Ordredrevet eksekveringsstatistik
Vi ønsker at vise vores fokus på at øge gennemsigtigheden og levere fair resultater til vores kunder, og Saxo Bank har derfor taget initiativ til at offentliggøre statistikker over vores ordreeksekvering. På den måde kan kunder vurdere eksekveringskvaliteten, når de vælger handelsudbyder.
Vi er stolte over, at vores statistikker viser, at Saxo Bank varetager sine kunders interesser bedst muligt, det vil sige leverer høj eksekveringskvalitet med markante kursforbedringer og uden asymmetrisk kursskridning.
Nedenstående tabeller viser følgende eksekveringsstatistik, som offentliggøres månedligt, for de mest handlede valutaspotkryds hos Saxo Bank:
- Ordrestatistik for limit IOC
- Gennemsnitlig forbedring på limit IOC-ordre, ved hjælp af indstilling for kurstolerance
- Opfyldelsesprocent for limit IOC-ordre, ved hjælp af indstilling for kurstolerance
- Eksekveringshastighed for limit IOC-ordrer
- Statistik over markedsordrer
- Eksekveringshastighed for markedsordrer
- Statistik over hvilende stopordrer
- Statistik for hvilende limitordrer
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 23.9% | 55.6% | 20.5% | 0.0 | 98.2% |
EURGBP | 19.4% | 62.4% | 18.3% | 0.0 | 99.9% |
EURJPY | 40.7% | 26.5% | 32.7% | 0.1 | 97.8% |
EURUSD | 24.8% | 53.3% | 21.9% | 0.0 | 99.7% |
GBPJPY | 43.1% | 20.6% | 36.4% | 0.1 | 97.2% |
GBPUSD | 24.6% | 54.7% | 20.7% | 0.0 | 99.6% |
NZDUSD | 20.4% | 63.5% | 16.1% | 0.0 | 98.8% |
USDCAD | 23.1% | 55.3% | 21.6% | 0.0 | 99.8% |
USDCHF | 25.5% | 53.9% | 20.7% | 0.0 | 98.4% |
USDJPY | 37.3% | 29.7% | 33.0% | 0.0 | 98.0% |
XAGUSD | 33.7% | 40.3% | 26.0% | 3.3 | 96.0% |
XAUUSD | 41.3% | 25.3% | 33.4% | 0.9 | 98.8% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.6 | 0.7 | 12.0 |
EURGBP | 0.0 | 0.2 | 0.5 | 0.9 | 2.1 |
EURJPY | 0.3 | 0.0 | 0.6 | 1.1 | 2.3 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 5.7 |
GBPJPY | 0.4 | 0.0 | 0.7 | 0.0 | 3.5 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.5 |
NZDUSD | 0.0 | 0.2 | 0.6 | 0.0 | 4.3 |
USDCAD | 0.0 | 0.2 | 0.3 | 0.0 | 4.3 |
USDCHF | 0.1 | 0.2 | 0.5 | 0.9 | 2.6 |
USDJPY | 0.3 | 0.3 | 0.7 | 1.0 | 15.1 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 12.7 | 19.0 | 0.0 | 33.0 | 156.0 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 5.0 | 11.2 | 22.0 | 25.3 | 269.3 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 73.1% | 73.3% | 80.4% | 93.2% | 94.4% |
EURGBP | 68.6% | 68.3% | 71.3% | 97.2% | 97.9% |
EURJPY | 60.0% | 60.0% | 65.6% | 66.3% | 92.2% |
EURUSD | 75.4% | 76.0% | 76.1% | 76.1% | 96.9% |
GBPJPY | 59.2% | 59.2% | 62.0% | 62.0% | 93.4% |
GBPUSD | 77.0% | 77.3% | 77.7% | 78.6% | 95.9% |
NZDUSD | 83.2% | 83.7% | 95.4% | 95.4% | 95.9% |
USDCAD | 76.6% | 76.8% | 77.3% | 77.3% | 97.4% |
USDCHF | 69.9% | 70.6% | 71.9% | 93.6% | 94.1% |
USDJPY | 60.3% | 61.0% | 61.9% | 66.0% | 93.1% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 63.9% | 64.0% | 64.0% | 77.6% | 91.2% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 59.1% | 60.7% | 60.7% | 78.0% | 92.2% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 98.4% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 20.5% | 58.8% | 20.7% | 0.0 | 100.0% |
EURGBP | 19.3% | 61.7% | 19.0% | 0.0 | 100.0% |
EURJPY | 32.4% | 36.6% | 31.0% | 0.0 | 100.0% |
EURUSD | 20.2% | 58.6% | 21.2% | 0.0 | 100.0% |
GBPJPY | 34.2% | 32.8% | 33.0% | 0.0 | 100.0% |
GBPUSD | 21.2% | 56.3% | 22.5% | 0.0 | 100.0% |
NZDUSD | 19.1% | 63.0% | 18.0% | 0.0 | 100.0% |
USDCAD | 21.7% | 59.2% | 19.1% | 0.0 | 100.0% |
USDCHF | 19.1% | 62.2% | 18.7% | 0.0 | 100.0% |
