Price and volume
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Spread
16.39 bps
Best bid / ask
99.387 / 99.55
Depth ±100 bps
$99.3K
Imbalance ±100 bps
-0.310
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $3.49K | $5.42K | $8.90K | -0.216 |
| ±50 bps | $34.3K | $65.0K | $99.3K | -0.310 |
| ±100 bps | $34.3K | $65.0K | $99.3K | -0.310 |
| ±200 bps | $34.3K | $65.0K | $99.3K | -0.310 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 99.387 | 8.4000 | $834.85 | $834.85 | 1 |
| 99.386 | 13.6000 | $1.35K | $2.19K | 1 |
| 99.383 | 13.1000 | $1.30K | $3.49K | 1 |
| 99.361 | 50.0000 | $4.97K | $8.46K | 1 |
| 99.36 | 36.0000 | $3.58K | $12.0K | 1 |
| 5.0000 |
| $496.69 |
| $12.5K |
| 1 |
| 99.333 | 14.4000 | $1.43K | $14.0K | 1 |
| 99.33 | 1.0000 | $99.33 | $14.1K | 1 |
| 99.325 | 0.8000 | $79.46 | $14.1K | 1 |
| 99.324 | 10.0000 | $993.24 | $15.1K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 99.55 | 49.5000 | $4.93K | $4.93K | 1 |
| 99.559 | 4.9000 | $487.84 | $5.42K | 1 |
| 99.57 | 50.0000 | $4.98K | $10.4K | 1 |
| 99.656 | 3.6000 | $358.76 | $10.8K | 1 |
| 99.68 | 8.0000 | $797.44 | $11.6K | 2 |
| 99.69 | 0.6000 | $59.81 | $11.6K | 1 |
| 99.691 | 4.6000 | $458.58 | $12.1K | 1 |
| 99.692 | 1.5000 | $149.54 | $12.2K | 1 |
| 99.762 | 14.5000 | $1.45K | $13.7K | 1 |
| 99.772 | 135.7000 | $13.5K | $27.2K | 1 |