Price and volume
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Spread
0.33 bps
Best bid / ask
90.247 / 90.25
Depth ±100 bps
$189K
Imbalance ±100 bps
0.101
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $104K | $85.1K | $189K | 0.101 |
| ±50 bps | $104K | $85.1K | $189K | 0.101 |
| ±100 bps | $104K | $85.1K | $189K | 0.101 |
| ±200 bps | $104K | $85.1K | $189K | 0.101 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 90.233 | 12.7470 | $1.15K | $1.15K | 2 |
| 90.23 | 27.2340 | $2.46K | $3.61K | 1 |
| 90.227 | 2.6990 | $243.52 | $3.85K | 1 |
| 90.226 | 66.6010 | $6.01K | $9.86K | 1 |
| 90.223 | 6.8130 | $614.69 | $10.5K | 2 |
| 64.9920 |
| $5.86K |
| $16.3K |
| 1 |
| 90.22 | 86.7330 | $7.83K | $24.2K | 1 |
| 90.219 | 18.5770 | $1.68K | $25.8K | 1 |
| 90.216 | 3.9060 | $352.38 | $26.2K | 1 |
| 90.215 | 89.0120 | $8.03K | $34.2K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 90.234 | 76.7330 | $6.92K | $6.92K | 1 |
| 90.235 | 4.0030 | $361.21 | $7.29K | 1 |
| 90.236 | 4.0480 | $365.28 | $7.65K | 1 |
| 90.237 | 20.8990 | $1.89K | $9.54K | 1 |
| 90.238 | 147.8950 | $13.3K | $22.9K | 4 |
| 90.239 | 7.8420 | $707.65 | $23.6K | 2 |
| 90.24 | 1.1990 | $108.20 | $23.7K | 1 |
| 90.241 | 4.0480 | $365.30 | $24.1K | 1 |
| 90.242 | 22.2170 | $2.00K | $26.1K | 2 |
| 90.243 | 55.4170 | $5.00K | $31.1K | 1 |