USDJPY | 32.3% | 33.7% | 34.1% | 0.0 | 100.0% |
XAGUSD | 29.7% | 39.1% | 31.3% | -0.2 | 100.0% |
XAUUSD | 35.3% | 30.0% | 34.8% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.4% |
< 100 | 99.8% |
< 250 | 100.0% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 80.5% | 19.5% | 0.3 | 0.0 |
EURGBP | 86.6% | 13.4% | 0.4 | 0.1 |
EURJPY | 54.9% | 45.1% | 0.3 | 0.1 |
EURUSD | 81.0% | 19.0% | 0.3 | 0.1 |
GBPJPY | 42.7% | 57.3% | 0.3 | 0.2 |
GBPUSD | 70.7% | 29.3% | 0.4 | 0.1 |
NZDUSD | 77.3% | 22.7% | 0.4 | 0.1 |
USDCAD | 83.1% | 16.9% | 0.2 | 0.0 |
USDCHF | 79.2% | 20.8% | 0.3 | 0.1 |
USDJPY | 67.5% | 32.5% | 0.3 | 0.1 |
XAGUSD | 13.6% | 86.4% | 10.1 | 7.8 |
XAUUSD | 37.0% | 63.0% | 5.1 | 3.2 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 24.5% | 75.5% | 0.5 | 0.1 |
EURGBP | 22.6% | 77.4% | 0.7 | 0.2 |
EURJPY | 48.5% | 51.5% | 0.4 | 0.2 |
EURUSD | 22.2% | 77.8% | 0.3 | 0.1 |
GBPJPY | 62.7% | 37.3% | 0.4 | 0.3 |
GBPUSD | 33.1% | 66.9% | 0.5 | 0.2 |
NZDUSD | 28.8% | 71.2% | 0.4 | 0.1 |
USDCAD | 14.5% | 85.5% | 0.4 | 0.1 |
USDCHF | 31.7% | 68.3% | 0.8 | 0.3 |
USDJPY | 40.1% | 59.9% | 0.4 | 0.2 |
XAGUSD | 85.2% | 14.8% | 9.8 | 8.3 |
XAUUSD | 64.1% | 35.9% | 5.2 | 3.3 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 20.7% | 62.1% | 17.2% | 0.0 | 99.4% |
EURGBP | 15.9% | 68.1% | 16.0% | 0.0 | 100.0% |
EURJPY | 33.5% | 37.3% | 29.2% | 0.0 | 99.2% |
EURUSD | 20.1% | 61.0% | 19.0% | 0.0 | 99.8% |
GBPJPY | 36.4% | 29.0% | 34.6% | 0.0 | 98.3% |
GBPUSD | 22.7% | 58.1% | 19.2% | 0.0 | 99.8% |
NZDUSD | 16.0% | 68.6% | 15.4% | 0.0 | 99.5% |
USDCAD | 21.2% | 57.8% | 21.0% | 0.0 | 100.0% |
USDCHF | 18.8% | 66.2% | 15.0% | 0.0 | 99.6% |
USDJPY | 31.0% | 40.7% | 28.3% | 0.0 | 99.0% |
XAGUSD | 32.9% | 42.8% | 24.2% | 3.4 | 97.2% |
XAUUSD | 38.1% | 29.2% | 32.7% | 0.5 | 99.5% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.0 | 0.2 | 0.5 | 0.7 | 9.1 |
EURGBP | 0.0 | 0.2 | 0.5 | 0.8 | 2.5 |
EURJPY | 0.2 | 0.0 | 0.6 | 0.9 | 3.6 |
EURUSD | 0.0 | 0.2 | 0.6 | 1.0 | 5.7 |
GBPJPY | 0.5 | 0.2 | 0.5 | 1.0 | 3.0 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.1 |
NZDUSD | 0.0 | 0.2 | 0.6 | 1.0 | 4.0 |
USDCAD | 0.0 | 0.2 | 0.3 | 1.0 | 3.7 |
USDCHF | 0.1 | 0.2 | 0.5 | 0.9 | 3.5 |
USDJPY | 0.2 | 0.3 | 0.6 | 1.1 | 23.8 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 10.3 | 0.0 | 0.0 | 33.7 | 338.3 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.9 | 12.3 | 0.0 | 24.5 | 236.3 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 80.5% | 80.8% | 82.6% | 95.7% | 96.5% |
EURGBP | 91.9% | 93.0% | 93.8% | 99.4% | 99.5% |
EURJPY | 73.3% | 73.3% | 78.3% | 79.3% | 96.8% |
EURUSD | 82.5% | 83.1% | 83.3% | 83.5% | 98.4% |
GBPJPY | 74.0% | 75.6% | 76.5% | 78.0% | 97.8% |
GBPUSD | 79.0% | 79.3% | 79.7% | 80.9% | 96.9% |
NZDUSD | 86.2% | 85.9% | 97.6% | 97.6% | 98.2% |
USDCAD | 82.7% | 82.8% | 83.5% | 83.6% | 98.9% |
USDCHF | 77.3% | 78.1% | 79.0% | 95.2% | 96.0% |
USDJPY | 76.6% | 76.7% | 76.9% | 77.3% | 96.2% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 70.2% | 70.2% | 70.2% | 79.9% | 92.4% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 70.6% | 73.3% | 73.3% | 89.2% | 96.6% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 98.1% |
< 100 | 99.6% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 20.5% | 58.8% | 20.7% | 0.0 | 100.0% |
EURGBP | 19.3% | 61.7% | 19.0% | 0.0 | 100.0% |
EURJPY | 32.4% | 36.6% | 31.0% | 0.0 | 100.0% |
EURUSD | 20.2% | 58.6% | 21.2% | 0.0 | 100.0% |
GBPJPY | 34.2% | 32.8% | 33.0% | 0.0 | 100.0% |
GBPUSD | 21.2% | 56.3% | 22.5% | 0.0 | 100.0% |
