Price and volume
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Spread
15.77 bps
Best bid / ask
0.09506 / 0.09521
Depth ±100 bps
$102K
Imbalance ±100 bps
0.177
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $152.19 | $716.92 | $869.11 | -0.650 |
| ±50 bps | $20.3K | $15.9K | $36.2K | 0.123 |
| ±100 bps | $59.9K | $41.8K | $102K | 0.177 |
| ±200 bps | $61.3K | $62.9K | $124K | -0.013 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.09506 | 1,478.3000 | $140.53 | $140.53 | 1 |
| 0.09505 | 122.7000 | $11.66 | $152.19 | 1 |
| 0.09503 | 3,000.0000 | $285.09 | $437.28 | 1 |
| 0.09502 | 14,567.2000 | $1.38K | $1.82K | 2 |
| 0.09499 | 26,318.5000 | $2.50K | $4.32K | 1 |
| 0.09493 |
| 3,778.0000 |
| $358.65 |
| $4.68K |
| 1 |
| 0.09491 | 59,253.8000 | $5.62K | $10.3K | 3 |
| 0.09478 | 76,229.1000 | $7.22K | $17.5K | 1 |
| 0.09475 | 22,228.5000 | $2.11K | $19.6K | 2 |
| 0.09471 | 7,271.8000 | $688.71 | $20.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.09521 | 4,023.8000 | $383.11 | $383.11 | 2 |
| 0.09522 | 3,505.7000 | $333.81 | $716.92 | 2 |
| 0.09527 | 3,000.0000 | $285.81 | $1.00K | 1 |
| 0.09528 | 15,446.2000 | $1.47K | $2.47K | 2 |
| 0.0953 | 4,536.0000 | $432.28 | $2.91K | 1 |
| 0.09532 | 7,682.4000 | $732.29 | $3.64K | 1 |
| 0.09533 | 11,389.9000 | $1.09K | $4.72K | 1 |
| 0.09538 | 26,210.9000 | $2.50K | $7.22K | 1 |
| 0.0954 | 14,842.2000 | $1.42K | $8.64K | 2 |
| 0.09547 | 3,792.1000 | $362.03 | $9.00K | 1 |