Price and volume
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Spread
0.25 bps
Best bid / ask
4,063.4 / 4,063.5
Depth ±100 bps
$246K
Imbalance ±100 bps
0.083
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $133K | $113K | $246K | 0.083 |
| ±50 bps | $133K | $113K | $246K | 0.083 |
| ±100 bps | $133K | $113K | $246K | 0.083 |
| ±200 bps | $133K | $113K | $246K | 0.083 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 4,063.4 | 0.7520 | $3.06K | $3.06K | 3 |
| 4,062.9 | 0.6150 | $2.50K | $5.55K | 1 |
| 4,062.6 | 0.3600 | $1.46K | $7.02K | 2 |
| 4,062.4 | 0.6150 | $2.50K | $9.52K | 1 |
| 4,062.1 | 0.8350 | $3.39K | $12.9K | 3 |
| 0.8610 |
| $3.50K |
| $16.4K |
| 1 |
| 4,061.9 | 0.6140 | $2.49K | $18.9K | 1 |
| 4,061.8 | 0.3070 | $1.25K | $20.1K | 1 |
| 4,061.6 | 1.7860 | $7.25K | $27.4K | 2 |
| 4,061.4 | 0.3070 | $1.25K | $28.6K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 4,063.5 | 0.9790 | $3.98K | $3.98K | 2 |
| 4,064.3 | 0.3440 | $1.40K | $5.38K | 1 |
| 4,064.4 | 0.0230 | $93.48 | $5.47K | 1 |
| 4,064.5 | 0.1240 | $504.00 | $5.97K | 1 |
| 4,065.1 | 2.0920 | $8.50K | $14.5K | 2 |
| 4,065.2 | 3.2110 | $13.1K | $27.5K | 2 |
| 4,065.5 | 0.2040 | $829.36 | $28.4K | 1 |
| 4,065.6 | 1.2200 | $4.96K | $33.3K | 2 |
| 4,065.7 | 1.1930 | $4.85K | $38.2K | 1 |
| 4,065.8 | 0.2040 | $829.42 | $39.0K | 1 |