Price and volume
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Spread
0.39 bps
Best bid / ask
259.46 / 259.47
Depth ±100 bps
$172K
Imbalance ±100 bps
-0.036
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $33.9K | $69.1K | $103K | -0.342 |
| ±50 bps | $82.7K | $88.9K | $172K | -0.036 |
| ±100 bps | $82.7K | $88.9K | $172K | -0.036 |
| ±200 bps | $82.7K | $88.9K | $172K | -0.036 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 259.46 | 0.3440 | $89.25 | $89.25 | 2 |
| 259.44 | 0.8940 | $231.94 | $321.19 | 1 |
| 259.43 | 13.0170 | $3.38K | $3.70K | 3 |
| 259.42 | 1.5630 | $405.47 | $4.10K | 2 |
| 259.41 | 1.6520 | $428.55 | $4.53K | 2 |
| 0.9660 |
| $250.58 |
| $4.78K |
| 1 |
| 259.39 | 0.9660 | $250.57 | $5.03K | 1 |
| 259.3 | 0.5010 | $129.91 | $5.16K | 1 |
| 259.29 | 15.9850 | $4.14K | $9.31K | 2 |
| 259.28 | 59.4900 | $15.4K | $24.7K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 259.47 | 0.7180 | $186.30 | $186.30 | 1 |
| 259.48 | 4.0550 | $1.05K | $1.24K | 2 |
| 259.49 | 4.0440 | $1.05K | $2.29K | 3 |
| 259.5 | 1.0690 | $277.41 | $2.57K | 1 |
| 259.51 | 0.7290 | $189.18 | $2.75K | 2 |
| 259.52 | 1.0690 | $277.43 | $3.03K | 1 |
| 259.53 | 17.3680 | $4.51K | $7.54K | 2 |
| 259.54 | 1.4950 | $388.01 | $7.93K | 2 |
| 259.55 | 39.2880 | $10.2K | $18.1K | 4 |
| 259.56 | 25.8480 | $6.71K | $24.8K | 2 |