L2 is very thin - hence the 3p on the offer
Buy orders Sell orders
Num(%) Num Vol(%) Vol VWAP Vol Vol(%) Num Num(%)
1% (50.00%) 1 (49.24%) 97,000 1.89 - 2.75 100,000 (50.76%) 1 (50.00%)
5% (50.00%) 1 (49.24%) 97,000 1.89 - 2.75 100,000 (50.76%) 1 (50.00%)
10% (66.67%) 2 (76.02%) 317,000 1.83 - 2.75 100,000 (23.98%) 1 (33.33%)
15% (40.00%) 2 (65.09%) 317,000 1.83 - 2.85 170,000 (34.91%) 3 (60.00%)
50% (40.00%) 2 (65.09%) 317,000 1.83 - 2.85 170,000 (34.91%) 3 (60.00%)
100% (57.14%) 4 (78.40%) 617,000 1.51 - 2.85 170,000 (21.60%) 3 (42.86%)
all (45.45%) 5 (74.35%) 1,517,000 1.09 - 5.38 523,333 (25.65%) 6 (54.55%