Gygax wisely provided us with some data in the Darlene hex maps. The oceans and seas are provided with seven color bands (light blue to purple) showing distances in from 0-30,000+ feet. The Azure Sea for comparison covers all seven gradations of depth, each color band in this region is about 1-2 hexes (30-60 miles) across. This means to get to the deepest part of the Azure Sea, one must sail nearly 720 miles off shore. Further comparison shows the Dramidj Ocean to the northwest similarly covers a seven band depth over 720 miles from the mainland.
Now putting this measuring system to Nyr Dyv we see it covers only five color bands; from light blue (0-600') and ending at purple (30,000+ feet) and only a staggering 40-50 miles from shore. This means the Lake of Unknown Depths drops off fast. A barge leaving the Selintan River into the Midbay on Nyr Dyv is comfortably sailing in up to 600' deep waters a mere 10 miles out. Heading out toward Admundfort Isle, the barge would soon enter waters 600-12,000' deep only 20 miles from shore (skipping a color band entirely). This is already dangerous waters where sea creatures might hide. Sunlight underwater is gone at about 330 feet deep so you won't find too many sentient races this far out unless they have darkvision.
As the barge then begins to sail into waters 30 miles out, the Nyr Dyv nosedives to 18,000 to 24,000' deep. How dizzying far did the lake fall off? The majority of Earth's abyssal plain is on average 13,000 to 18,000' deep that's how far. Out in these waters I'd expect to only be harassed by truly massive creatures like dragon turtles or giant sea snakes, if that. The rest of the journey from 30-60 more miles out to the middle of Nyr Dyv descends two more color bands 24,000-30,000' and beyond. The Mariana's Trench on Earth is 36,000' deep at it's lowest point and it's about 1400 miles from the mainland!
So Nyr Dyv lives up to it's mythical unknown depths, but comparing it to an oceanic trench is unfair. Earth's oldest and deepest fresh water lake is Lake Baikal in Siberia. Amazingly, Baikal is a mere 5387' at it's deepest. That is only two color bands by Greyhawk standards so Nyr Dyv is six Baikals deep! The Lake of Unknown Depths is a fantasy world body of water however, so how does it compare to the Flanaess' two other major lakes? Lake Quag is 600-6000' (3300' average) and Whysestil Lake is 6000-12,000' (9000' average). This makes both lakes quite impressive by real world standards without the presence of Nyr Dyv which is truly in it's own category.
A couple more questions to ponder. One, how do sages explain such an impossibly deep lake? Well scientific minds will most likely say plate tectonics, but so much of Oerth's geography has magical implications I don't see how Nyr Dyv can be entirely natural. Consider that the highly magical Isles of Woe in prehistory sunk beneath the Nyr Dyv, so that's no small disaster there. Lastly, is Nyr Dyv the largest body of fresh water on Oerth? Maybe. Despite more recent canonical maps of the globe, the Guide to the World of Greyhawk teases that "legends and tales report a veritable (fresh water) sea far to the west, if such stories can be believed." Could this lake have been wiped out by the Rain of Colorless Fire and existed within the Suloise Empire? That's for a topic for another day.