Price and volume
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Spread
0.25 bps
Best bid / ask
4,074.3 / 4,074.4
Depth ±100 bps
$676K
Imbalance ±100 bps
0.012
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $342K | $334K | $676K | 0.012 |
| ±50 bps | $342K | $334K | $676K | 0.012 |
| ±100 bps | $342K | $334K | $676K | 0.012 |
| ±200 bps | $342K | $334K | $676K | 0.012 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 4,074.3 | 12.0095 | $48.9K | $48.9K | 9 |
| 4,074.2 | 11.4174 | $46.5K | $95.4K | 4 |
| 4,074.1 | 0.0606 | $246.89 | $95.7K | 1 |
| 4,074.0 | 1.1968 | $4.88K | $101K | 1 |
| 4,073.9 | 4.0093 | $16.3K | $117K | 1 |
| 4.0093 |
| $16.3K |
| $133K |
| 1 |
| 4,073.7 | 0.3682 | $1.50K | $135K | 1 |
| 4,073.6 | 2.9367 | $12.0K | $147K | 4 |
| 4,073.5 | 4.0736 | $16.6K | $163K | 2 |
| 4,073.4 | 3.4608 | $14.1K | $177K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 4,074.4 | 0.0780 | $317.80 | $317.80 | 1 |
| 4,074.6 | 1.1992 | $4.89K | $5.20K | 2 |
| 4,074.7 | 1.4700 | $5.99K | $11.2K | 1 |
| 4,075.0 | 0.1362 | $555.02 | $11.7K | 1 |
| 4,075.5 | 4.8371 | $19.7K | $31.5K | 3 |
| 4,075.6 | 3.9602 | $16.1K | $47.6K | 1 |
| 4,075.7 | 4.0094 | $16.3K | $63.9K | 1 |
| 4,075.9 | 0.0515 | $209.91 | $64.2K | 1 |
| 4,076.0 | 9.3358 | $38.1K | $102K | 3 |
| 4,076.1 | 5.6443 | $23.0K | $125K | 2 |