Price and volume
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Spread
0.13 bps
Best bid / ask
77.438 / 77.439
Depth ±100 bps
$147K
Imbalance ±100 bps
-0.414
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $43.0K | $104K | $147K | -0.414 |
| ±50 bps | $43.0K | $104K | $147K | -0.414 |
| ±100 bps | $43.0K | $104K | $147K | -0.414 |
| ±200 bps | $43.0K | $104K | $147K | -0.414 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 77.446 | 55.3000 | $4.28K | $4.28K | 8 |
| 77.443 | 15.4900 | $1.20K | $5.48K | 1 |
| 77.442 | 4.2400 | $328.35 | $5.81K | 1 |
| 77.441 | 0.9900 | $76.67 | $5.89K | 1 |
| 77.44 | 14.6400 | $1.13K | $7.02K | 2 |
| 25.8100 |
| $2.00K |
| $9.02K |
| 1 |
| 77.438 | 7.8400 | $607.11 | $9.63K | 4 |
| 77.437 | 3.2300 | $250.12 | $9.88K | 1 |
| 77.436 | 3.3600 | $260.18 | $10.1K | 1 |
| 77.435 | 3.8200 | $295.80 | $10.4K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 77.447 | 56.1700 | $4.35K | $4.35K | 4 |
| 77.449 | 0.7900 | $61.18 | $4.41K | 2 |
| 77.45 | 9.9500 | $770.63 | $5.18K | 5 |
| 77.451 | 0.6400 | $49.57 | $5.23K | 2 |
| 77.452 | 0.6800 | $52.67 | $5.28K | 3 |
| 77.454 | 5.3900 | $417.48 | $5.70K | 4 |
| 77.455 | 0.4900 | $37.95 | $5.74K | 3 |
| 77.457 | 165.9500 | $12.9K | $18.6K | 6 |
| 77.458 | 35.6800 | $2.76K | $21.4K | 7 |
| 77.459 | 155.1300 | $12.0K | $33.4K | 3 |