NZDUSD | 19.1% | 63.0% | 18.0% | 0.0 | 100.0% |
USDCAD | 21.7% | 59.2% | 19.1% | 0.0 | 100.0% |
USDCHF | 19.1% | 62.2% | 18.7% | 0.0 | 100.0% |
USDJPY | 32.3% | 33.7% | 34.1% | 0.0 | 100.0% |
XAGUSD | 29.7% | 39.1% | 31.3% | -0.2 | 100.0% |
XAUUSD | 35.3% | 30.0% | 34.8% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.4% |
< 100 | 99.8% |
< 250 | 100.0% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 10 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 78.2% | 21.8% | 0.7 | 0.1 |
EURGBP | 84.7% | 15.3% | 0.5 | 0.1 |
EURJPY | 61.7% | 38.3% | 0.4 | 0.2 |
EURUSD | 76.3% | 23.7% | 0.4 | 0.1 |
GBPJPY | 49.0% | 51.0% | 0.3 | 0.2 |
GBPUSD | 66.7% | 33.3% | 0.6 | 0.2 |
NZDUSD | 73.7% | 26.3% | 1.1 | 0.3 |
USDCAD | 82.4% | 17.6% | 0.4 | 0.1 |
USDCHF | 74.3% | 25.7% | 0.4 | 0.1 |
USDJPY | 66.2% | 33.8% | 0.4 | 0.1 |
XAGUSD | 14.3% | 85.7% | 21.7 | 17.3 |
XAUUSD | 36.9% | 63.1% | 8.0 | 5.0 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 26.3% | 73.7% | 0.9 | 0.2 |
EURGBP | 22.5% | 77.5% | 0.8 | 0.2 |
EURJPY | 49.5% | 50.5% | 0.5 | 0.2 |
EURUSD | 22.9% | 77.1% | 0.4 | 0.1 |
GBPJPY | 57.5% | 42.5% | 0.5 | 0.3 |
GBPUSD | 40.7% | 59.3% | 0.6 | 0.2 |
NZDUSD | 28.6% | 71.4% | 1.3 | 0.4 |
USDCAD | 18.8% | 81.2% | 0.3 | 0.1 |
USDCHF | 33.0% | 67.0% | 0.4 | 0.1 |
USDJPY | 41.7% | 58.3% | 0.5 | 0.2 |
XAGUSD | 86.6% | 13.4% | 13.4 | 11.6 |
XAUUSD | 62.8% | 37.2% | 5.8 | 3.6 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 20.8% | 60.3% | 18.9% | 0.0 | 99.4% |
EURGBP | 16.5% | 67.0% | 16.5% | 0.0 | 100.0% |
EURJPY | 32.6% | 36.0% | 31.5% | 0.0 | 99.9% |
EURUSD | 21.2% | 59.6% | 19.2% | 0.0 | 99.6% |
GBPJPY | 33.5% | 33.4% | 33.0% | 0.0 | 99.8% |
GBPUSD | 23.9% | 55.9% | 20.2% | 0.0 | 99.6% |
NZDUSD | 18.9% | 64.3% | 16.8% | 0.0 | 99.4% |
USDCAD | 21.7% | 56.7% | 21.6% | 0.0 | 99.9% |
USDCHF | 18.7% | 66.1% | 15.3% | 0.0 | 99.1% |
USDJPY | 26.1% | 49.1% | 24.8% | 0.0 | 99.3% |
XAGUSD | 35.6% | 40.4% | 24.0% | 4.2 | 96.9% |
XAUUSD | 39.0% | 28.3% | 32.7% | 0.7 | 98.6% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.0 | 0.2 | 0.4 | 0.7 | 5.5 |
EURGBP | 0.0 | 0.2 | 0.5 | 0.8 | 6.1 |
EURJPY | 0.1 | 0.0 | 0.5 | 1.0 | 2.2 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.1 | 4.6 |
GBPJPY | 0.1 | 0.0 | 0.4 | 0.0 | 2.6 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.2 |
NZDUSD | 0.0 | 0.0 | 0.6 | 1.0 | 3.1 |
USDCAD | 0.0 | 0.2 | 0.4 | 1.0 | 4.1 |
USDCHF | 0.1 | 0.2 | 0.5 | 0.9 | 2.2 |
USDJPY | 0.1 | 0.2 | 0.5 | 0.9 | 21.1 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 11.9 | 0.0 | 0.0 | 36.7 | 616.1 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 4.3 | 12.9 | 0.0 | 23.5 | 491.1 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 70.5% | 70.9% | 71.2% | 93.7% | 94.8% |
EURGBP | 90.2% | 87.0% | 89.2% | 99.2% | 99.4% |
EURJPY | 73.2% | 73.2% | 80.4% | 80.9% | 98.6% |
EURUSD | 76.6% | 77.2% | 77.1% | 77.3% | 96.5% |
GBPJPY | 54.9% | 54.9% | 55.3% | 55.3% | 96.6% |
GBPUSD | 81.3% | 81.6% | 79.9% | 82.6% | 96.1% |
NZDUSD | 91.5% | 91.5% | 97.5% | 97.5% | 97.9% |
USDCAD | 64.5% | 65.9% | 67.3% | 67.7% | 97.6% |
USDCHF | 76.6% | 77.7% | 78.5% | 95.4% | 95.8% |
USDJPY | 69.6% | 69.4% | 69.8% | 70.8% | 95.4% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 88.1% | 88.1% | 82.8% | 84.9% | 95.4% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 50.3% | 54.4% | 53.8% | 77.1% | 91.1% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 97.5% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 21.5% | 57.0% | 21.5% | 0.0 | 100.0% |
EURGBP | 12.1% | 70.0% | 17.8% | 0.0 | 100.0% |
