Price and volume
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Spread
11.95 bps
Best bid / ask
0.1673 / 0.1675
Depth ±100 bps
$172K
Imbalance ±100 bps
-0.003
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $952.97 | $1.11K | $2.07K | -0.078 |
| ±50 bps | $23.8K | $25.5K | $49.4K | -0.034 |
| ±100 bps | $85.9K | $86.4K | $172K | -0.003 |
| ±200 bps | $102K | $159K | $261K | -0.217 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.1673 | 5,696.1500 | $952.97 | $952.97 | 4 |
| 0.1672 | 19,328.7500 | $3.23K | $4.18K | 5 |
| 0.1671 | 23,870.7800 | $3.99K | $8.17K | 3 |
| 0.1669 | 8,805.4500 | $1.47K | $9.64K | 5 |
| 0.1668 | 29,821.4800 | $4.97K | $14.6K | 4 |
| 0.1666 |
| 55,409.9100 |
| $9.23K |
| $23.8K |
| 3 |
| 0.1665 | 6,395.7500 | $1.06K | $24.9K | 3 |
| 0.1664 | 9,625.9600 | $1.60K | $26.5K | 3 |
| 0.1663 | 79,087.6500 | $13.2K | $39.7K | 2 |
| 0.1662 | 902.5300 | $150.00 | $39.8K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.1675 | 6,652.6500 | $1.11K | $1.11K | 6 |
| 0.1676 | 19,984.8700 | $3.35K | $4.46K | 7 |
| 0.1677 | 55,894.0400 | $9.37K | $13.8K | 8 |
| 0.1678 | 5,959.4700 | $1,000.00 | $14.8K | 1 |
| 0.168 | 54,450.3500 | $9.15K | $24.0K | 3 |
| 0.1681 | 6,289.3300 | $1.06K | $25.0K | 3 |
| 0.1682 | 2,978.1200 | $500.92 | $25.5K | 1 |
| 0.1683 | 86,869.0000 | $14.6K | $40.2K | 3 |
| 0.1685 | 71.0000 | $11.96 | $40.2K | 1 |
| 0.1686 | 103,347.6500 | $17.4K | $57.6K | 5 |