Price and volume
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TidePerpSpread
0.78 bps
Best bid / ask
257.1 / 257.12
Depth ±100 bps
$113K
Imbalance ±100 bps
0.082
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $60.9K | $38.2K | $99.1K | 0.229 |
| ±50 bps | $60.9K | $51.7K | $113K | 0.082 |
| ±100 bps | $60.9K | $51.7K | $113K | 0.082 |
| ±200 bps | $60.9K | $51.7K | $113K | 0.082 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 257.1 | 3.6660 | $942.53 | $942.53 | 1 |
| 257.09 | 1.8350 | $471.76 | $1.41K | 1 |
| 257.07 | 1.5000 | $385.61 | $1.80K | 1 |
| 257.05 | 1.5590 | $400.74 | $2.20K | 2 |
| 257.04 | 15.6740 | $4.03K | $6.23K | 4 |
| 4.0890 |
| $1.05K |
| $7.28K |
| 2 |
| 257.01 | 1.0000 | $257.01 | $7.54K | 1 |
| 257.0 | 49.2430 | $12.7K | $20.2K | 2 |
| 256.99 | 15.8340 | $4.07K | $24.3K | 1 |
| 256.96 | 12.8220 | $3.29K | $27.6K | 3 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 257.12 | 2.0270 | $521.18 | $521.18 | 2 |
| 257.19 | 23.2170 | $5.97K | $6.49K | 1 |
| 257.21 | 1.4830 | $381.44 | $6.87K | 2 |
| 257.22 | 3.8920 | $1.00K | $7.87K | 1 |
| 257.23 | 1.0000 | $257.23 | $8.13K | 1 |
| 257.24 | 1.6940 | $435.76 | $8.57K | 1 |
| 257.25 | 10.7180 | $2.76K | $11.3K | 2 |
| 257.26 | 12.2080 | $3.14K | $14.5K | 2 |
| 257.27 | 22.9640 | $5.91K | $20.4K | 1 |
| 257.28 | 2.8010 | $720.64 | $21.1K | 1 |