Price and volume
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Spread
28.60 bps
Best bid / ask
118.72 / 119.06
Depth ±100 bps
$60.4K
Imbalance ±100 bps
0.055
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $15.7K | $14.8K | $30.5K | 0.031 |
| ±100 bps | $31.9K | $28.6K | $60.4K | 0.055 |
| ±200 bps | $31.9K | $49.1K | $81.0K | -0.213 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 118.72 | 1.6800 | $199.45 | $199.45 | 1 |
| 118.66 | 4.2000 | $498.37 | $697.82 | 2 |
| 118.65 | 2.0900 | $247.98 | $945.80 | 1 |
| 118.62 | 6.3800 | $756.80 | $1.70K | 1 |
| 118.61 | 1.2500 | $148.26 | $1.85K | 1 |
| 11.8100 |
| $1.40K |
| $3.25K |
| 1 |
| 118.56 | 1.2500 | $148.20 | $3.40K | 1 |
| 118.54 | 0.0900 | $10.67 | $3.41K | 1 |
| 118.51 | 1.2500 | $148.14 | $3.56K | 1 |
| 118.46 | 1.2500 | $148.08 | $3.71K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 119.06 | 46.3900 | $5.52K | $5.52K | 2 |
| 119.13 | 2.8900 | $344.29 | $5.87K | 1 |
| 119.14 | 1.2500 | $148.93 | $6.02K | 1 |
| 119.22 | 11.5500 | $1.38K | $7.39K | 1 |
| 119.34 | 2.8600 | $341.31 | $7.73K | 1 |
| 119.35 | 1.2500 | $149.19 | $7.88K | 1 |
| 119.39 | 26.4200 | $3.15K | $11.0K | 1 |
| 119.41 | 1.2500 | $149.26 | $11.2K | 1 |
| 119.42 | 28.8700 | $3.45K | $14.6K | 1 |
| 119.46 | 1.2500 | $149.33 | $14.8K | 1 |