Price and volume
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Spread
11.42 bps
Best bid / ask
18.378 / 18.399
Depth ±100 bps
$40.0K
Imbalance ±100 bps
0.042
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $984.51 | $999.99 | $1.98K | -0.008 |
| ±50 bps | $10.8K | $6.66K | $17.5K | 0.236 |
| ±100 bps | $20.9K | $19.2K | $40.0K | 0.042 |
| ±200 bps | $36.4K | $30.8K | $67.2K | 0.083 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 18.378 | 53.5700 | $984.51 | $984.51 | 1 |
| 18.37 | 35.2100 | $646.81 | $1.63K | 1 |
| 18.368 | 54.4400 | $999.95 | $2.63K | 1 |
| 18.367 | 300.0000 | $5.51K | $8.14K | 1 |
| 18.354 | 20.6800 | $379.56 | $8.52K | 1 |
| 54.5400 |
| $999.94 |
| $9.52K |
| 1 |
| 18.316 | 54.6000 | $1.00K | $10.5K | 1 |
| 18.301 | 14.4800 | $265.00 | $10.8K | 1 |
| 18.28 | 273.5200 | $5.00K | $15.8K | 1 |
| 18.274 | 56.0400 | $1.02K | $16.8K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 18.399 | 54.3500 | $999.99 | $999.99 | 1 |
| 18.432 | 54.2500 | $999.94 | $2.00K | 1 |
| 18.433 | 53.5700 | $987.46 | $2.99K | 1 |
| 18.435 | 54.2400 | $999.91 | $3.99K | 1 |
| 18.456 | 54.1800 | $999.95 | $4.99K | 1 |
| 18.457 | 15.4200 | $284.61 | $5.27K | 2 |
| 18.468 | 54.1500 | $1.00K | $6.27K | 1 |
| 18.473 | 21.2700 | $392.92 | $6.66K | 1 |
| 18.484 | 57.2700 | $1.06K | $7.72K | 1 |
| 18.489 | 13.5000 | $249.60 | $7.97K | 1 |