Price and volume
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Spread
0.45 bps
Best bid / ask
0.89763 / 0.89767
Depth ±100 bps
$92.7K
Imbalance ±100 bps
0.093
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $42.9K | $42.0K | $84.9K | 0.010 |
| ±50 bps | $50.6K | $42.0K | $92.7K | 0.093 |
| ±100 bps | $50.6K | $42.0K | $92.7K | 0.093 |
| ±200 bps | $50.6K | $42.0K | $92.7K | 0.093 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.89763 | 33.8000 | $30.34 | $30.34 | 1 |
| 0.89745 | 3,346.3000 | $3.00K | $3.03K | 1 |
| 0.89742 | 6,567.0000 | $5.89K | $8.93K | 1 |
| 0.8973 | 165.7000 | $148.68 | $9.08K | 1 |
| 0.89729 | 161.5000 | $144.91 | $9.22K | 1 |
| 0.89726 |
| 2,228.8000 |
| $2.00K |
| $11.2K |
| 1 |
| 0.89725 | 2,517.9000 | $2.26K | $13.5K | 1 |
| 0.89721 | 273.0000 | $244.94 | $13.7K | 1 |
| 0.8972 | 4,784.8000 | $4.29K | $18.0K | 1 |
| 0.89713 | 4,091.8000 | $3.67K | $21.7K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.89767 | 267.9000 | $240.49 | $240.49 | 1 |
| 0.89784 | 450.5000 | $404.48 | $644.96 | 2 |
| 0.89795 | 41.0000 | $36.82 | $681.78 | 1 |
| 0.89796 | 500.0000 | $448.98 | $1.13K | 1 |
| 0.89797 | 1,814.4000 | $1.63K | $2.76K | 2 |
| 0.89798 | 6,107.0000 | $5.48K | $8.24K | 1 |
| 0.89801 | 500.0000 | $449.01 | $8.69K | 1 |
| 0.89802 | 7,429.4000 | $6.67K | $15.4K | 1 |
| 0.89807 | 3,344.6000 | $3.00K | $18.4K | 1 |
| 0.89811 | 500.0000 | $449.06 | $18.8K | 1 |