Price and volume
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Spread
2.48 bps
Best bid / ask
3.2309 / 3.2317
Depth ±100 bps
$54.3K
Imbalance ±100 bps
-0.087
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $24.8K | $29.5K | $54.3K | -0.087 |
| ±50 bps | $24.8K | $29.5K | $54.3K | -0.087 |
| ±100 bps | $24.8K | $29.5K | $54.3K | -0.087 |
| ±200 bps | $24.8K | $29.5K | $54.3K | -0.087 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.2387 | 465.0000 | $1.51K | $1.51K | 1 |
| 3.2376 | 258.0000 | $835.30 | $2.34K | 1 |
| 3.2374 | 304.0000 | $984.17 | $3.33K | 1 |
| 3.237 | 383.0000 | $1.24K | $4.57K | 2 |
| 3.2368 | 304.0000 | $983.99 | $5.55K | 1 |
| 299.0000 |
| $967.74 |
| $6.52K |
| 1 |
| 3.2365 | 308.0000 | $996.84 | $7.51K | 1 |
| 3.2364 | 124.0000 | $401.31 | $7.92K | 1 |
| 3.2363 | 888.0000 | $2.87K | $10.8K | 3 |
| 3.2362 | 323.0000 | $1.05K | $11.8K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.2388 | 128.0000 | $414.57 | $414.57 | 2 |
| 3.2389 | 4.0000 | $12.96 | $427.52 | 1 |
| 3.239 | 5.0000 | $16.20 | $443.72 | 1 |
| 3.2391 | 80.0000 | $259.13 | $702.85 | 2 |
| 3.2392 | 123.0000 | $398.42 | $1.10K | 1 |
| 3.2393 | 309.0000 | $1.00K | $2.10K | 2 |
| 3.2395 | 123.0000 | $398.46 | $2.50K | 1 |
| 3.2396 | 313.0000 | $1.01K | $3.51K | 3 |
| 3.2397 | 1,906.0000 | $6.17K | $9.69K | 2 |
| 3.2399 | 309.0000 | $1.00K | $10.7K | 2 |