Price and volume
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Spread
25.69 bps
Best bid / ask
95.245 / 95.49
Depth ±100 bps
$26.8K
Imbalance ±100 bps
0.225
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $7.91K | $5.06K | $13.0K | 0.220 |
| ±100 bps | $16.4K | $10.4K | $26.8K | 0.225 |
| ±200 bps | $27.6K | $30.5K | $58.1K | -0.049 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 95.245 | 0.1500 | $14.29 | $14.29 | 1 |
| 95.242 | 0.2200 | $20.95 | $35.24 | 1 |
| 95.115 | 6.3000 | $599.22 | $634.46 | 1 |
| 95.028 | 6.7900 | $645.24 | $1.28K | 1 |
| 95.021 | 2.7000 | $256.56 | $1.54K | 1 |
| 5.3100 |
| $504.53 |
| $2.04K |
| 1 |
| 94.998 | 0.1900 | $18.05 | $2.06K | 1 |
| 94.945 | 2.6200 | $248.76 | $2.31K | 1 |
| 94.925 | 6.3200 | $599.93 | $2.91K | 1 |
| 94.904 | 52.6800 | $5.00K | $7.91K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 95.49 | 5.3700 | $512.78 | $512.78 | 1 |
| 95.564 | 6.2700 | $599.19 | $1.11K | 1 |
| 95.613 | 0.2200 | $21.03 | $1.13K | 1 |
| 95.693 | 10.4500 | $999.99 | $2.13K | 1 |
| 95.717 | 2.6200 | $250.78 | $2.38K | 1 |
| 95.755 | 6.2600 | $599.43 | $2.98K | 1 |
| 95.831 | 21.6400 | $2.07K | $5.06K | 1 |
| 95.916 | 52.1200 | $5.00K | $10.1K | 1 |
| 95.975 | 2.7000 | $259.13 | $10.3K | 1 |
| 96.0 | 0.5000 | $48.00 | $10.4K | 1 |