EURJPY | 31.4% | 37.9% | 30.7% | 0.0 | 100.0% |
EURUSD | 20.5% | 57.3% | 22.2% | 0.0 | 100.0% |
GBPJPY | 28.3% | 37.5% | 34.1% | 0.0 | 100.0% |
GBPUSD | 23.0% | 52.0% | 25.0% | 0.0 | 100.0% |
NZDUSD | 22.1% | 61.1% | 16.8% | 0.0 | 100.0% |
USDCAD | 22.5% | 55.5% | 22.0% | 0.0 | 100.0% |
USDCHF | 17.0% | 64.6% | 18.4% | 0.0 | 100.0% |
USDJPY | 26.7% | 42.6% | 30.7% | 0.0 | 100.0% |
XAGUSD | 33.1% | 34.6% | 32.2% | -0.4 | 100.0% |
XAUUSD | 35.8% | 27.7% | 36.5% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.2% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 80.3% | 19.7% | 0.6 | 0.1 |
EURGBP | 82.3% | 17.7% | 0.4 | 0.1 |
EURJPY | 64.3% | 35.7% | 0.3 | 0.1 |
EURUSD | 82.3% | 17.7% | 0.6 | 0.1 |
GBPJPY | 54.6% | 45.4% | 0.3 | 0.1 |
GBPUSD | 69.6% | 30.4% | 0.4 | 0.1 |
NZDUSD | 72.1% | 27.9% | 0.7 | 0.2 |
USDCAD | 75.0% | 25.0% | 1.9 | 0.4 |
USDCHF | 65.7% | 34.3% | 1.0 | 0.4 |
USDJPY | 69.2% | 30.8% | 0.4 | 0.1 |
XAGUSD | 8.8% | 91.2% | 12.2 | 11.1 |
XAUUSD | 38.9% | 61.1% | 7.3 | 4.3 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 21.9% | 78.1% | 0.7 | 0.2 |
EURGBP | 23.5% | 76.5% | 0.4 | 0.1 |
EURJPY | 33.7% | 66.3% | 0.4 | 0.1 |
EURUSD | 19.0% | 81.0% | 0.4 | 0.1 |
GBPJPY | 39.9% | 60.1% | 0.3 | 0.1 |
GBPUSD | 34.9% | 65.1% | 0.7 | 0.3 |
NZDUSD | 25.8% | 74.2% | 0.7 | 0.2 |
USDCAD | 22.8% | 77.2% | 0.5 | 0.1 |
USDCHF | 35.1% | 64.9% | 1.1 | 0.4 |
USDJPY | 34.6% | 65.4% | 0.5 | 0.2 |
XAGUSD | 86.0% | 14.0% | 12.9 | 11.1 |
XAUUSD | 61.3% | 38.7% | 5.7 | 3.5 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 20.2% | 62.9% | 16.9% | 0.0 | 99.4% |
EURGBP | 15.8% | 69.3% | 14.9% | 0.0 | 100.0% |
EURJPY | 28.3% | 44.6% | 27.1% | 0.0 | 99.9% |
EURUSD | 20.5% | 60.5% | 19.0% | 0.0 | 99.7% |
GBPJPY | 30.5% | 42.0% | 27.5% | 0.0 | 99.8% |
GBPUSD | 23.1% | 55.8% | 21.1% | 0.0 | 99.6% |
NZDUSD | 16.6% | 63.9% | 19.6% | 0.0 | 99.6% |
USDCAD | 22.1% | 57.7% | 20.2% | 0.0 | 99.9% |
USDCHF | 16.8% | 69.1% | 14.1% | 0.0 | 99.1% |
USDJPY | 28.3% | 47.1% | 24.7% | 0.0 | 99.4% |
XAGUSD | 35.7% | 38.3% | 26.1% | 4.5 | 98.0% |
XAUUSD | 38.2% | 29.5% | 32.4% | 0.7 | 98.9% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.0 | 0.2 | 0.6 | 0.7 | 8.5 |
EURGBP | 0.0 | 0.2 | 0.5 | 0.9 | 9.3 |
EURJPY | 0.1 | 0.0 | 0.5 | 1.0 | 2.4 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 6.8 |
GBPJPY | 0.2 | 0.1 | 0.6 | 1.0 | 2.8 |
GBPUSD | 0.1 | 0.2 | 0.4 | 1.0 | 2.2 |
NZDUSD | 0.0 | 0.2 | 0.6 | 1.0 | 4.9 |
USDCAD | 0.1 | 0.2 | 0.4 | 1.2 | 6.6 |
USDCHF | 0.0 | 0.2 | 0.5 | 0.9 | 2.2 |
USDJPY | 0.1 | 0.2 | 0.5 | 0.8 | 4.8 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 14.2 | 0.0 | 0.0 | 37.0 | 475.0 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 5.2 | 11.1 | 20.8 | 23.9 | 373.6 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 74.3% | 74.8% | 77.1% | 94.5% | 95.3% |
EURGBP | 87.2% | 82.4% | 83.6% | 99.2% | 99.5% |
EURJPY | 72.9% | 72.9% | 85.3% | 86.3% | 98.8% |
EURUSD | 73.2% | 73.6% | 73.5% | 73.8% | 96.6% |
GBPJPY | 60.3% | 60.5% | 60.8% | 61.9% | 96.4% |
GBPUSD | 78.5% | 78.7% | 77.1% | 78.2% | 96.5% |
NZDUSD | 81.8% | 82.1% | 98.0% | 98.0% | 98.3% |
USDCAD | 69.5% | 70.1% | 71.5% | 71.8% | 97.7% |
USDCHF | 71.1% | 75.3% | 75.8% | 95.5% | 95.7% |
USDJPY | 64.4% | 66.3% | 67.7% | 68.3% | 95.7% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 87.1% | 87.1% | 81.4% | 88.5% | 96.7% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 50.0% | 64.4% | 65.7% | 83.3% | 93.2% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.1% |
