Ya haven't got a problem at all with depth, you've just not created it yet
...Depth comes from three main things, contrast is one, another is your focus and probably the last one being layers, there is also color value and perspective off course but the last few not always used to achieve it..So far your just not far enough in to see any depth as theres little of the above elements, eg its all the same focus the majority anyway, there is contrast between the white and black but its hard to see depth in pure white againts pure black, but I think it really needs a middle ground or lighter grey in between the white and black paint rather than the canvas dark grey/black, that will add a moving contrast from foreground to background elements, its suggest dimension and helps add depth.
There is a few ways to proceed with the painting to help add that depth, one is to as mentioned add a light-mid grey between the white and black then blend the black back into the grey and white, adding the gradient over the top with a trans black as your final layer is generally what really helps suggest depth as it creates a focal variant to the piece and helps suggest depth through shape..
Another way would be to use a highly reduced light to mid grey and mist everything you've done (Once you finish the black outlining) to the point of hiding it about 50%..Do that from a distance to keep it smooth, this will add grey onto everything you've done but wld get rid of that canvas black and tint it rather than obscure it, then repaint the white and black areas back to what you have now, and then once again add a blending transparent black layer..
Could likely suggest a few more alternatives (IE Using more overspray when doing the white, that would mist that canvas black away into a grey, or texture focus ie foggy background focused foreground) as there is many ways to add depth, clearing is one but you need it there first in the picture, clearing and using transparent bases throughout just further enhance it, best of luck, the only thing I think I didn't say yet LOL, is nice pic, looking good.