Price and volume
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Spread
20.08 bps
Best bid / ask
97.014 / 97.209
Depth ±100 bps
$8.58K
Imbalance ±100 bps
-0.023
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $0.00 | $0.00 | $0.00 | — |
| ±50 bps | $189.50 | $390.33 | $579.83 | -0.346 |
| ±100 bps | $4.19K | $4.39K | $8.58K | -0.023 |
| ±200 bps | $14.2K | $14.4K | $28.6K | -0.007 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 97.014 | 1.0300 | $99.92 | $99.92 | 1 |
| 96.626 | 0.9270 | $89.57 | $189.50 | 1 |
| 96.625 | 10.3490 | $999.97 | $1.19K | 1 |
| 96.237 | 31.1720 | $3.00K | $4.19K | 1 |
| 95.266 | 104.9680 | $10.00K | $14.2K | 1 |
| 0.2100 |
| $19.93 |
| $14.2K |
| 1 |
| 94.512 | 0.2110 | $19.94 | $14.2K | 1 |
| 94.132 | 0.2120 | $19.96 | $14.2K | 1 |
| 93.759 | 0.6010 | $56.35 | $14.3K | 1 |
| 93.469 | 0.0020 | $0.19 | $14.3K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 97.209 | 1.0280 | $99.93 | $99.93 | 1 |
| 97.548 | 0.9270 | $90.43 | $190.36 | 1 |
| 97.549 | 2.0500 | $199.98 | $390.33 | 1 |
| 97.598 | 10.2460 | $999.99 | $1.39K | 1 |
| 97.986 | 30.6160 | $3.00K | $4.39K | 1 |
| 98.957 | 101.0540 | $10.0K | $14.4K | 1 |
| 99.22 | 0.5690 | $56.46 | $14.4K | 1 |
| 99.743 | 0.5650 | $56.35 | $14.5K | 1 |
| 106.5 | 0.9920 | $105.65 | $14.6K | 1 |
| 127.0 | 100.0000 | $12.7K | $27.3K | 1 |