< 100 | 99.6% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 16 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 21.8% | 58.1% | 20.1% | 0.0 | 100.0% |
EURGBP | 16.4% | 69.5% | 14.1% | 0.0 | 100.0% |
EURJPY | 26.7% | 45.5% | 27.9% | 0.0 | 100.0% |
EURUSD | 20.6% | 57.5% | 22.0% | 0.0 | 100.0% |
GBPJPY | 27.0% | 43.0% | 30.1% | 0.0 | 100.0% |
GBPUSD | 24.4% | 52.4% | 23.2% | 0.0 | 100.0% |
NZDUSD | 15.0% | 65.7% | 19.3% | 0.0 | 100.0% |
USDCAD | 21.0% | 58.0% | 21.1% | 0.0 | 100.0% |
USDCHF | 16.0% | 66.7% | 17.4% | 0.0 | 100.0% |
USDJPY | 27.4% | 42.1% | 30.6% | 0.0 | 100.0% |
XAGUSD | 31.2% | 36.5% | 32.3% | -0.5 | 100.0% |
XAUUSD | 36.1% | 28.7% | 35.1% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 97.8% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 83.6% | 16.4% | 0.5 | 0.1 |
EURGBP | 81.6% | 18.4% | 0.3 | 0.0 |
EURJPY | 64.3% | 35.7% | 0.4 | 0.1 |
EURUSD | 82.0% | 18.0% | 0.7 | 0.1 |
GBPJPY | 54.1% | 45.9% | 0.5 | 0.2 |
GBPUSD | 71.1% | 28.9% | 0.5 | 0.2 |
NZDUSD | 68.4% | 31.6% | 0.8 | 0.2 |
USDCAD | 77.8% | 22.2% | 1.3 | 0.3 |
USDCHF | 76.2% | 23.8% | 0.9 | 0.1 |
USDJPY | 70.1% | 29.9% | 0.4 | 0.1 |
XAGUSD | 9.4% | 90.6% | 14.3 | 12.9 |
XAUUSD | 37.5% | 62.5% | 5.3 | 3.3 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 19.4% | 80.6% | 0.4 | 0.1 |
EURGBP | 20.9% | 79.1% | 0.4 | 0.1 |
EURJPY | 47.0% | 53.0% | 0.6 | 0.3 |
EURUSD | 17.6% | 82.4% | 0.4 | 0.1 |
GBPJPY | 46.8% | 53.2% | 0.6 | 0.3 |
GBPUSD | 33.2% | 66.8% | 0.6 | 0.2 |
NZDUSD | 26.6% | 73.4% | 1.0 | 0.3 |
USDCAD | 23.3% | 76.7% | 0.9 | 0.2 |
USDCHF | 40.3% | 59.7% | 0.5 | 0.2 |
USDJPY | 36.8% | 63.2% | 0.5 | 0.2 |
XAGUSD | 85.6% | 14.4% | 11.4 | 9.8 |
XAUUSD | 62.4% | 37.6% | 5.0 | 3.1 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 22.7% | 58.5% | 18.9% | 0.0 | 99.4% |
EURGBP | 14.4% | 70.4% | 15.2% | 0.0 | 100.0% |
EURJPY | 29.6% | 41.0% | 29.4% | 0.0 | 99.9% |
EURUSD | 23.3% | 55.8% | 20.9% | 0.0 | 99.7% |
GBPJPY | 34.3% | 37.9% | 27.8% | 0.1 | 99.7% |
GBPUSD | 24.2% | 54.4% | 21.4% | 0.0 | 99.6% |
NZDUSD | 19.2% | 62.9% | 17.9% | 0.0 | 99.4% |
USDCAD | 25.9% | 52.3% | 21.7% | 0.0 | 99.9% |
USDCHF | 21.1% | 61.3% | 17.7% | 0.0 | 99.1% |
USDJPY | 29.9% | 44.8% | 25.3% | 0.1 | 99.3% |
XAGUSD | 34.4% | 40.5% | 25.1% | 4.1 | 97.9% |
XAUUSD | 39.9% | 27.3% | 32.9% | 1.1 | 99.2% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.6 | 0.7 | 7.1 |
EURGBP | 0.0 | 0.1 | 0.4 | 0.9 | 13.6 |
EURJPY | 0.1 | 0.0 | 0.5 | 0.9 | 1.9 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 7.0 |
GBPJPY | 0.2 | 0.4 | 0.5 | 0.0 | 2.4 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.8 |
NZDUSD | 0.0 | 0.2 | 0.6 | 1.0 | 4.4 |
USDCAD | 0.1 | 0.2 | 0.4 | 1.0 | 7.1 |
USDCHF | 0.1 | 0.2 | 0.5 | 0.9 | 2.7 |
USDJPY | 0.2 | 0.2 | 0.5 | 1.2 | 5.4 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 13.0 | 30.0 | 31.1 | 35.6 | 289.7 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 6.5 | 6.2 | 20.9 | 24.4 | 696.3 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 77.2% | 77.8% | 91.2% | 94.3% | 95.3% |
EURGBP | 94.2% | 91.9% | 92.3% | 99.3% | 99.5% |
EURJPY | 71.6% | 71.6% | 83.5% | 83.7% | 99.2% |
EURUSD | 78.8% | 79.5% | 79.5% | 79.6% | 97.0% |
GBPJPY | 67.3% | 68.7% | 69.4% | 69.4% | 95.3% |
GBPUSD | 80.3% | 80.5% | 84.4% | 84.5% | 96.8% |
NZDUSD | 75.0% | 75.2% | 97.6% | 97.7% | 97.9% |
USDCAD | 75.6% | 77.4% | 79.3% | 79.6% | 97.8% |
USDCHF | 73.4% | 75.9% | 76.2% | 95.5% | 95.7% |
USDJPY | 65.2% | 65.4% | 66.5% | 66.9% | 95.2% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 88.5% | 88.6% | 84.7% | 89.0% | 96.7% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 63.5% | 64.8% | 66.3% | 87.5% | 95.0% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.8% |
