Liquidity

Institutional Spreads

Instrument Bid Ask Spread Avg. daily spread Avg. nightly spread Min. spread Max. spread
AUDCAD 0.88617 0.88638 2.1 1.1 1.6 0.2 25.9
AUDCHF 0.52982 0.53008 2.6 0.8 1.0 0.2 10.8
AUDJPY 91.943 91.961 1.8 0.5 0.7 0.2 12.6
AUDNZD 1.07296 1.07311 1.5 1.0 1.3 0.2 17.8
AUDUSD 0.63967 0.6397 0.3 0.4 0.4 0.1 6.9
CADCHF 0.59782 0.59795 1.3 0.6 0.8 0.2 9.3
CADJPY 103.737 103.763 2.6 0.6 0.8 0.2 10.0
CHFJPY 173.525 173.55 2.5 1.1 1.3 0.3 17.5
EURAUD 1.77548 1.77609 6.1 1.3 1.4 0.2 17.5
EURCAD 1.57383 1.57418 3.5 0.7 1.1 0.2 16.5
EURCHF 0.941 0.94114 1.4 0.5 0.7 0.2 7.6
EURDKK 7.4655 7.46604 5.4 2.2 4.0 1.4 20.5
EURGBP 0.85321 0.85332 1.1 0.3 0.8 0.1 13.7
EURHKD 8.81072 8.81338 26.6 2.8 6.7 0.7 147.8
EURJPY 163.256 163.322 6.6 1.0 1.1 0.2 8.7
EURNOK 11.85733 11.86176 44.3 32.1 48.7 5.4 505.4
EURNZD 1.90539 1.90596 5.7 2.9 3.3 0.4 24.1
EURPLN 4.26515 4.27835 132.0 15.2 19.3 3.0 234.0
EURSEK 11.00493 11.0111 61.7 22.9 29.0 4.0 79.9
EURSGD 1.49397 1.49545 14.8 1.5 2.0 0.3 21.5
EURTRY 43.68354 43.8025 1189.6 165.0 648.2 57.6 8301.0
EURUSD 1.13601 1.13603 0.2 0.3 0.6 0.1 12.7
GBPAUD 2.08112 2.08153 4.1 1.5 1.7 0.4 28.2
GBPCAD 1.84446 1.84488 4.2 1.1 1.5 0.4 27.0
GBPCHF 1.10273 1.10307 3.4 1.6 1.7 0.3 16.5
GBPJPY 191.361 191.388 2.7 1.1 1.4 0.3 17.2
GBPNZD 2.23291 2.23376 8.5 4.0 4.3 0.5 25.9
GBPUSD 1.33136 1.33142 0.6 0.5 0.6 0.1 8.7
NZDCAD 0.82585 0.82609 2.4 0.8 1.7 0.3 17.8
NZDCHF 0.49376 0.49395 1.9 0.6 0.8 0.2 13.1
NZDJPY 85.678 85.702 2.4 0.8 1.4 0.2 18.5
NZDUSD 0.59609 0.59614 0.5 0.3 1.1 0.1 11.6
USDCAD 1.38556 1.38564 0.8 0.5 0.6 0.1 8.7
USDCHF 0.82834 0.8285 1.6 0.6 0.9 0.1 14.9
USDCNH 7.2885 7.2896 1.1 0.4 0.5 0.2 3.5
USDDKK 6.57113 6.57257 14.4 6.8 8.0 1.4 25.9
USDHKD 7.75657 7.75736 7.9 2.7 3.2 1.0 19.8
USDJPY 143.736 143.745 0.9 0.5 0.4 0.1 9.8
ASX200 8059.5 8060.9 1.4 1.5 1.4 1.4 4.4
CAC40 7587.9 7595.9 8.0 1.4 4.0 0.5 8.5
DJI30 40136.0 40141.0 0.5 0.2 0.3 0.1 2.0
FTSE100 8444.8 8452.8 8.0 1.3 2.9 0.4 8.5
HSI50 22084.5 22108.5 24.0 5.2 7.9 1.0 30.0
USDMXN 19.5041 19.5109 68.0 23.2 24.8 4.0 99.0
USDNOK 10.43648 10.43812 16.4 21.3 46.3 5.4 504.1
USDPLN 3.76083 3.76377 29.4 15.4 15.4 2.6 31.1
USDSEK 9.68799 9.69279 48.0 21.0 32.0 3.8 99.9
USDSGD 1.31421 1.3162 19.9 0.8 1.1 0.2 21.3
USDTRY 38.40716 38.43593 287.7 64.7 259.6 33.5 2918.6
USDZAR 18.70286 18.7103 74.4 53.5 52.3 10.0 87.0
JP225 35994.0 35996.0 0.2 0.4 0.4 0.2 3.3
NQ100 19446.1 19446.9 0.8 1.0 1.0 0.1 14.1
SP500 5526.1 5526.5 0.4 0.5 0.5 0.1 2.9
STOXX50 5193.9 5200.9 7.0 1.6 2.6 0.1 8.0
XAGAUD 51.701 51.8 9.9 5.6 6.0 2.5 17.2
XAUAUD 5183.29 5185.41 21.2 19.2 20.9 10.2 40.1
XAUEUR 2918.69 2919.88 11.9 10.9 11.7 0.2 29.5
XAGUSD 33.075 33.093 1.8 1.8 1.8 0.4 6.7
XAUUSD 3315.13 3316.81 16.8 2.1 3.3 0.5 170.0
XBRUSD 65.75 65.94 1.9 0.4 0.5 0.1 2.0
XNGUSD 3.194 3.218 2.4 0.5 0.6 0.2 2.8
XTIUSD 62.87 63.03 1.6 0.4 0.5 0.1 1.6