Price and volume
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Spread
0.51 bps
Best bid / ask
97.248 / 97.253
Depth ±100 bps
$209K
Imbalance ±100 bps
-0.071
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $97.1K | $112K | $209K | -0.071 |
| ±50 bps | $97.1K | $112K | $209K | -0.071 |
| ±100 bps | $97.1K | $112K | $209K | -0.071 |
| ±200 bps | $97.1K | $112K | $209K | -0.071 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 97.252 | 203.7900 | $19.8K | $19.8K | 2 |
| 97.241 | 2.7700 | $269.36 | $20.1K | 1 |
| 97.24 | 63.5400 | $6.18K | $26.3K | 1 |
| 97.237 | 33.5700 | $3.26K | $29.5K | 2 |
| 97.236 | 1.6800 | $163.36 | $29.7K | 1 |
| 1.5300 |
| $148.76 |
| $29.8K |
| 1 |
| 97.23 | 1.6800 | $163.35 | $30.0K | 1 |
| 97.228 | 76.9800 | $7.48K | $37.5K | 1 |
| 97.223 | 78.4700 | $7.63K | $45.1K | 2 |
| 97.22 | 1.6800 | $163.33 | $45.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 97.253 | 14.3700 | $1.40K | $1.40K | 1 |
| 97.256 | 14.5900 | $1.42K | $2.82K | 1 |
| 97.258 | 56.4300 | $5.49K | $8.30K | 2 |
| 97.26 | 56.4600 | $5.49K | $13.8K | 2 |
| 97.261 | 57.9300 | $5.63K | $19.4K | 1 |
| 97.265 | 56.5600 | $5.50K | $24.9K | 2 |
| 97.266 | 4.1500 | $403.65 | $25.3K | 1 |
| 97.268 | 7.8300 | $761.61 | $26.1K | 1 |
| 97.269 | 77.2500 | $7.51K | $33.6K | 1 |
| 97.27 | 56.5600 | $5.50K | $39.1K | 2 |