Price and volume
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Spread
0.11 bps
Best bid / ask
89.701 / 89.702
Depth ±100 bps
$844K
Imbalance ±100 bps
-0.401
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $253K | $591K | $844K | -0.401 |
| ±50 bps | $253K | $591K | $844K | -0.401 |
| ±100 bps | $253K | $591K | $844K | -0.401 |
| ±200 bps | $253K | $591K | $844K | -0.401 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 89.734 | 136.1800 | $12.2K | $12.2K | 5 |
| 89.732 | 190.5900 | $17.1K | $29.3K | 2 |
| 89.731 | 15.7000 | $1.41K | $30.7K | 1 |
| 89.729 | 19.0200 | $1.71K | $32.4K | 1 |
| 89.728 | 12.9000 | $1.16K | $33.6K | 1 |
| 128.2600 |
| $11.5K |
| $45.1K |
| 2 |
| 89.726 | 318.9800 | $28.6K | $73.7K | 2 |
| 89.725 | 64.6300 | $5.80K | $79.5K | 2 |
| 89.724 | 21.5700 | $1.94K | $81.5K | 1 |
| 89.723 | 47.8900 | $4.30K | $85.8K | 3 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 89.735 | 876.9800 | $78.7K | $78.7K | 7 |
| 89.736 | 40.5900 | $3.64K | $82.3K | 1 |
| 89.737 | 51.6600 | $4.64K | $87.0K | 2 |
| 89.738 | 79.8000 | $7.16K | $94.1K | 1 |
| 89.74 | 295.0300 | $26.5K | $121K | 6 |
| 89.741 | 19.1900 | $1.72K | $122K | 1 |
| 89.745 | 61.3000 | $5.50K | $128K | 2 |
| 89.746 | 126.3300 | $11.3K | $139K | 3 |
| 89.747 | 326.3000 | $29.3K | $168K | 3 |
| 89.748 | 462.5500 | $41.5K | $210K | 6 |