Jamieson, Fausset and Brown on John 10:37-39

37-39. though ye believe not me, believe the works--There was in Christ's words, independently of any miracles, a self-evidencing truth, majesty and grace, which those who had any spiritual susceptibility were unable to resist (Joh 7:46; 8:30). But, for those who wanted this, "the works" were a mighty help. When these failed, the case was desperate indeed.

that ye may know and believe that the Father is in me, and I in him--thus reiterating His claim to essential oneness with the Father, which He had only seemed to soften down, that He might calm their rage and get their ear again for a moment.