Price and volume
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Spread
18.16 bps
Best bid / ask
90.21 / 90.374
Depth ±100 bps
$40.3K
Imbalance ±100 bps
0.018
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $5.70K | $1.74K | $7.45K | 0.532 |
| ±50 bps | $9.59K | $8.96K | $18.6K | 0.034 |
| ±100 bps | $20.5K | $19.8K | $40.3K | 0.018 |
| ±200 bps | $31.4K | $24.4K | $55.8K | 0.126 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 90.21 | 63.2390 | $5.70K | $5.70K | 1 |
| 90.072 | 14.1820 | $1.28K | $6.98K | 1 |
| 90.004 | 2.7580 | $248.23 | $7.23K | 1 |
| 89.989 | 5.5560 | $499.98 | $7.73K | 1 |
| 89.9 | 11.0320 | $991.78 | $8.72K | 1 |
| 2.7720 |
| $249.18 |
| $8.97K |
| 1 |
| 89.892 | 1.6590 | $149.13 | $9.12K | 1 |
| 89.881 | 5.1910 | $466.57 | $9.59K | 1 |
| 89.834 | 1.6590 | $149.03 | $9.74K | 1 |
| 89.776 | 1.6590 | $148.94 | $9.89K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 90.374 | 14.1820 | $1.28K | $1.28K | 1 |
| 90.375 | 5.0950 | $460.46 | $1.74K | 1 |
| 90.389 | 1.6590 | $149.96 | $1.89K | 1 |
| 90.467 | 2.7720 | $250.77 | $2.14K | 1 |
| 90.582 | 1.6590 | $150.28 | $2.29K | 1 |
| 90.596 | 2.6910 | $243.79 | $2.54K | 1 |
| 90.599 | 1.6590 | $150.30 | $2.69K | 1 |
| 90.639 | 55.1630 | $5.00K | $7.69K | 1 |
| 90.64 | 1.6590 | $150.37 | $7.84K | 1 |
| 90.698 | 1.6590 | $150.47 | $7.99K | 1 |