Liquidity

Institutional Spreads

Instrument Bid Ask Spread Avg. daily spread Avg. nightly spread Min. spread Max. spread
AUDCAD 0.89191 0.89199 0.8 0.8 1.1 0.2 25.9
AUDCHF 0.53139 0.53144 0.5 0.5 0.7 0.2 10.8
AUDJPY 92.544 92.547 0.3 0.5 0.7 0.2 12.6
AUDNZD 1.08316 1.0832 0.4 1.0 1.2 0.2 17.8
AUDUSD 0.64455 0.64459 0.4 0.4 0.5 0.1 6.8
CADCHF 0.59576 0.59581 0.5 0.6 0.8 0.2 9.4
CADJPY 103.753 103.757 0.4 0.6 0.8 0.2 10.0
CHFJPY 174.139 174.152 1.3 1.1 1.4 0.3 17.5
EURAUD 1.75887 1.75902 1.5 1.0 1.2 0.2 17.5
EURCAD 1.56887 1.56895 0.8 0.7 0.8 0.2 15.5
EURCHF 0.93471 0.93477 0.6 0.8 0.9 0.2 7.7
EURDKK 7.46051 7.46071 2.0 2.1 2.8 0.8 9.2
EURGBP 0.84407 0.8441 0.3 0.5 1.0 0.1 14.2
EURHKD 8.87934 8.87956 2.2 3.0 4.7 0.7 105.4
EURJPY 162.778 162.784 0.6 0.5 0.7 0.2 8.7
EURNOK 11.52323 11.52627 30.4 22.9 41.2 5.4 489.4
EURNZD 1.90511 1.90533 2.2 2.2 2.6 0.4 24.1
EURPLN 4.24375 4.24445 7.0 15.5 20.1 3.0 133.8
EURSEK 10.84144 10.8438 23.6 18.8 28.5 4.0 79.4
EURSGD 1.46103 1.46116 1.3 1.4 1.7 0.3 20.8
EURTRY 44.04473 44.10224 575.1 200.5 930.0 51.7 4966.7
EURUSD 1.13376 1.13377 0.1 0.2 0.2 0.1 4.8
GBPAUD 2.0838 2.08394 1.4 1.4 1.6 0.4 28.1
GBPCAD 1.85864 1.85877 1.3 1.1 1.4 0.4 27.2
GBPCHF 1.10733 1.10744 1.1 1.4 1.3 0.3 16.5
GBPJPY 192.847 192.856 0.9 0.9 1.1 0.3 17.5
GBPNZD 2.25707 2.25722 1.5 3.4 3.2 0.5 25.9
GBPUSD 1.34319 1.34322 0.3 0.4 0.5 0.1 8.7
NZDCAD 0.82343 0.8235 0.7 0.7 1.1 0.3 16.1
NZDCHF 0.49059 0.49065 0.6 0.6 0.8 0.2 13.2
NZDJPY 85.435 85.443 0.8 0.7 0.9 0.2 17.8
NZDUSD 0.59506 0.5951 0.4 0.3 0.4 0.1 11.5
USDCAD 1.38382 1.38387 0.5 0.5 0.6 0.1 8.7
USDCHF 0.82445 0.82447 0.2 0.6 0.8 0.1 14.9
USDCNH 7.2015 7.2019 0.4 0.6 0.7 0.2 3.5
USDDKK 6.58 6.58065 6.5 5.7 9.7 1.4 23.4
USDHKD 7.83159 7.83193 3.4 2.9 4.1 0.6 46.0
USDJPY 143.571 143.576 0.5 0.3 0.4 0.1 9.8
ASX200 8324.1 8325.5 1.4 2.1 2.2 1.4 9.0
CAC40 7863.9 7865.1 1.2 1.3 3.0 0.3 8.5
DJI30 41991.0 41995.0 0.4 0.2 0.3 0.1 2.0
FTSE100 8742.5 8743.7 1.2 1.3 2.5 0.1 22.7
HSI50 23711.5 23716.5 5.0 5.0 6.5 0.5 25.0
USDMXN 19.3609 19.36344 25.4 22.1 22.8 4.0 89.0
USDNOK 10.16423 10.16637 21.4 19.2 33.7 5.4 295.4
USDPLN 3.74297 3.74355 5.8 12.3 18.0 2.6 31.1
USDSEK 9.56151 9.56459 30.8 15.2 28.9 3.8 98.8
USDSGD 1.28864 1.28873 0.9 0.8 1.0 0.2 19.6
USDTRY 38.81302 38.85443 414.1 104.5 506.3 28.8 2384.5
USDZAR 17.9422 17.9461 39.0 39.0 46.9 10.0 86.2
JP225 37002.0 37006.0 0.4 0.4 0.4 0.2 3.4
NQ100 21180.5 21182.0 1.5 0.9 1.1 0.1 7.9
SP500 5868.4 5869.0 0.6 0.4 0.5 0.1 3.7
STOXX50 5416.4 5417.9 1.5 1.6 2.3 0.1 8.0
XAGAUD 51.756 51.801 4.5 3.9 4.2 1.6 12.9
XAUAUD 5140.33 5142.24 19.1 17.6 19.2 9.6 40.1
XAUEUR 2922.33 2923.49 11.6 10.2 11.0 0.6 29.9
XAGUSD 33.366 33.382 1.6 1.3 1.3 0.4 6.0
XAUUSD 3313.84 3313.98 1.4 2.4 2.6 0.5 125.0
XBRUSD 64.47 64.5 0.3 0.3 0.4 0.1 2.3
XNGUSD 3.736 3.742 0.6 0.5 0.7 0.2 1.9
XTIUSD 61.47 61.51 0.4 0.4 0.5 0.1 4.3