Price and volume
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Spread
53.41 bps
Best bid / ask
98.603 / 99.131
Depth ±100 bps
$76.3K
Imbalance ±100 bps
0.078
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $15.1K | $10.1K | $25.2K | 0.199 |
| ±100 bps | $41.1K | $35.2K | $76.3K | 0.078 |
| ±200 bps | $51.1K | $45.2K | $96.3K | 0.062 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 98.603 | 50.7000 | $5.00K | $5.00K | 1 |
| 98.602 | 0.2100 | $20.71 | $5.02K | 1 |
| 98.547 | 0.2000 | $19.71 | $5.04K | 1 |
| 98.458 | 102.0700 | $10.0K | $15.1K | 1 |
| 98.052 | 0.2000 | $19.61 | $15.1K | 1 |
| 51.0000 |
| $5.00K |
| $20.1K |
| 1 |
| 98.0 | 10.0000 | $980.00 | $21.1K | 1 |
| 97.959 | 204.6700 | $20.0K | $41.1K | 1 |
| 97.536 | 51.2600 | $5.00K | $46.1K | 1 |
| 97.048 | 51.5200 | $5.00K | $51.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 99.131 | 0.2100 | $20.82 | $20.82 | 1 |
| 99.132 | 101.3800 | $10.1K | $10.1K | 1 |
| 99.22 | 0.2000 | $19.84 | $10.1K | 1 |
| 99.52 | 50.2400 | $5.00K | $15.1K | 1 |
| 99.627 | 201.2500 | $20.0K | $35.1K | 1 |
| 99.714 | 0.2000 | $19.94 | $35.2K | 1 |
| 100.02 | 49.9900 | $5.00K | $40.2K | 1 |
| 100.53 | 49.7300 | $5.00K | $45.2K | 1 |
| 101.04 | 49.4800 | $5.00K | $50.2K | 1 |
| 101.26 | 1,185.5800 | $120K | $170K | 1 |