Price and volume
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Spread
0.12 bps
Best bid / ask
836.48 / 836.49
Depth ±100 bps
$365K
Imbalance ±100 bps
-0.266
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $134K | $231K | $365K | -0.266 |
| ±50 bps | $134K | $231K | $365K | -0.266 |
| ±100 bps | $134K | $231K | $365K | -0.266 |
| ±200 bps | $134K | $231K | $365K | -0.266 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 836.48 | 3.6420 | $3.05K | $3.05K | 1 |
| 836.47 | 3.6420 | $3.05K | $6.09K | 1 |
| 836.45 | 3.6420 | $3.05K | $9.14K | 1 |
| 836.42 | 4.0930 | $3.42K | $12.6K | 2 |
| 836.4 | 0.0870 | $72.77 | $12.6K | 1 |
| 3.6410 |
| $3.05K |
| $15.7K |
| 1 |
| 836.37 | 1.3480 | $1.13K | $16.8K | 1 |
| 836.35 | 0.1750 | $146.36 | $17.0K | 1 |
| 836.34 | 1.5230 | $1.27K | $18.2K | 2 |
| 836.32 | 35.8700 | $30.0K | $48.2K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 836.49 | 46.6620 | $39.0K | $39.0K | 1 |
| 836.52 | 3.6410 | $3.05K | $42.1K | 1 |
| 836.53 | 0.0910 | $76.12 | $42.2K | 1 |
| 836.55 | 0.7390 | $618.21 | $42.8K | 2 |
| 836.56 | 0.0910 | $76.13 | $42.8K | 1 |
| 836.57 | 2.7310 | $2.28K | $45.1K | 1 |
| 836.58 | 36.0500 | $30.2K | $75.3K | 2 |
| 836.59 | 3.9700 | $3.32K | $78.6K | 1 |
| 836.61 | 46.6620 | $39.0K | $118K | 1 |
| 836.62 | 0.0920 | $76.97 | $118K | 1 |