Price and volume
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Spread
4.92 bps
Best bid / ask
97.5 / 97.548
Depth ±100 bps
$71.1K
Imbalance ±100 bps
0.253
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $9.66K | $3.53K | $13.2K | 0.464 |
| ±50 bps | $44.5K | $21.6K | $66.1K | 0.347 |
| ±100 bps | $44.5K | $26.6K | $71.1K | 0.253 |
| ±200 bps | $44.5K | $26.6K | $71.1K | 0.253 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 97.5 | 12.2600 | $1.20K | $1.20K | 3 |
| 97.499 | 1.5000 | $146.25 | $1.34K | 1 |
| 97.498 | 1.5000 | $146.25 | $1.49K | 1 |
| 97.495 | 15.2100 | $1.48K | $2.97K | 1 |
| 97.491 | 1.6200 | $157.94 | $3.13K | 1 |
| 15.2100 |
| $1.48K |
| $4.61K |
| 1 |
| 97.458 | 10.2600 | $999.92 | $5.61K | 1 |
| 97.456 | 15.2100 | $1.48K | $7.09K | 1 |
| 97.45 | 9.0200 | $879.00 | $7.97K | 1 |
| 97.436 | 17.3100 | $1.69K | $9.66K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 97.548 | 1.9900 | $194.12 | $194.12 | 1 |
| 97.574 | 2.4700 | $241.01 | $435.13 | 1 |
| 97.578 | 10.2400 | $999.20 | $1.43K | 1 |
| 97.611 | 9.0200 | $880.45 | $2.31K | 1 |
| 97.613 | 3.3300 | $325.05 | $2.64K | 1 |
| 97.617 | 9.1600 | $894.17 | $3.53K | 1 |
| 97.643 | 9.1600 | $894.41 | $4.43K | 1 |
| 97.656 | 9.1600 | $894.53 | $5.32K | 1 |
| 97.693 | 9.1600 | $894.87 | $6.22K | 1 |
| 97.697 | 0.3000 | $29.31 | $6.25K | 1 |