320 | $1.00K | $1.00K | 1 |
| 187.57 | 5.3320 | $1.00K | $2.00K | 1 |
| 187.58 | 5.2680 | $988.17 | $2.99K | 1 |
| 187.63 | 32.5660 | $6.11K | $9.10K | 1 |
| 187.67 | 0.5330 | $100.03 | $9.20K | 1 |
| 187.69 | 11.4870 | $2.16K | $11.4K | 1 |
| 187.7 | 27.5280 | $5.17K | $16.5K | 2 |
| 187.72 | 11.4870 | $2.16K | $18.7K | 1 |
| 187.75 | 27.2360 | $5.11K | $23.8K | 1 |
| 187.82 | 30.6320 | $5.75K | $29.5K | 1 |