Price and volume
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Spread
0.41 bps
Best bid / ask
7,381.7 / 7,382.0
Depth ±100 bps
$557K
Imbalance ±100 bps
-0.204
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $222K | $335K | $557K | -0.204 |
| ±50 bps | $222K | $335K | $557K | -0.204 |
| ±100 bps | $222K | $335K | $557K | -0.204 |
| ±200 bps | $222K | $335K | $557K | -0.204 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 7,381.7 | 0.2300 | $1.70K | $1.70K | 2 |
| 7,381.6 | 1.3540 | $9.99K | $11.7K | 1 |
| 7,381.5 | 1.6670 | $12.3K | $24.0K | 2 |
| 7,381.4 | 0.4030 | $2.97K | $27.0K | 2 |
| 7,381.3 | 2.8000 | $20.7K | $47.6K | 8 |
| 2.9390 |
| $21.7K |
| $69.3K |
| 3 |
| 7,381.1 | 1.6930 | $12.5K | $81.8K | 1 |
| 7,381.0 | 0.9050 | $6.68K | $88.5K | 3 |
| 7,380.9 | 0.4930 | $3.64K | $92.1K | 3 |
| 7,380.8 | 0.0160 | $118.09 | $92.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 7,382.1 | 3.6360 | $26.8K | $26.8K | 4 |
| 7,382.2 | 0.0030 | $22.15 | $26.9K | 1 |
| 7,382.3 | 3.6190 | $26.7K | $53.6K | 4 |
| 7,382.5 | 1.9600 | $14.5K | $68.0K | 1 |
| 7,382.6 | 1.4590 | $10.8K | $78.8K | 3 |
| 7,382.7 | 1.2970 | $9.58K | $88.4K | 4 |
| 7,382.9 | 0.0050 | $36.91 | $88.4K | 1 |
| 7,383.0 | 0.3190 | $2.36K | $90.8K | 3 |
| 7,383.1 | 0.6770 | $5.00K | $95.8K | 1 |
| 7,383.2 | 2.4910 | $18.4K | $114K | 1 |