Liquidity

Institutional Spreads

Instrument Bid Ask Spread Avg. daily spread Avg. nightly spread Min. spread Max. spread
AUDCAD 0.88122 0.88139 1.7 0.6 0.8 0.2 19.2
AUDCHF 0.5264 0.52654 1.4 0.6 0.9 0.2 10.9
AUDJPY 93.492 93.533 4.1 0.8 1.2 0.2 12.6
AUDNZD 1.07801 1.07902 10.1 0.8 1.0 0.2 17.8
AUDUSD 0.64868 0.64874 0.6 0.3 0.4 0.1 6.8
CADCHF 0.59732 0.59745 1.3 0.7 1.0 0.2 9.3
CADJPY 106.077 106.119 4.2 0.6 0.9 0.2 10.0
CHFJPY 177.557 177.721 16.4 1.3 1.7 0.3 17.5
EURAUD 1.77929 1.7802 9.1 1.2 1.5 0.2 17.5
EURCAD 1.5685 1.56898 4.8 1.1 1.7 0.2 16.4
EURCHF 0.93705 0.93727 2.2 0.6 0.7 0.2 7.7
EURDKK 7.45708 7.45891 18.3 2.0 3.0 1.9 18.3
EURGBP 0.85101 0.85118 1.7 0.3 0.4 0.1 12.2
EURHKD 9.06316 9.06643 32.7 2.8 5.4 0.7 108.1
EURJPY 166.429 166.451 2.2 0.8 1.0 0.2 8.7
EURNOK 11.43123 11.43797 67.4 43.6 53.6 5.4 504.3
EURNZD 1.91855 1.91959 10.4 2.4 2.7 0.4 24.1
EURPLN 4.26936 4.27265 32.9 12.1 22.4 3.0 119.0
EURSEK 10.9592 10.96603 68.3 19.5 43.8 4.0 79.9
EURSGD 1.47926 1.48075 14.9 1.4 2.4 0.3 21.7
EURTRY 45.23485 45.75098 5161.3 379.0 1066.5 58.8 8680.5
EURUSD 1.15473 1.15478 0.5 0.3 0.4 0.1 12.1
GBPAUD 2.09141 2.09183 4.2 1.4 1.7 0.4 27.6
GBPCAD 1.84315 1.84354 3.9 1.2 1.7 0.4 27.0
GBPCHF 1.10095 1.10125 3.0 1.2 1.6 0.3 16.5
GBPJPY 195.536 195.604 6.8 1.0 1.3 0.3 17.5
GBPNZD 2.25476 2.25645 16.9 2.9 2.9 0.5 25.3
GBPUSD 1.35694 1.35704 1.0 0.5 0.6 0.1 8.7
NZDCAD 0.81721 0.81743 2.2 0.8 1.1 0.3 17.2
NZDCHF 0.48808 0.48837 2.9 0.7 1.0 0.2 13.2
NZDJPY 86.692 86.734 4.2 0.7 1.0 0.2 17.8
NZDUSD 0.60146 0.60176 3.0 0.5 0.6 0.1 11.6
USDCAD 1.3585 1.35856 0.6 0.4 0.5 0.1 8.7
USDCHF 0.81144 0.81161 1.7 0.7 0.9 0.1 14.9
USDCNH 7.1888 7.1903 1.5 0.6 0.7 0.2 3.5
USDDKK 6.45798 6.45897 9.9 5.7 10.2 1.4 25.4
USDHKD 7.84945 7.84969 2.4 2.4 3.0 0.8 47.8
USDJPY 144.132 144.145 1.3 0.5 0.6 0.1 9.8
ASX200 8545.8 8547.2 1.4 2.0 1.8 1.4 10.0
CAC40 7650.9 7658.9 8.0 1.5 5.2 0.1 8.5
DJI30 42214.0 42216.0 0.2 0.2 0.3 0.1 2.0
FTSE100 8836.1 8844.1 8.0 1.3 3.2 0.1 20.8
HSI50 23795.0 23819.0 24.0 5.4 10.1 0.5 25.0
USDMXN 18.9324 18.93735 49.5 23.8 24.9 4.0 99.9
USDNOK 9.90103 9.90527 42.4 29.9 60.2 5.4 504.4
USDPLN 3.69794 3.70013 21.9 11.2 16.9 2.6 31.1
USDSEK 9.49111 9.49714 60.3 16.1 41.3 3.8 99.7
USDSGD 1.2811 1.28231 12.1 0.8 1.8 0.2 21.7
USDTRY 39.18513 39.51862 3334.9 170.8 639.1 35.1 6519.6
USDZAR 17.94385 17.9503 64.5 41.6 57.9 10.0 87.1
JP225 37950.0 37954.0 0.4 0.4 0.4 0.1 3.1
NQ100 21643.4 21644.1 0.7 1.2 1.7 0.1 14.9
SP500 5981.8 5982.1 0.3 0.4 0.5 0.1 4.9
STOXX50 5275.5 5282.5 7.0 1.7 2.6 0.1 7.1
XAGAUD 55.984 56.02 3.6 3.7 3.8 3.6 10.6
XAUAUD 5290.59 5292.7 21.1 17.7 19.3 8.6 40.1
XAUEUR 2972.2 2973.25 10.5 9.2 9.9 0.5 30.0
XAGUSD 36.319 36.338 1.9 1.5 1.9 0.4 6.7
XAUUSD 3432.63 3432.92 2.9 1.9 2.1 0.5 117.2
XBRUSD 73.6 73.75 1.5 0.7 1.4 0.1 4.9
XNGUSD 3.674 3.706 3.2 0.4 1.1 0.2 4.8
XTIUSD 71.51 71.67 1.6 1.0 1.9 0.1 4.7