The depth to which customers to your site browse. For example, if a customer views three pages on your site before making a purchase, that visit depth would be three.
Suppose, in a visit, you visited 9 pages : A -> B -> C -> D -> E -> F -> G -> A -> D - visit ends.
The Visit Depth (not to be confused with the Hit Depth) would be as follows for these pages:
So, Visit Depth shows the depth until when the user ends the visit, in this case page 9.