Vantara Capital · Market Structure

MarketMicrostructureView

L2 LIVE15:04:22.184 UTC · 2026-03-27

1.08433▲ +0.0034 (+0.031%)

Spread

0.2 pips

Bid

1.08432

Ask

1.08434

Bid Depth

14M

Ask Depth

12M

Ticks/sec

18.4

Depth

Bid

Ask

Depth

Mid: 1.08433Spread: 0.2 pips

0.8M

1.08434

2 ord

1.2M

1.08436

2 ord

0.6M

1.08438

1 ord

2.8M

1.08440

5 ord

1.5M

1.08442

3 ord

4.1M

1.08445

8 ord

0.9M

1.08447

2 ord

3.2M

1.08450

6 ord

1.8M

1.08454

3 ord

2.4M

1.08458

4 ord

1.08432

3.5M

7 ord

1.08430

2.1M

4 ord

1.08428

4.8M

9 ord

1.08425

1.4M

3 ord

1.08422

2.6M

5 ord

1.08420

0.8M

2 ord

1.08418

3.1M

6 ord

1.08415

1.7M

3 ord

1.08412

0.9M

2 ord

1.08408

2.2M

4 ord

Order Book Imbalance

Ask: 19MBUY 9%Bid: 23M

Cumulative Depth Chart [WEBGL]

Microstructure Metrics

Bid-Ask Spread

0.2 pips

Order Book Imbalance

+0.28 (Buy)

Effective Spread (10M)

0.31 pips

Price Impact (10M)

0.12 bps

Market Depth (±5 pips)

$48.2M

Tick Frequency

18.4/sec

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