Price and volume
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Spread
14.01 bps
Best bid / ask
88.435 / 88.559
Depth ±100 bps
$88.7K
Imbalance ±100 bps
-0.046
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $4.98K | $8.54K | $13.5K | -0.263 |
| ±50 bps | $25.4K | $27.8K | $53.2K | -0.046 |
| ±100 bps | $42.3K | $46.4K | $88.7K | -0.046 |
| ±200 bps | $44.6K | $46.4K | $91.0K | -0.019 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 88.435 | 14.1350 | $1.25K | $1.25K | 1 |
| 88.434 | 27.0790 | $2.39K | $3.64K | 1 |
| 88.41 | 15.1380 | $1.34K | $4.98K | 1 |
| 88.371 | 27.1920 | $2.40K | $7.39K | 2 |
| 88.362 | 2.8290 | $249.98 | $7.64K | 1 |
| 53.8000 |
| $4.75K |
| $12.4K |
| 1 |
| 88.267 | 27.0790 | $2.39K | $14.8K | 1 |
| 88.19 | 0.9230 | $81.40 | $14.9K | 1 |
| 88.178 | 27.0790 | $2.39K | $17.2K | 1 |
| 88.122 | 5.6730 | $499.92 | $17.7K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 88.559 | 15.1380 | $1.34K | $1.34K | 1 |
| 88.56 | 60.0000 | $5.31K | $6.65K | 1 |
| 88.571 | 21.3160 | $1.89K | $8.54K | 1 |
| 88.6 | 27.0790 | $2.40K | $10.9K | 1 |
| 88.61 | 56.4270 | $5.00K | $15.9K | 1 |
| 88.671 | 27.0790 | $2.40K | $18.3K | 1 |
| 88.708 | 0.1130 | $10.02 | $18.4K | 1 |
| 88.72 | 11.2000 | $993.66 | $19.3K | 1 |
| 88.76 | 27.0790 | $2.40K | $21.7K | 1 |
| 88.849 | 27.0790 | $2.41K | $24.2K | 1 |