Price and volume
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TidePerpSpread
0.12 bps
Best bid / ask
8.2011 / 8.2012
Depth ±100 bps
$98.4K
Imbalance ±100 bps
-0.439
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $27.6K | $70.8K | $98.4K | -0.439 |
| ±50 bps | $27.6K | $70.8K | $98.4K | -0.439 |
| ±100 bps | $27.6K | $70.8K | $98.4K | -0.439 |
| ±200 bps | $27.6K | $70.8K | $98.4K | -0.439 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 8.2011 | 257.9500 | $2.12K | $2.12K | 5 |
| 8.2009 | 16.0000 | $131.21 | $2.25K | 1 |
| 8.2002 | 47.6700 | $390.90 | $2.64K | 2 |
| 8.1997 | 147.9600 | $1.21K | $3.85K | 1 |
| 8.1995 | 50.0000 | $409.98 | $4.26K | 1 |
| 106.4300 |
| $872.66 |
| $5.13K |
| 1 |
| 8.1993 | 36.5900 | $300.01 | $5.43K | 1 |
| 8.1992 | 36.5900 | $300.01 | $5.73K | 1 |
| 8.1984 | 108.0700 | $886.00 | $6.62K | 1 |
| 8.1979 | 93.6400 | $767.65 | $7.39K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 8.2012 | 1.0600 | $8.69 | $8.69 | 1 |
| 8.2031 | 731.4800 | $6.00K | $6.01K | 1 |
| 8.2032 | 144.5100 | $1.19K | $7.19K | 1 |
| 8.2039 | 20.8000 | $170.64 | $7.37K | 1 |
| 8.2045 | 975.1400 | $8.00K | $15.4K | 1 |
| 8.2046 | 102.9800 | $844.91 | $16.2K | 1 |
| 8.2047 | 465.4500 | $3.82K | $20.0K | 1 |
| 8.2048 | 1,298.2500 | $10.7K | $30.7K | 1 |
| 8.205 | 48.8400 | $400.73 | $31.1K | 2 |
| 8.2051 | 108.0700 | $886.73 | $32.0K | 1 |