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This is not Bid/Offer spread, rather the liquidity available at a pre-defined price offset from top of book. Usually issued in snapshot form, since the entire book view changes with each change of top of book price in the base OrderDepth book.
| Count | Qty | Bid | Spread | Offer | Qty | Count | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 1 | 1.20011 | 0.0000 | 1.20020 | 4 | 2 | ||||||||||
| 1 | 1 | 1.20001 | 0.0001 | 1.20030 | 8 | 4 | ||||||||||
| 6 | 13 | 1.19991 | 0.0002 | 1.20040 | 12 | 5 | ||||||||||
| 7 | 15 | 1.19981 | 0.0003 | 1.20050 | 17 | 8 | ||||||||||
| 10 | 22 | 1.19961 | 0.0005 | 1.20070 | 19 | 10 | ||||||||||
| 10 | 22 | 1.19911 | 0.0010 | |||||||||||||
| 11 | 29 | 1.19811 | 0.0020 | |||||||||||||
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