Liquidity

Institutional Spreads

Instrument Bid Ask Spread Avg. daily spread Avg. nightly spread Min. spread Max. spread
AUDCAD 0.91545 0.91559 1.4 4.9 6.8
AUDCHF 0.52927 0.52938 1.1 1.1 1.1
AUDJPY 104.669 104.683 1.4 6.6 11.8
AUDNZD 1.15926 1.15996 7.0 9.8 12.3
AUDUSD 0.66729 0.66734 0.5 0.5 0.5
CADCHF 0.57813 0.57823 1.0 1.0 1.0
CADJPY 114.33 114.345 1.5 1.5 1.5
CHFJPY 197.74 197.768 2.8 2.8 2.8
EURAUD 1.75882 1.75925 4.3 1.3 1.6 0.2 17.5
EURCAD 1.61042 1.61053 1.1 4.2 7.3
EURCHF 0.93116 0.93122 0.6 0.6 0.6
EURDKK 7.46864 7.46986 12.2 7.3 12.2
EURGBP 0.87235 0.87243 0.8 3.0 5.1
EURHKD 9.13819 9.14441 62.2 2.9 5.0 0.7 305.6
EURJPY 184.135 184.154 1.9 1.6 1.9
EURNOK 11.82033 11.86917 488.4 23.3 45.9 5.4 707.2
EURNZD 2.0398 2.04022 4.2 4.2 4.2
EURPLN 4.21153 4.22208 105.5 105.5 105.5
EURSEK 10.81264 10.82031 76.7 17.6 38.5 4.0 78.9
EURSGD 1.50931 1.51113 18.2 1.3 1.7 0.3 20.0
EURTRY 50.26326 50.85112 5878.6 513.7 1140.9 130.6 7798.1
EURUSD 1.17383 1.17389 0.6 0.8 1.0
GBPAUD 2.01631 2.01655 2.4 13.6 25.1
GBPCAD 1.84593 1.84623 3.0 12.5 24.9
GBPCHF 1.06723 1.06743 2.0 2.0 2.0
GBPJPY 211.025 211.103 7.8 7.8 7.8
GBPNZD 2.33809 2.33856 4.7 4.7 4.7
GBPUSD 1.34552 1.34563 1.1 4.5 8.0
NZDCAD 0.78936 0.78951 1.5 4.7 7.8
NZDCHF 0.45641 0.45649 0.8 5.2 9.5
NZDJPY 90.257 90.278 2.1 6.0 10.0
NZDUSD 0.5754 0.57548 0.8 2.5 4.2
USDCAD 1.37211 1.37217 0.6 4.5 6.9
USDCHF 0.79313 0.79324 1.1 3.9 6.6
USDCNH 6.975 6.9757 0.7 0.7 0.7
USDDKK 6.35883 6.35957 7.4 7.4 7.4
USDHKD 7.77959 7.78513 55.4 4.4 5.6 1.0 43.8
USDJPY 156.848 156.865 1.7 4.5 7.2
ASX200 8692.2 8697.0 4.8 1.6 7.8
CAC40 8142.1 8143.3 1.2 1.7 8.0 0.3 8.0
DJI30 48123.0 48128.0 0.5 0.2 0.3 0.1 1.2
FTSE100 9970.5 9971.7 1.2 1.3 5.3 1.2 13.2
HSI50 25554.0 25561.0 7.0 5.3 24.0
USDMXN 18.01105 18.0153 42.5 42.5 42.5
USDNOK 10.06593 10.10227 363.4 357.9 363.4
USDPLN 3.58887 3.59113 22.6 9.8 11.7 2.6 30.7
USDSEK 9.20564 9.2136 79.6 18.1 32.7 3.8 99.5
USDSGD 1.28465 1.28648 18.3 18.3 18.3
USDTRY 42.7856 43.1127 3271.0 113.4 323.4 29.2 1447.4
USDZAR 16.5576 16.56318 55.8 44.0 50.2 10.0 85.0
JP225 50352.0 50367.0 1.5 0.5 0.6 0.1 2.8
NQ100 25264.1 25264.6 0.5 0.9 0.9 0.1 5.2
SP500 6854.6 6855.1 0.5 0.7 0.7 0.1 2.7
STOXX50 5812.0 5814.0 2.0 1.6 2.8 0.3 8.0
XAGAUD 107.219 107.395 17.6 9.2 10.8 3.6 60.1
XAUAUD 6482.24 6484.2 19.6 21.1 22.8 7.1 50.1
XAUEUR 3676.04 3678.3 22.6 6.1 6.5 0.2 30.0
XAGUSD 71.601 71.662 6.1 3.4 5.3 0.4 19.9
XAUUSD 4321.22 4321.78 5.6 18.2 31.6
XBRUSD 60.75 60.78 0.3 0.3 0.4 0.2 0.6
XNGUSD 3.474 3.566 9.2 0.4 0.4 0.2 3.3
XTIUSD 57.09 57.52 4.3 0.3 0.3 0.2 2.0