Price and volume
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Spread
14.32 bps
Best bid / ask
89.333 / 89.461
Depth ±100 bps
$50.6K
Imbalance ±100 bps
-0.070
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $1.41K | $5.74K | $7.15K | -0.605 |
| ±50 bps | $6.20K | $17.4K | $23.6K | -0.473 |
| ±100 bps | $23.5K | $27.1K | $50.6K | -0.070 |
| ±200 bps | $186K | $30.3K | $216K | 0.720 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 89.333 | 15.8200 | $1.41K | $1.41K | 2 |
| 89.28 | 40.6000 | $3.62K | $5.04K | 1 |
| 89.148 | 2.7800 | $247.83 | $5.29K | 1 |
| 89.063 | 10.1800 | $906.66 | $6.19K | 1 |
| 89.061 | 0.1200 | $10.69 | $6.20K | 1 |
| 10.9800 |
| $976.12 |
| $7.18K |
| 1 |
| 88.852 | 56.2700 | $5.00K | $12.2K | 1 |
| 88.682 | 40.7200 | $3.61K | $15.8K | 1 |
| 88.608 | 36.7200 | $3.25K | $19.0K | 1 |
| 88.586 | 9.1800 | $813.22 | $19.9K | 1 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 89.461 | 10.0300 | $897.29 | $897.29 | 1 |
| 89.477 | 5.6400 | $504.65 | $1.40K | 1 |
| 89.479 | 12.0100 | $1.07K | $2.48K | 1 |
| 89.481 | 12.1500 | $1.09K | $3.56K | 1 |
| 89.483 | 12.1500 | $1.09K | $4.65K | 1 |
| 89.485 | 12.1500 | $1.09K | $5.74K | 1 |
| 89.489 | 12.1500 | $1.09K | $6.83K | 1 |
| 89.501 | 2.1200 | $189.74 | $7.02K | 1 |
| 89.516 | 12.1500 | $1.09K | $8.10K | 1 |
| 89.544 | 0.2300 | $20.60 | $8.12K | 1 |