Price and volume
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Spread
9.87 bps
Best bid / ask
4.5553 / 4.5598
Depth ±100 bps
$29.8K
Imbalance ±100 bps
0.262
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $2.61K | $1.61K | $4.22K | 0.236 |
| ±50 bps | $14.6K | $8.64K | $23.2K | 0.257 |
| ±100 bps | $18.8K | $11.0K | $29.8K | 0.262 |
| ±200 bps | $34.0K | $31.1K | $65.0K | 0.045 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 4.5553 | 68.8100 | $313.45 | $313.45 | 2 |
| 4.5538 | 50.0000 | $227.69 | $541.14 | 1 |
| 4.5537 | 312.0300 | $1.42K | $1.96K | 2 |
| 4.553 | 141.5600 | $644.52 | $2.61K | 1 |
| 4.5499 | 268.2600 | $1.22K | $3.83K | 1 |
| 715.0200 |
| $3.25K |
| $7.08K |
| 3 |
| 4.5485 | 268.6100 | $1.22K | $8.30K | 1 |
| 4.5462 | 153.0200 | $695.66 | $9.00K | 1 |
| 4.545 | 464.1300 | $2.11K | $11.1K | 1 |
| 4.544 | 443.4400 | $2.01K | $13.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 4.5598 | 50.0000 | $227.99 | $227.99 | 1 |
| 4.5599 | 149.9400 | $683.71 | $911.70 | 1 |
| 4.5606 | 153.0200 | $697.86 | $1.61K | 1 |
| 4.5624 | 141.5600 | $645.85 | $2.26K | 1 |
| 4.5626 | 157.4100 | $718.20 | $2.97K | 1 |
| 4.5639 | 314.1500 | $1.43K | $4.41K | 2 |
| 4.5702 | 142.6100 | $651.76 | $5.06K | 1 |
| 4.5718 | 153.2600 | $700.67 | $5.76K | 1 |
| 4.5756 | 629.6500 | $2.88K | $8.64K | 1 |
| 4.5843 | 141.2600 | $647.58 | $9.29K | 1 |