Liquidity

Institutional Spreads

Instrument Bid Ask Spread Avg. daily spread Avg. nightly spread Min. spread Max. spread
AUDCAD 0.89492 0.895 0.8 0.8 1.7 0.2 25.9
AUDCHF 0.55036 0.55043 0.7 0.5 1.1 0.2 10.9
AUDJPY 93.263 93.268 0.5 0.5 0.7 0.2 12.6
AUDNZD 1.10091 1.10097 0.6 0.9 1.5 0.2 17.8
AUDUSD 0.62244 0.62246 0.2 0.2 0.3 0.1 6.8
CADCHF 0.61497 0.61501 0.4 0.6 1.0 0.2 9.4
CADJPY 104.207 104.215 0.8 0.6 0.9 0.2 10.0
CHFJPY 169.445 169.456 1.1 1.0 1.2 0.3 17.5
EURAUD 1.73416 1.73427 1.1 1.0 1.4 0.2 17.5
EURCAD 1.552 1.55214 1.4 1.2 1.8 0.2 16.5
EURCHF 0.95447 0.95452 0.5 0.5 0.7 0.2 7.7
EURDKK 7.46064 7.46083 1.9 2.0 6.9 1.9 21.8
EURGBP 0.83592 0.83595 0.3 0.3 0.7 0.1 13.9
EURHKD 8.39696 8.39719 2.3 2.6 5.6 0.7 113.2
EURJPY 161.74 161.745 0.5 0.5 0.6 0.2 8.7
EURNOK 11.38213 11.38417 20.4 19.2 47.5 5.4 502.4
EURNZD 1.90919 1.90931 1.2 1.4 1.9 0.4 24.1
EURPLN 4.18546 4.18635 8.9 11.5 10.2 3.0 180.1
EURSEK 10.85729 10.8593 20.1 20.2 35.1 4.0 79.9
EURSGD 1.45133 1.45145 1.2 1.2 1.6 0.3 21.5
EURTRY 40.92073 40.94812 273.9 345.4 432.6 64.4 3195.8
EURUSD 1.07946 1.07948 0.2 0.2 0.3 0.1 11.0
GBPAUD 2.07449 2.07461 1.2 1.2 1.7 0.4 28.2
GBPCAD 1.85658 1.85667 0.9 0.9 2.0 0.4 27.2
GBPCHF 1.14178 1.14186 0.8 0.9 1.2 0.3 16.5
GBPJPY 193.473 193.486 1.3 0.9 1.1 0.3 17.5
GBPNZD 2.28384 2.28406 2.2 2.0 2.4 0.5 25.9
GBPUSD 1.2913 1.29131 0.1 0.2 0.4 0.1 8.7
NZDCAD 0.81285 0.81293 0.8 0.8 2.2 0.3 17.8
NZDCHF 0.4999 0.49996 0.6 0.6 1.2 0.2 13.3
NZDJPY 84.709 84.717 0.8 0.7 0.9 0.2 18.5
NZDUSD 0.56535 0.56538 0.3 0.3 0.4 0.1 6.3
USDCAD 1.43784 1.43787 0.3 0.3 0.6 0.1 8.7
USDCHF 0.88419 0.88425 0.6 0.4 1.3 0.1 14.9
USDCNH 7.2669 7.2673 0.4 0.4 0.8 0.2 3.5
USDDKK 6.91125 6.91169 4.4 4.7 5.9 1.4 25.9
USDHKD 7.77879 7.77903 2.4 2.4 4.2 1.0 25.5
USDJPY 149.83 149.837 0.7 0.4 0.4 0.1 9.5
ASX200 7856.4 7857.8 1.4 2.0 2.6 1.4 9.0
CAC40 7798.1 7799.3 1.2 1.4 8.0 0.1 12.5
DJI30 41561.0 41563.0 0.2 0.2 0.2 0.1 1.2
FTSE100 8580.3 8581.5 1.2 1.3 4.4 1.2 8.5
HSI50 23063.0 23068.0 5.0 5.1 7.9 0.5 29.0
USDMXN 20.4128 20.4141 13.0 24.7 30.5 4.0 99.5
USDNOK 10.54443 10.54597 15.4 17.9 50.1 5.4 497.4
USDPLN 3.87732 3.87803 7.1 10.7 11.0 2.6 30.7
USDSEK 10.05791 10.05999 20.8 18.2 42.9 3.8 99.9
USDSGD 1.34452 1.34459 0.7 0.7 1.3 0.2 21.7
USDTRY 37.91723 37.92914 119.1 227.3 498.7 41.9 2587.7
USDZAR 18.4102 18.4151 49.0 35.7 55.3 10.0 87.1
JP225 35765.0 35767.0 0.2 0.4 0.4 0.2 3.5
NQ100 18974.7 18975.7 1.0 1.0 1.1 0.1 11.5
SP500 5539.1 5539.5 0.4 0.5 0.5 0.1 2.8
STOXX50 5267.4 5268.9 1.5 1.6 4.1 0.1 10.8
XAGAUD 54.306 54.365 5.9 6.5 7.7 2.1 18.5
XAUAUD 5008.79 5010.81 20.2 15.9 20.5 8.5 40.1
XAUEUR 2888.15 2889.46 13.1 9.3 12.0 5.4 29.7
XAGUSD 33.811 33.827 1.6 1.6 1.6 0.4 5.8
XAUUSD 3118.28 3118.49 2.1 1.6 2.3 0.5 34.3
XBRUSD 73.92 73.96 0.4 0.4 0.7 0.1 1.6
XNGUSD 4.204 4.208 0.4 0.4 0.4 0.2 2.1
XTIUSD 70.55 70.58 0.3 0.4 0.6 0.1 1.8