Price and volume
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Spread
0.71 bps
Best bid / ask
0.56467 / 0.56471
Depth ±100 bps
$44.3K
Imbalance ±100 bps
-0.060
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $9.13K | $11.7K | $20.9K | -0.125 |
| ±50 bps | $20.8K | $23.5K | $44.3K | -0.060 |
| ±100 bps | $20.8K | $23.5K | $44.3K | -0.060 |
| ±200 bps | $20.8K | $23.5K | $44.3K | -0.060 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.56467 | 407.4000 | $230.05 | $230.05 | 1 |
| 0.56441 | 708.7000 | $400.00 | $630.04 | 1 |
| 0.5644 | 887.0000 | $500.62 | $1.13K | 1 |
| 0.56434 | 708.8000 | $400.00 | $1.53K | 1 |
| 0.56433 | 4,237.2000 | $2.39K | $3.92K | 2 |
| 708.8000 |
| $399.99 |
| $4.32K |
| 1 |
| 0.56431 | 329.1000 | $185.71 | $4.51K | 1 |
| 0.56426 | 708.9000 | $400.00 | $4.91K | 1 |
| 0.56425 | 359.4000 | $202.79 | $5.11K | 1 |
| 0.56423 | 1,774.5000 | $1.00K | $6.11K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.56471 | 708.3000 | $399.98 | $399.98 | 1 |
| 0.56472 | 752.6000 | $425.01 | $824.99 | 1 |
| 0.56474 | 405.0000 | $228.72 | $1.05K | 1 |
| 0.56485 | 708.2000 | $400.03 | $1.45K | 1 |
| 0.56486 | 2,843.8000 | $1.61K | $3.06K | 3 |
| 0.56488 | 886.2000 | $500.60 | $3.56K | 1 |
| 0.56497 | 886.1000 | $500.62 | $4.06K | 1 |
| 0.5651 | 707.8000 | $399.98 | $4.46K | 1 |
| 0.56511 | 2,021.9000 | $1.14K | $5.60K | 1 |
| 0.56517 | 1,169.0000 | $660.68 | $6.26K | 1 |