Price and volume
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Spread
0.10 bps
Best bid / ask
97.483 / 97.484
Depth ±100 bps
$17.4K
Imbalance ±100 bps
-0.011
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $2.95K | $1.13K | $4.08K | 0.447 |
| ±50 bps | $8.59K | $5.05K | $13.6K | 0.260 |
| ±100 bps | $8.59K | $8.78K | $17.4K | -0.011 |
| ±200 bps | $8.59K | $8.78K | $17.4K | -0.011 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 97.377 | 3.7300 | $363.22 | $363.22 | 1 |
| 97.374 | 0.1100 | $10.71 | $373.93 | 1 |
| 97.356 | 6.1600 | $599.71 | $973.64 | 1 |
| 97.342 | 5.0800 | $494.50 | $1.47K | 2 |
| 97.341 | 2.7200 | $264.77 | $1.73K | 1 |
| 0.6800 |
| $66.19 |
| $1.80K |
| 1 |
| 97.328 | 0.1100 | $10.71 | $1.81K | 1 |
| 97.313 | 7.7000 | $749.31 | $2.56K | 1 |
| 97.312 | 2.3600 | $229.66 | $2.79K | 1 |
| 97.289 | 2.3800 | $231.55 | $3.02K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 97.43 | 0.4200 | $40.92 | $40.92 | 1 |
| 97.436 | 3.4600 | $337.13 | $378.05 | 1 |
| 97.484 | 25.6400 | $2.50K | $2.88K | 1 |
| 97.5 | 0.9500 | $92.63 | $2.97K | 1 |
| 97.55 | 7.6800 | $749.18 | $3.72K | 1 |
| 97.551 | 4.9200 | $479.95 | $4.20K | 1 |
| 97.589 | 0.4100 | $40.01 | $4.24K | 1 |
| 97.59 | 5.1200 | $499.66 | $4.74K | 1 |
| 97.639 | 4.3000 | $419.85 | $5.16K | 1 |
| 97.641 | 2.3700 | $231.41 | $5.39K | 1 |