Price and volume
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Spread
8.55 bps
Best bid / ask
3.0382 / 3.0408
Depth ±100 bps
$25.5K
Imbalance ±100 bps
0.084
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $3.15K | $1.48K | $4.62K | 0.360 |
| ±50 bps | $8.75K | $9.63K | $18.4K | -0.048 |
| ±100 bps | $13.8K | $11.7K | $25.5K | 0.084 |
| ±200 bps | $13.8K | $11.7K | $25.5K | 0.084 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.0382 | 131.7000 | $400.13 | $400.13 | 1 |
| 3.0381 | 231.7000 | $703.93 | $1.10K | 2 |
| 3.038 | 131.5000 | $399.50 | $1.50K | 2 |
| 3.0366 | 64.9000 | $197.08 | $1.70K | 1 |
| 3.0365 | 475.7000 | $1.44K | $3.15K | 2 |
| 242.6000 |
| $736.32 |
| $3.88K |
| 1 |
| 3.0343 | 159.4000 | $483.67 | $4.37K | 1 |
| 3.0339 | 53.9000 | $163.53 | $4.53K | 1 |
| 3.0325 | 234.2000 | $710.21 | $5.24K | 1 |
| 3.0324 | 236.7000 | $717.77 | $5.96K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 3.0408 | 145.8000 | $443.35 | $443.35 | 2 |
| 3.0414 | 100.0000 | $304.14 | $747.49 | 1 |
| 3.0415 | 131.5000 | $399.96 | $1.15K | 1 |
| 3.0416 | 109.1000 | $331.84 | $1.48K | 2 |
| 3.0429 | 131.5000 | $400.14 | $1.88K | 1 |
| 3.043 | 312.3000 | $950.33 | $2.83K | 2 |
| 3.0431 | 243.5000 | $740.99 | $3.57K | 1 |
| 3.0445 | 230.6000 | $702.06 | $4.27K | 1 |
| 3.0457 | 52.0000 | $158.38 | $4.43K | 1 |
| 3.047 | 224.0000 | $682.53 | $5.11K | 1 |