Price and volume
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Spread
11.03 bps
Best bid / ask
97.891 / 97.999
Depth ±100 bps
$19.0K
Imbalance ±100 bps
0.726
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $271.13 | $49.00 | $320.13 | 0.694 |
| ±50 bps | $8.43K | $1.85K | $10.3K | 0.641 |
| ±100 bps | $16.4K | $2.60K | $19.0K | 0.726 |
| ±200 bps | $26.2K | $19.0K | $45.2K | 0.158 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 97.891 | 1.7600 | $172.29 | $172.29 | 1 |
| 97.862 | 1.0100 | $98.84 | $271.13 | 1 |
| 97.846 | 3.0600 | $299.41 | $570.54 | 1 |
| 97.81 | 0.1500 | $14.67 | $585.21 | 1 |
| 97.801 | 4.0800 | $399.03 | $984.24 | 1 |
| 15.3300 |
| $1.50K |
| $2.48K |
| 1 |
| 97.704 | 0.5100 | $49.83 | $2.53K | 1 |
| 97.661 | 1.0100 | $98.64 | $2.63K | 1 |
| 97.532 | 2.0500 | $199.94 | $2.83K | 1 |
| 97.523 | 51.2600 | $5.00K | $7.83K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 97.999 | 0.5000 | $49.00 | $49.00 | 2 |
| 98.05 | 3.0500 | $299.05 | $348.05 | 1 |
| 98.111 | 10.1900 | $999.75 | $1.35K | 1 |
| 98.122 | 4.0800 | $400.34 | $1.75K | 1 |
| 98.291 | 1.0100 | $99.27 | $1.85K | 1 |
| 98.463 | 5.1500 | $507.08 | $2.35K | 1 |
| 98.512 | 1.0100 | $99.50 | $2.45K | 1 |
| 98.532 | 0.5100 | $50.25 | $2.50K | 1 |
| 98.576 | 1.0200 | $100.55 | $2.60K | 1 |
| 98.929 | 50.5400 | $5.00K | $7.60K | 1 |