Price and volume
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Spread
9.88 bps
Best bid / ask
0.34379 / 0.34413
Depth ±100 bps
$44.1K
Imbalance ±100 bps
0.083
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $6.74K | $2.05K | $8.80K | 0.533 |
| ±50 bps | $23.8K | $20.2K | $44.0K | 0.080 |
| ±100 bps | $23.9K | $20.2K | $44.1K | 0.083 |
| ±200 bps | $23.9K | $20.2K | $44.1K | 0.083 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.34379 | 2,942.2000 | $1.01K | $1.01K | 1 |
| 0.34378 | 7,572.3000 | $2.60K | $3.61K | 1 |
| 0.34371 | 532.6000 | $183.06 | $3.80K | 2 |
| 0.34364 | 1,000.0000 | $343.64 | $4.14K | 1 |
| 0.34363 | 7,572.3000 | $2.60K | $6.74K | 1 |
| 0.34361 |
| 291.1000 |
| $100.02 |
| $6.84K |
| 1 |
| 0.34355 | 308.4000 | $105.95 | $6.95K | 1 |
| 0.3435 | 4,120.6000 | $1.42K | $8.36K | 2 |
| 0.34335 | 7,572.3000 | $2.60K | $11.0K | 1 |
| 0.34334 | 2,234.2000 | $767.09 | $11.7K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.34413 | 580.0000 | $199.60 | $199.60 | 1 |
| 0.34425 | 2,907.0000 | $1.00K | $1.20K | 2 |
| 0.34426 | 1,872.5000 | $644.63 | $1.84K | 1 |
| 0.3443 | 606.6000 | $208.85 | $2.05K | 1 |
| 0.34435 | 1,000.0000 | $344.35 | $2.40K | 1 |
| 0.34436 | 3,907.3000 | $1.35K | $3.74K | 2 |
| 0.34437 | 7,572.3000 | $2.61K | $6.35K | 1 |
| 0.34442 | 1,959.9000 | $675.03 | $7.03K | 1 |
| 0.34451 | 10,514.5000 | $3.62K | $10.6K | 2 |
| 0.34458 | 2,906.5000 | $1.00K | $11.7K | 1 |