Price and volume
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Spread
0.43 bps
Best bid / ask
693.82 / 693.85
Depth ±100 bps
$321K
Imbalance ±100 bps
0.107
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $178K | $143K | $321K | 0.107 |
| ±50 bps | $178K | $143K | $321K | 0.107 |
| ±100 bps | $178K | $143K | $321K | 0.107 |
| ±200 bps | $178K | $143K | $321K | 0.107 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 693.82 | 1.7930 | $1.24K | $1.24K | 1 |
| 693.78 | 1.0470 | $726.39 | $1.97K | 1 |
| 693.77 | 7.3700 | $5.11K | $7.08K | 2 |
| 693.76 | 0.7200 | $499.51 | $7.58K | 1 |
| 693.74 | 0.3840 | $266.40 | $7.85K | 2 |
| 1.4430 |
| $1.00K |
| $8.85K |
| 1 |
| 693.7 | 33.9540 | $23.6K | $32.4K | 3 |
| 693.69 | 22.5230 | $15.6K | $48.0K | 1 |
| 693.67 | 7.1100 | $4.93K | $53.0K | 1 |
| 693.64 | 1.7040 | $1.18K | $54.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 693.85 | 1.0180 | $706.34 | $706.34 | 1 |
| 693.91 | 0.6600 | $457.98 | $1.16K | 1 |
| 693.92 | 1.3200 | $915.97 | $2.08K | 2 |
| 693.93 | 1.3200 | $915.99 | $3.00K | 2 |
| 693.94 | 1.3200 | $916.00 | $3.91K | 2 |
| 693.95 | 1.3200 | $916.01 | $4.83K | 2 |
| 693.96 | 1.3200 | $916.03 | $5.74K | 2 |
| 694.02 | 9.6050 | $6.67K | $12.4K | 1 |
| 694.04 | 7.3260 | $5.08K | $17.5K | 2 |
| 694.06 | 1.0000 | $694.06 | $18.2K | 1 |