Price and volume
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Spread
20.62 bps
Best bid / ask
775.04 / 776.64
Depth ±100 bps
$32.2K
Imbalance ±100 bps
-0.274
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $1.41K | $10.1K | $11.5K | -0.755 |
| ±100 bps | $11.7K | $20.5K | $32.2K | -0.274 |
| ±200 bps | $75.8K | $146K | $222K | -0.317 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 775.04 | 0.2200 | $170.51 | $170.51 | 1 |
| 774.96 | 0.2650 | $205.36 | $375.87 | 2 |
| 773.82 | 0.3210 | $248.40 | $624.27 | 1 |
| 773.52 | 0.5790 | $447.87 | $1.07K | 1 |
| 773.0 | 0.4320 | $333.94 | $1.41K | 1 |
| 6.4780 |
| $5.00K |
| $6.41K |
| 1 |
| 771.55 | 1.7090 | $1.32K | $7.72K | 1 |
| 770.23 | 5.1530 | $3.97K | $11.7K | 1 |
| 767.94 | 6.5100 | $5.00K | $16.7K | 1 |
| 767.93 | 0.0140 | $10.75 | $16.7K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 776.64 | 4.9010 | $3.81K | $3.81K | 1 |
| 776.65 | 0.1900 | $147.56 | $3.95K | 1 |
| 776.73 | 5.1550 | $4.00K | $7.96K | 1 |
| 776.83 | 0.2350 | $182.56 | $8.14K | 1 |
| 777.55 | 0.4230 | $328.90 | $8.47K | 1 |
| 779.48 | 0.3340 | $260.35 | $8.73K | 2 |
| 779.59 | 1.6950 | $1.32K | $10.1K | 1 |
| 779.92 | 1.2820 | $999.86 | $11.1K | 1 |
| 780.52 | 0.5790 | $451.92 | $11.5K | 1 |
| 780.62 | 6.4050 | $5.00K | $16.5K | 1 |