Price and volume
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Spread
2.59 bps
Best bid / ask
115.85 / 115.88
Depth ±100 bps
$172K
Imbalance ±100 bps
-0.081
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $14.6K | $33.1K | $47.7K | -0.387 |
| ±50 bps | $78.9K | $92.8K | $172K | -0.081 |
| ±100 bps | $78.9K | $92.8K | $172K | -0.081 |
| ±200 bps | $78.9K | $92.8K | $172K | -0.081 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 115.85 | 1.5970 | $185.01 | $185.01 | 1 |
| 115.84 | 1.5970 | $185.00 | $370.01 | 1 |
| 115.83 | 1.6150 | $187.07 | $557.07 | 1 |
| 115.82 | 9.4970 | $1.10K | $1.66K | 1 |
| 115.81 | 62.1560 | $7.20K | $8.86K | 3 |
| 22.3410 |
| $2.59K |
| $11.4K |
| 3 |
| 115.77 | 27.4230 | $3.17K | $14.6K | 1 |
| 115.73 | 67.4230 | $7.80K | $22.4K | 2 |
| 115.72 | 0.1730 | $20.02 | $22.4K | 1 |
| 115.7 | 40.3120 | $4.66K | $27.1K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 115.88 | 5.8380 | $676.51 | $676.51 | 2 |
| 115.89 | 6.1090 | $707.97 | $1.38K | 2 |
| 115.9 | 5.8100 | $673.38 | $2.06K | 2 |
| 115.91 | 59.2060 | $6.86K | $8.92K | 3 |
| 115.92 | 39.1760 | $4.54K | $13.5K | 1 |
| 115.93 | 27.4230 | $3.18K | $16.6K | 1 |
| 115.94 | 50.9800 | $5.91K | $22.6K | 4 |
| 115.95 | 3.0770 | $356.78 | $22.9K | 1 |
| 115.96 | 34.9890 | $4.06K | $27.0K | 2 |
| 115.97 | 9.0450 | $1.05K | $28.0K | 2 |