She's about 60 miles SW of Bermuda now, running along the surface over some deep water. According to this abstract, the water in that general area is about 14,000 feet deep.
Here is an interesting article that details behaviors of several great whites tagged and tracked back around 1999 -2002:
Great white sharks migrate thousands of miles
A couple of excerpts:
Satellite tagging data confirmed that, in the fall, white
sharks appear near coastal seal rookeries at Año Nuevo and
the Farallones just as young elephant seals arrive to rest prior to
the annual mating ritual of adult seals. Data showed that, while
near shore, tagged sharks rarely dove more than 90 feet (30 meters)
below the surface, swimming in temperate waters that ranged from 50
F to 57.2 F (10 C and 14 C).
Pop-up satellite tags also revealed interesting diving
patterns among the four sharks during their transit across the open
sea. While they sometimes dove as far as 2,040 feet (680 meters)
below sea level, the animals seemed to prefer swimming at two
discrete depths -- one within 15 feet (5 meters) of the surface,
the other 900 to 1,500 feet (300 to 500 meters) down.
All four sharks spent up to 90 percent of the day in these two
diving zones and little time at intermediate depths, according to
the Nature study.