Price and volume
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Spread
21.76 bps
Best bid / ask
21.58 / 21.627
Depth ±100 bps
$32.1K
Imbalance ±100 bps
0.453
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $7.51K | $2.94K | $10.5K | 0.437 |
| ±100 bps | $23.3K | $8.79K | $32.1K | 0.453 |
| ±200 bps | $30.6K | $18.5K | $49.1K | 0.246 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 21.58 | 1.2900 | $27.84 | $27.84 | 1 |
| 21.575 | 1.2700 | $27.40 | $55.24 | 1 |
| 21.574 | 50.2800 | $1.08K | $1.14K | 1 |
| 21.54 | 0.5500 | $11.85 | $1.15K | 1 |
| 21.531 | 15.5300 | $334.38 | $1.49K | 2 |
| 232.3700 |
| $5.00K |
| $6.49K |
| 1 |
| 21.501 | 47.7100 | $1.03K | $7.51K | 1 |
| 21.493 | 16.0500 | $344.96 | $7.86K | 1 |
| 21.49 | 0.5500 | $11.82 | $7.87K | 1 |
| 21.46 | 219.2000 | $4.70K | $12.6K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 21.627 | 0.7300 | $15.79 | $15.79 | 1 |
| 21.631 | 1.2700 | $27.47 | $43.26 | 1 |
| 21.632 | 50.2800 | $1.09K | $1.13K | 1 |
| 21.647 | 3.5700 | $77.28 | $1.21K | 1 |
| 21.648 | 3.6000 | $77.93 | $1.29K | 1 |
| 21.674 | 12.1000 | $262.26 | $1.55K | 1 |
| 21.675 | 15.9400 | $345.50 | $1.89K | 1 |
| 21.704 | 48.4100 | $1.05K | $2.94K | 1 |
| 21.779 | 121.0300 | $2.64K | $5.58K | 1 |
| 21.78 | 0.5500 | $11.98 | $5.59K | 1 |