Liquidity

Institutional Spreads

Instrument Bid Ask Spread Avg. daily spread Avg. nightly spread Min. spread Max. spread
AUDCAD 0.90448 0.90482 3.4 1.4 1.5 0.6 25.8
AUDCHF 0.57066 0.5711 4.4 1.2 1.5 0.7 10.9
AUDJPY 94.908 94.943 3.5 1.6 1.8 0.9 12.6
AUDNZD 1.10651 1.10756 10.5 1.7 2.3 0.7 17.8
AUDUSD 0.63564 0.63573 0.9 0.2 0.3 0.0 6.8
CADCHF 0.63083 0.63123 4.0 1.3 1.8 0.7 9.3
CADJPY 104.916 104.963 4.7 1.4 1.8 0.8 10.0
CHFJPY 166.262 166.36 9.8 2.1 2.3 1.3 17.5
EURAUD 1.6451 1.64567 5.7 1.7 2.0 0.8 17.3
EURCAD 1.48829 1.48876 4.7 1.4 1.7 0.7 16.1
EURCHF 0.9391 0.93942 3.2 1.1 1.2 0.6 7.6
EURDKK 7.45754 7.45948 19.4 4.9 5.7 3.6 19.4
EURGBP 0.82807 0.8282 1.3 0.4 0.8 0.0 14.0
EURHKD 8.1261 8.12816 20.6 2.7 4.0 0.2 98.1
EURJPY 156.173 156.253 8.0 1.6 1.6 0.9 8.7
EURNOK 11.65229 11.67662 243.3 149.0 166.1 136.3 636.3
EURNZD 1.82167 1.82253 8.6 3.2 3.6 1.4 24.0
EURPLN 4.15864 4.16596 73.2 36.8 41.8 29.2 150.6
EURSEK 11.1346 11.1424 78.0 59.4 61.9 48.0 79.9
EURSGD 1.3976 1.39896 13.6 2.9 3.2 1.8 21.0
EURTRY 38.13114 38.20322 720.8 207.7 394.5 4.2 5251.9
EURUSD 1.04595 1.04606 1.1 0.3 0.5 0.1 12.7
GBPAUD 1.98627 1.98737 11.0 2.9 3.6 1.3 28.2
GBPCAD 1.79713 1.79768 5.5 2.2 2.7 0.8 27.2
GBPCHF 1.13398 1.13438 4.0 1.8 2.2 0.7 16.5
GBPJPY 188.591 188.675 8.4 2.1 2.3 1.0 17.4
GBPNZD 2.19946 2.20047 10.1 2.9 3.9 1.1 25.9
GBPUSD 1.26303 1.26311 0.8 0.5 0.8 0.1 8.7
NZDCAD 0.81686 0.81735 4.9 1.8 2.0 0.8 17.6
NZDCHF 0.51539 0.51584 4.5 1.4 1.6 0.7 13.3
NZDJPY 85.712 85.769 5.7 1.9 2.1 1.1 18.2
NZDUSD 0.57408 0.57418 1.0 0.4 0.4 0.0 8.1
USDCAD 1.42301 1.42324 2.3 0.5 0.7 0.0 8.7
USDCHF 0.89788 0.89808 2.0 0.6 0.6 0.0 6.8
USDCNH 7.2519 7.2549 3.0 0.5 0.8 0.3 3.5
USDDKK 7.1308 7.13301 22.1 14.3 14.6 7.8 25.9
USDHKD 7.76736 7.77135 39.9 16.6 19.4 13.9 60.7
USDJPY 149.326 149.341 1.5 0.6 0.7 0.2 9.8
ASX200 8237.7 8246.7 9.0 1.6 2.1 1.4 9.0
CAC40 8107.1 8115.1 8.0 1.3 3.5 0.1 8.5
DJI30 43418.0 43420.0 0.2 0.2 0.2 0.1 1.1
FTSE100 8625.9 8633.9 8.0 1.3 2.1 0.1 8.5
HSI50 23378.0 23402.0 24.0 5.2 6.5 0.5 25.0
USDMXN 20.4128 20.42047 76.7 70.7 70.5 52.2 99.2
USDNOK 11.1391 11.1607 216.0 154.6 170.1 140.0 610.8
USDPLN 3.97666 3.97931 26.5 19.0 22.5 10.4 30.7
USDSEK 10.64115 10.65112 99.7 86.8 86.6 78.2 99.9
USDSGD 1.33593 1.33807 21.4 4.8 5.3 4.1 21.7
USDTRY 36.3899 36.48853 986.3 227.4 315.0 68.6 2567.8
USDZAR 18.37154 18.38001 84.7 59.0 63.1 34.7 87.1
JP225 38154.0 38159.0 0.5 0.4 0.4 0.1 3.0
NQ100 21599.1 21599.9 0.8 0.9 0.9 0.1 8.9
SP500 6016.9 6017.3 0.4 0.5 0.5 0.1 3.3
STOXX50 5441.2 5448.2 7.0 1.7 2.3 0.1 8.0
XAGAUD 51.146 51.242 9.6 6.0 6.8 1.8 31.1
XAUAUD 4617.54 4620.48 29.4 19.3 22.8 10.7 105.3
XAUEUR 2806.5 2808.08 15.8 10.8 12.8 5.3 73.4
XAGUSD 32.54 32.554 1.4 1.4 1.6 0.4 6.5
XAUUSD 2936.05 2936.62 5.7 1.7 2.0 0.5 55.8
XBRUSD 73.82 73.97 1.5 0.3 0.3 0.1 2.5
XNGUSD 4.138 4.178 4.0 0.7 0.9 0.5 4.2
XTIUSD 70.14 70.26 1.2 0.3 0.4 0.1 1.9