Pretty cool indeed!
Found a bug with Chrome 67.0.3396.87 on Mac OS 10.11.6: When you hover over a menu item (e.g. "Markets"), the sub-menu updates based on the sub-items for the "Markets" item. However, when moving the cursor right (towards the sub-menu), the sub-menu state reverts back to the last activated menu item. Only clicking a menu item makes the respective sub-menu "stick". This is not the case for the actual bloomberg menu.
Don't know whether this is a limitation of the html+css approach?