Price and volume
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Spread
8.37 bps
Best bid / ask
6.9248 / 6.9306
Depth ±100 bps
$60.7K
Imbalance ±100 bps
-0.088
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $8.89K | $2.70K | $11.6K | 0.535 |
| ±50 bps | $22.4K | $25.2K | $47.6K | -0.060 |
| ±100 bps | $27.7K | $33.0K | $60.7K | -0.088 |
| ±200 bps | $27.8K | $33.0K | $60.9K | -0.086 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 6.9248 | 134.1800 | $929.17 | $929.17 | 1 |
| 6.9247 | 67.7900 | $469.43 | $1.40K | 2 |
| 6.9246 | 18.7900 | $130.11 | $1.53K | 1 |
| 6.9223 | 101.4800 | $702.48 | $2.23K | 1 |
| 6.922 | 92.4200 | $639.73 | $2.87K | 1 |
| 57.3500 |
| $396.97 |
| $3.27K |
| 1 |
| 6.9212 | 558.9400 | $3.87K | $7.14K | 1 |
| 6.9209 | 252.8500 | $1.75K | $8.89K | 1 |
| 6.9205 | 252.4500 | $1.75K | $10.6K | 1 |
| 6.9126 | 819.3100 | $5.66K | $16.3K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 6.9306 | 134.1800 | $929.95 | $929.95 | 1 |
| 6.9307 | 59.2000 | $410.30 | $1.34K | 2 |
| 6.9323 | 195.5300 | $1.36K | $2.70K | 2 |
| 6.9385 | 1,011.0000 | $7.01K | $9.71K | 2 |
| 6.9386 | 248.9600 | $1.73K | $11.4K | 1 |
| 6.9387 | 185.1700 | $1.28K | $12.7K | 1 |
| 6.9391 | 427.9800 | $2.97K | $15.7K | 1 |
| 6.9411 | 151.0300 | $1.05K | $16.7K | 2 |
| 6.9412 | 96.5500 | $670.17 | $17.4K | 1 |
| 6.9467 | 71.9700 | $499.95 | $17.9K | 1 |