Liquidity

Institutional Spreads

Instrument Bid Ask Spread Avg. daily spread Avg. nightly spread Min. spread Max. spread
AUDCAD 0.89788 0.89795 0.7 0.7 1.5 0.2 25.7
AUDCHF 0.5222 0.52226 0.6 0.7 1.0 0.2 10.9
AUDJPY 96.642 96.65 0.8 0.9 1.2 0.2 12.6
AUDNZD 1.09595 1.09604 0.9 0.9 1.2 0.2 17.8
AUDUSD 0.65557 0.6556 0.3 0.3 0.5 0.1 6.6
CADCHF 0.58158 0.58165 0.7 0.8 1.2 0.2 9.3
CADJPY 107.632 107.639 0.7 0.8 1.5 0.2 10.0
CHFJPY 185.056 185.068 1.2 1.0 1.8 0.3 17.5
EURAUD 1.78163 1.78173 1.0 1.2 2.0 0.2 17.5
EURCAD 1.59974 1.59985 1.1 1.1 2.0 0.2 16.5
EURCHF 0.93041 0.93049 0.8 0.8 1.0 0.2 7.7
EURDKK 7.46261 7.4628 1.9 2.2 7.6 1.5 22.1
EURGBP 0.86675 0.86679 0.4 0.3 0.7 0.1 13.2
EURHKD 9.16895 9.16917 2.2 2.6 6.1 0.7 259.7
EURJPY 172.188 172.193 0.5 0.8 1.2 0.2 8.7
EURNOK 11.81183 11.81367 18.4 21.6 211.9 5.4 504.9
EURNZD 1.95262 1.95277 1.5 1.6 2.2 0.4 24.0
EURPLN 4.25865 4.25974 10.9 9.6 22.7 3.0 178.4
EURSEK 11.2295 11.2312 17.0 17.4 23.9 4.0 79.9
EURSGD 1.49698 1.49711 1.3 1.3 2.3 0.3 21.6
EURTRY 46.96877 46.98228 135.1 142.2 780.9 64.1 3181.1
EURUSD 1.16802 1.16805 0.3 0.3 0.6 0.1 14.7
GBPAUD 2.05539 2.05557 1.8 1.8 2.6 0.4 28.2
GBPCAD 1.84562 1.84572 1.0 1.0 2.6 0.4 27.2
GBPCHF 1.07338 1.0735 1.2 1.5 2.1 0.3 15.8
GBPJPY 198.653 198.662 0.9 1.2 1.9 0.3 17.5
GBPNZD 2.25271 2.25289 1.8 1.8 2.4 0.5 25.8
GBPUSD 1.34756 1.34759 0.3 0.5 0.8 0.1 8.7
NZDCAD 0.81922 0.81929 0.7 0.7 2.0 0.3 17.8
NZDCHF 0.47647 0.4765 0.3 0.5 1.2 0.2 13.2
NZDJPY 88.176 88.188 1.2 1.0 1.3 0.2 18.5
NZDUSD 0.59815 0.59819 0.4 0.3 0.5 0.1 11.6
USDCAD 1.36962 1.3697 0.8 0.7 1.0 0.1 8.7
USDCHF 0.79655 0.79659 0.4 0.5 0.9 0.1 14.9
USDCNH 7.171 7.1716 0.6 0.6 0.8 0.2 3.5
USDDKK 6.38891 6.38924 3.3 5.0 9.8 1.4 25.5
USDHKD 7.84981 7.85005 2.4 2.4 2.8 0.7 15.5
USDJPY 147.417 147.419 0.2 0.5 1.1 0.1 9.8
ASX200 8586.9 8588.3 1.4 2.7 4.2 0.4 10.0
CAC40 7783.1 7784.3 1.2 1.3 8.0 0.2 8.5
DJI30 44244.0 44246.0 0.2 0.2 0.3 0.1 2.0
FTSE100 8969.7 8970.9 1.2 1.3 4.4 1.2 13.0
HSI50 24168.0 24173.0 5.0 5.0 7.2 4.0 25.0
USDMXN 18.71625 18.71834 20.9 21.3 24.6 4.0 99.2
USDNOK 10.11213 10.11437 22.4 25.3 262.8 5.4 795.6
USDPLN 3.64592 3.64693 10.1 9.9 13.0 2.6 29.9
USDSEK 9.61371 9.61559 18.8 18.7 30.7 3.8 99.0
USDSGD 1.28164 1.28171 0.7 0.8 1.3 0.2 21.4
USDTRY 40.21456 40.2209 63.4 155.4 1496.2 26.6 4479.2
USDZAR 17.9054 17.9085 31.0 39.3 62.2 10.0 85.8
JP225 39331.0 39334.0 0.3 0.5 0.5 0.2 3.5
NQ100 22738.9 22739.8 0.9 0.9 1.2 0.2 14.8
SP500 6247.6 6247.9 0.3 0.4 0.4 0.1 3.4
STOXX50 5346.6 5348.1 1.5 1.6 4.4 0.1 8.0
XAGAUD 58.989 59.035 4.6 6.2 6.7 3.6 20.1
XAUAUD 5112.99 5114.2 12.1 17.6 21.4 7.1 40.1
XAUEUR 2869.78 2870.44 6.6 8.7 10.7 0.8 30.0
XAGUSD 38.681 38.7 1.9 1.8 2.5 0.4 6.8
XAUUSD 3352.34 3352.56 2.2 2.0 2.5 0.5 83.4
XBRUSD 69.9 69.93 0.3 0.4 1.1 0.1 2.8
XNGUSD 3.458 3.462 0.4 0.4 0.5 0.2 0.9
XTIUSD 67.41 67.44 0.3 0.4 0.6 0.1 1.6