Price and volume
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Spread
12.07 bps
Best bid / ask
0.002485 / 0.002488
Depth ±100 bps
$43.6K
Imbalance ±100 bps
0.030
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $557.60 | $606.88 | $1.16K | -0.042 |
| ±50 bps | $12.6K | $13.6K | $26.1K | -0.038 |
| ±100 bps | $22.5K | $21.2K | $43.6K | 0.030 |
| ±200 bps | $22.9K | $27.8K | $50.7K | -0.097 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.002485 | 224,386.0000 | $557.60 | $557.60 | 1 |
| 0.002484 | 369,129.0000 | $916.92 | $1.47K | 5 |
| 0.002483 | 800,308.0000 | $1.99K | $3.46K | 3 |
| 0.002482 | 237,008.0000 | $588.25 | $4.05K | 1 |
| 0.002481 | 239,521.0000 | $594.25 | $4.64K | 1 |
| 0.00248 | 563,678.0000 | $1.40K | $6.04K | 2 |
| 0.002479 | 340,104.0000 | $843.12 | $6.89K | 2 |
| 0.002476 | 2,196,027.0000 | $5.44K | $12.3K | 5 |
| 0.002475 | 99,920.0000 | $247.30 | $12.6K | 1 |
| 0.002473 | 515,686.0000 | $1.28K | $13.8K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.002488 | 243,923.0000 | $606.88 | $606.88 | 4 |
| 0.002489 | 864,781.0000 | $2.15K | $2.76K | 4 |
| 0.00249 | 5,624.0000 | $14.00 | $2.77K | 1 |
| 0.002491 | 411,849.0000 | $1.03K | $3.80K | 2 |
| 0.002492 | 563,838.0000 | $1.41K | $5.20K | 2 |
| 0.002493 | 232,186.0000 | $578.84 | $5.78K | 1 |
| 0.002494 | 100,361.0000 | $250.30 | $6.03K | 1 |
| 0.002495 | 771,849.0000 | $1.93K | $7.96K | 3 |
| 0.002496 | 1,105,074.0000 | $2.76K | $10.7K | 1 |
| 0.002497 | 514,497.0000 | $1.28K | $12.0K | 2 |