< 100 | 99.5% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 15 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 23.0% | 54.0% | 23.1% | 0.0 | 100.0% |
EURGBP | 13.1% | 69.0% | 17.9% | 0.0 | 100.0% |
EURJPY | 27.7% | 43.7% | 28.6% | 0.0 | 100.0% |
EURUSD | 24.2% | 50.8% | 25.0% | 0.0 | 100.0% |
GBPJPY | 31.5% | 35.9% | 32.6% | 0.0 | 100.0% |
GBPUSD | 23.2% | 53.0% | 23.7% | 0.0 | 100.0% |
NZDUSD | 17.5% | 63.5% | 19.0% | 0.0 | 100.0% |
USDCAD | 23.6% | 51.1% | 25.3% | 0.0 | 100.0% |
USDCHF | 20.2% | 56.6% | 23.2% | 0.0 | 100.0% |
USDJPY | 28.2% | 41.0% | 30.9% | 0.0 | 100.0% |
XAGUSD | 30.6% | 38.7% | 30.7% | 0.0 | 100.0% |
XAUUSD | 36.3% | 27.2% | 36.4% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.4% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 12 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 82.2% | 17.8% | 0.5 | 0.1 |
EURGBP | 86.0% | 14.0% | 0.2 | 0.0 |
EURJPY | 62.6% | 37.4% | 0.3 | 0.1 |
EURUSD | 83.4% | 16.6% | 0.3 | 0.1 |
GBPJPY | 50.8% | 49.2% | 0.4 | 0.2 |
GBPUSD | 72.9% | 27.1% | 0.3 | 0.1 |
NZDUSD | 80.9% | 19.1% | 0.5 | 0.1 |
USDCAD | 85.3% | 14.7% | 0.3 | 0.0 |
USDCHF | 71.7% | 28.3% | 0.4 | 0.1 |
USDJPY | 63.5% | 36.5% | 0.4 | 0.1 |
XAGUSD | 10.5% | 89.5% | 10.1 | 9.0 |
XAUUSD | 36.9% | 63.1% | 4.2 | 2.6 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 21.1% | 78.9% | 0.4 | 0.1 |
EURGBP | 14.5% | 85.5% | 0.4 | 0.1 |
EURJPY | 45.2% | 54.8% | 0.4 | 0.2 |
EURUSD | 17.5% | 82.5% | 0.3 | 0.1 |
GBPJPY | 47.1% | 52.9% | 0.5 | 0.2 |
GBPUSD | 27.5% | 72.5% | 0.5 | 0.1 |
NZDUSD | 23.1% | 76.9% | 0.2 | 0.1 |
USDCAD | 19.3% | 80.7% | 0.4 | 0.1 |
USDCHF | 36.1% | 63.9% | 0.4 | 0.1 |
USDJPY | 39.9% | 60.1% | 0.4 | 0.2 |
XAGUSD | 84.5% | 15.5% | 9.7 | 8.2 |
XAUUSD | 62.8% | 37.2% | 3.8 | 2.4 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 20.4% | 62.7% | 16.9% | 0.0 | 99.3% |
EURGBP | 16.5% | 68.4% | 15.1% | 0.0 | 100.0% |
EURJPY | 28.6% | 44.1% | 27.3% | 0.0 | 99.9% |
EURUSD | 22.4% | 58.4% | 19.2% | 0.0 | 99.6% |
GBPJPY | 33.5% | 37.7% | 28.8% | 0.0 | 99.7% |
GBPUSD | 23.0% | 55.2% | 21.8% | 0.0 | 99.6% |
NZDUSD | 17.5% | 66.1% | 16.5% | 0.0 | 99.4% |
USDCAD | 21.0% | 58.0% | 21.0% | 0.0 | 99.9% |
USDCHF | 19.0% | 63.1% | 18.0% | 0.0 | 99.3% |
USDJPY | 28.4% | 46.0% | 25.6% | 0.0 | 99.4% |
XAGUSD | 25.3% | 53.9% | 20.7% | 1.9 | 96.5% |
XAUUSD | 36.3% | 34.6% | 29.1% | 0.7 | 98.7% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.0 | 0.2 | 0.6 | 0.7 | 3.8 |
EURGBP | 0.0 | 0.2 | 0.3 | 0.9 | 16.3 |
EURJPY | 0.1 | 0.0 | 0.5 | 0.9 | 2.6 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 5.1 |
GBPJPY | 0.1 | 0.2 | 0.5 | 0.0 | 2.3 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.7 |
NZDUSD | 0.0 | 0.0 | 0.6 | 1.0 | 3.7 |
USDCAD | 0.0 | 0.2 | 0.3 | 1.0 | 19.6 |
USDCHF | 0.1 | 0.2 | 0.5 | 0.9 | 1.9 |
USDJPY | 0.1 | 0.2 | 0.5 | 0.9 | 10.6 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 5.4 | 0.0 | 26.7 | 49.4 | 1108.6 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 4.6 | 10.1 | 18.7 | 22.1 | 895.8 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 79.1% | 79.2% | 83.0% | 94.4% | 95.0% |
EURGBP | 91.2% | 87.5% | 88.2% | 99.0% | 99.4% |
EURJPY | 73.2% | 73.2% | 79.2% | 79.7% | 98.2% |
EURUSD | 75.5% | 75.9% | 76.0% | 76.1% | 95.8% |
GBPJPY | 64.0% | 65.4% | 68.4% | 68.4% | 95.1% |
GBPUSD | 76.2% | 76.9% | 84.8% | 85.0% | 96.3% |
NZDUSD | 81.6% | 81.6% | 96.9% | 97.0% | 97.7% |
