Price and volume
Loading
Spread
6.89 bps
Best bid / ask
0.11612 / 0.1162
Depth ±100 bps
$210K
Imbalance ±100 bps
0.097
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $20.4K | $11.0K | $31.4K | 0.301 |
| ±50 bps | $115K | $94.8K | $210K | 0.097 |
| ±100 bps | $115K | $94.8K | $210K | 0.097 |
| ±200 bps | $115K | $94.8K | $210K | 0.097 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.11612 | 4,052.5000 | $470.58 | $470.58 | 1 |
| 0.11611 | 25,688.3000 | $2.98K | $3.45K | 1 |
| 0.1161 | 6,009.5000 | $697.70 | $4.15K | 5 |
| 0.11609 | 25,560.8000 | $2.97K | $7.12K | 2 |
| 0.11608 | 65,448.6000 | $7.60K | $14.7K | 2 |
| 0.11606 |
| 4,430.8000 |
| $514.24 |
| $15.2K |
| 2 |
| 0.11605 | 44,538.5000 | $5.17K | $20.4K | 3 |
| 0.11604 | 64,077.7000 | $7.44K | $27.8K | 2 |
| 0.11603 | 42,506.2000 | $4.93K | $32.8K | 1 |
| 0.11602 | 73,062.9000 | $8.48K | $41.2K | 3 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.1162 | 2,819.2000 | $327.59 | $327.59 | 1 |
| 0.11621 | 4,000.0000 | $464.84 | $792.43 | 1 |
| 0.11622 | 67,756.3000 | $7.87K | $8.67K | 2 |
| 0.11623 | 2,651.2000 | $308.15 | $8.98K | 2 |
| 0.11625 | 9,252.0000 | $1.08K | $10.1K | 3 |
| 0.11626 | 4,472.0000 | $519.91 | $10.6K | 1 |
| 0.11627 | 3,353.3000 | $389.89 | $11.0K | 2 |
| 0.11628 | 71,884.2000 | $8.36K | $19.3K | 2 |
| 0.11629 | 131,266.7000 | $15.3K | $34.6K | 3 |
| 0.1163 | 40,424.5000 | $4.70K | $39.3K | 3 |