Price and volume
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Spread
2.80 bps
Best bid / ask
89.415 / 89.44
Depth ±100 bps
$92.4K
Imbalance ±100 bps
0.045
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $12.7K | $21.7K | $34.4K | -0.262 |
| ±50 bps | $48.3K | $44.2K | $92.4K | 0.045 |
| ±100 bps | $48.3K | $44.2K | $92.4K | 0.045 |
| ±200 bps | $48.3K | $44.2K | $92.4K | 0.045 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 89.415 | 1.3900 | $124.29 | $124.29 | 1 |
| 89.412 | 1.3900 | $124.28 | $248.57 | 1 |
| 89.409 | 37.8400 | $3.38K | $3.63K | 1 |
| 89.408 | 1.3900 | $124.28 | $3.76K | 1 |
| 89.397 | 38.0700 | $3.40K | $7.16K | 2 |
| 6.1200 |
| $547.07 |
| $7.71K |
| 1 |
| 89.387 | 37.8400 | $3.38K | $11.1K | 1 |
| 89.381 | 18.0100 | $1.61K | $12.7K | 1 |
| 89.335 | 18.4600 | $1.65K | $14.3K | 1 |
| 89.334 | 0.2700 | $24.12 | $14.4K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 89.44 | 16.0200 | $1.43K | $1.43K | 2 |
| 89.46 | 37.8400 | $3.39K | $4.82K | 1 |
| 89.473 | 37.8400 | $3.39K | $8.20K | 1 |
| 89.477 | 37.8400 | $3.39K | $11.6K | 1 |
| 89.483 | 54.0600 | $4.84K | $16.4K | 1 |
| 89.493 | 18.4300 | $1.65K | $18.1K | 1 |
| 89.494 | 18.0100 | $1.61K | $19.7K | 1 |
| 89.507 | 22.5300 | $2.02K | $21.7K | 1 |
| 89.526 | 6.1200 | $547.90 | $22.3K | 1 |
| 89.546 | 1.1000 | $98.50 | $22.4K | 1 |