USDCAD | 73.7% | 74.2% | 75.3% | 75.8% | 97.8% |
USDCHF | 72.6% | 75.0% | 76.6% | 96.0% | 96.3% |
USDJPY | 70.1% | 70.8% | 72.2% | 74.2% | 95.9% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 72.2% | 72.2% | 87.3% | 93.5% | 94.3% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 61.1% | 62.6% | 65.7% | 82.3% | 92.1% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.5% |
< 100 | 99.5% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 15 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 19.2% | 58.9% | 21.9% | 0.0 | 100.0% |
EURGBP | 16.3% | 66.8% | 16.9% | 0.0 | 100.0% |
EURJPY | 27.8% | 46.9% | 25.3% | 0.0 | 100.0% |
EURUSD | 22.0% | 55.9% | 22.1% | 0.0 | 100.0% |
GBPJPY | 29.5% | 39.5% | 31.0% | 0.0 | 100.0% |
GBPUSD | 22.8% | 53.6% | 23.6% | 0.0 | 100.0% |
NZDUSD | 14.4% | 70.8% | 14.8% | 0.0 | 100.0% |
USDCAD | 19.8% | 57.2% | 23.0% | 0.0 | 100.0% |
USDCHF | 21.1% | 58.2% | 20.7% | 0.0 | 100.0% |
USDJPY | 27.9% | 40.2% | 31.9% | 0.0 | 100.0% |
XAGUSD | 23.0% | 52.4% | 24.6% | -0.6 | 100.0% |
XAUUSD | 32.0% | 34.7% | 33.3% | -0.3 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.0% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 83.6% | 16.4% | 0.2 | 0.0 |
EURGBP | 87.1% | 12.9% | 0.3 | 0.0 |
EURJPY | 63.3% | 36.7% | 0.2 | 0.1 |
EURUSD | 82.4% | 17.6% | 0.3 | 0.1 |
GBPJPY | 59.7% | 40.3% | 0.3 | 0.1 |
GBPUSD | 69.6% | 30.4% | 0.4 | 0.1 |
NZDUSD | 79.7% | 20.3% | 0.7 | 0.1 |
USDCAD | 83.3% | 16.7% | 0.4 | 0.1 |
USDCHF | 73.2% | 26.8% | 0.5 | 0.1 |
USDJPY | 75.2% | 24.8% | 0.4 | 0.1 |
XAGUSD | 13.7% | 86.3% | 11.2 | 9.6 |
XAUUSD | 38.0% | 62.0% | 4.3 | 2.6 |
Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 20.6% | 79.4% | 0.4 | 0.1 |
EURGBP | 17.4% | 82.6% | 0.4 | 0.1 |
EURJPY | 35.6% | 64.4% | 0.3 | 0.1 |
EURUSD | 19.1% | 80.9% | 0.3 | 0.1 |
GBPJPY | 44.1% | 55.9% | 0.2 | 0.1 |
GBPUSD | 31.9% | 68.1% | 0.4 | 0.1 |
NZDUSD | 24.0% | 76.0% | 0.6 | 0.1 |
USDCAD | 22.5% | 77.5% | 0.4 | 0.1 |
USDCHF | 32.3% | 67.7% | 0.5 | 0.1 |
USDJPY | 31.7% | 68.3% | 0.4 | 0.1 |
XAGUSD | 80.4% | 19.6% | 10.5 | 8.5 |
XAUUSD | 59.3% | 40.7% | 3.9 | 2.3 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 21.9% | 58.8% | 19.4% | 0.0 | 99.1% |
EURGBP | 19.2% | 62.9% | 17.9% | 0.0 | 100.0% |
EURJPY | 31.4% | 37.4% | 31.2% | 0.0 | 99.8% |
EURUSD | 25.5% | 53.4% | 21.0% | 0.0 | 99.5% |
GBPJPY | 32.6% | 34.4% | 33.0% | 0.0 | 99.6% |
GBPUSD | 26.5% | 49.8% | 23.7% | 0.0 | 99.4% |
NZDUSD | 22.9% | 59.2% | 17.9% | 0.0 | 98.9% |
USDCAD | 24.6% | 53.0% | 22.4% | 0.0 | 99.9% |
USDCHF | 27.0% | 52.4% | 20.6% | 0.0 | 98.9% |
USDJPY | 31.1% | 40.2% | 28.7% | 0.0 | 99.1% |
XAGUSD | 25.3% | 54.7% | 20.0% | 1.4 | 97.7% |
XAUUSD | 35.1% | 35.5% | 29.3% | 0.5 | 99.0% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.4 | 0.7 | 3.7 |
EURGBP | 0.0 | 0.2 | 0.3 | 0.9 | 11.5 |
EURJPY | 0.1 | 0.0 | 0.4 | 1.1 | 2.3 |
EURUSD | 0.1 | 0.2 | 0.3 | 1.0 | 6.7 |
GBPJPY | 0.2 | 0.2 | 0.4 | 0.0 | 3.1 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.6 |
NZDUSD | 0.0 | 0.0 | 0.6 | 1.0 | 4.2 |
USDCAD | 0.1 | 0.2 | 0.4 | 0.0 | 15.7 |
USDCHF | 0.1 | 0.2 | 0.0 | 0.9 | 1.9 |
USDJPY | 0.1 | 0.2 | 0.3 | 0.9 | 3.4 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 6.1 | 0.0 | 25.6 | 46.4 | 816.4 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.8 | 11.6 | 20.3 | 21.8 | 789.4 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 74.2% | 74.3% | 74.9% | 95.7% | 96.3% |
EURGBP | 84.8% | 86.8% | 86.8% | 98.3% | 98.9% |
EURJPY | 63.3% | 63.3% | 65.7% | 68.2% | 98.5% |
EURUSD | 71.6% | 71.9% | 72.1% | 72.8% | 94.1% |
GBPJPY | 64.8% | 66.1% | 66.8% | 66.8% | 96.4% |
GBPUSD | 66.5% | 66.9% | 69.7% | 80.9% | 95.6% |
NZDUSD | 67.4% | 67.4% | 97.2% | 97.2% | 97.8% |
USDCAD | 74.3% | 75.1% | 76.4% | 76.4% | 97.5% |
USDCHF | 77.8% | 78.7% | 78.7% | 96.6% | 96.7% |
USDJPY | 67.7% | 71.1% | 71.7% | 71.9% | 95.9% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 71.3% | 71.3% | 84.7% | 94.3% | 94.8% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 60.4% | 61.1% | 82.0% | 83.2% | 94.1% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.8% |
< 100 | 99.6% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 22.2% | 54.0% | 23.8% | 0.0 | 100.0% |
EURGBP | 17.3% | 61.4% | 21.2% | 0.0 | 100.0% |
EURJPY | 28.3% | 41.0% | 30.7% | 0.0 | 100.0% |
EURUSD | 23.4% | 52.7% | 23.9% | 0.0 | 100.0% |
GBPJPY | 35.1% | 30.5% | 34.4% | 0.0 | 100.0% |
GBPUSD | 24.9% | 49.3% | 25.8% | 0.0 | 100.0% |
NZDUSD | 20.7% | 52.4% | 26.9% | 0.0 | 100.0% |
USDCAD | 22.0% | 55.9% | 22.1% | 0.0 | 100.0% |
USDCHF | 23.5% | 54.9% | 21.6% | 0.0 | 100.0% |
USDJPY | 29.8% | 39.1% | 31.1% | 0.0 | 100.0% |
XAGUSD | 21.7% | 54.9% | 23.5% | -0.3 | 100.0% |
XAUUSD | 29.7% | 39.6% | 30.7% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 97.9% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 13 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 80.2% | 19.8% | 0.5 | 0.1 |
EURGBP | 87.3% | 12.7% | 0.3 | 0.0 |
EURJPY | 72.0% | 28.0% | 0.2 | 0.1 |
EURUSD | 81.3% | 18.7% | 0.3 | 0.1 |
GBPJPY | 51.7% | 48.3% | 0.4 | 0.2 |
GBPUSD | 69.9% | 30.1% | 0.4 | 0.1 |
NZDUSD | 74.1% | 25.9% | 0.5 | 0.1 |
USDCAD | 80.3% | 19.7% | 0.6 | 0.1 |
USDCHF | 74.0% | 26.0% | 0.9 | 0.2 |
USDJPY | 74.8% | 25.2% | 0.5 | 0.1 |
XAGUSD | 15.2% | 84.8% | 9.9 | 8.2 |
XAUUSD | 37.6% | 62.4% | 6.3 | 3.9 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 20.3% | 79.7% | 0.6 | 0.1 |
EURGBP | 16.9% | 83.1% | 0.3 | 0.1 |
EURJPY | 28.8% | 71.2% | 0.3 | 0.1 |
EURUSD | 19.0% | 81.0% | 0.4 | 0.1 |
GBPJPY | 42.9% | 57.1% | 0.3 | 0.1 |
GBPUSD | 31.3% | 68.7% | 0.4 | 0.1 |
NZDUSD | 28.1% | 71.9% | 0.8 | 0.2 |
USDCAD | 20.7% | 79.3% | 0.4 | 0.1 |
USDCHF | 30.4% | 69.6% | 0.7 | 0.2 |
USDJPY | 30.1% | 69.9% | 0.5 | 0.2 |
XAGUSD | 77.9% | 22.1% | 8.1 | 6.3 |
XAUUSD | 59.8% | 40.2% | 5.1 | 3.1 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 21.5% | 59.2% | 19.3% | 0.0 | 99.1% |
EURGBP | 19.6% | 63.2% | 17.2% | 0.0 | 100.0% |
EURJPY | 30.9% | 38.6% | 30.5% | 0.0 | 99.8% |
EURUSD | 24.7% | 54.5% | 20.8% | 0.0 | 99.6% |
GBPJPY | 32.2% | 35.0% | 32.8% | 0.0 | 99.7% |
GBPUSD | 26.5% | 50.1% | 23.5% | 0.0 | 99.5% |
NZDUSD | 22.8% | 59.6% | 17.6% | 0.0 | 99.0% |
USDCAD | 24.1% | 54.0% | 21.9% | 0.0 | 99.9% |
USDCHF | 26.7% | 53.4% | 19.8% | 0.0 | 98.9% |
USDJPY | 30.8% | 41.2% | 28.0% | 0.0 | 99.2% |
XAGUSD | 25.2% | 54.9% | 19.9% | 1.3 | 97.7% |
XAUUSD | 34.5% | 36.3% | 29.2% | 0.5 | 99.2% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.4 | 0.7 | 3.8 |
EURGBP | 0.0 | 0.2 | 0.3 | 0.9 | 12.3 |
EURJPY | 0.1 | 0.0 | 0.4 | 1.1 | 2.3 |
EURUSD | 0.1 | 0.2 | 0.3 | 1.0 | 6.4 |
GBPJPY | 0.1 | 0.2 | 0.4 | 0.0 | 3.0 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.7 |
NZDUSD | 0.0 | 0.0 | 0.6 | 1.0 | 4.2 |
USDCAD | 0.1 | 0.2 | 0.3 | 0.0 | 12.4 |
USDCHF | 0.1 | 0.2 | 0.0 | 0.9 | 1.9 |
USDJPY | 0.1 | 0.2 | 0.3 | 1.0 | 3.5 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 6.1 | 0.0 | 25.7 | 46.3 | 826.4 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.5 | 11.6 | 20.3 | 21.7 | 774.2 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 74.7% | 74.9% | 75.5% | 95.6% | 96.2% |
EURGBP | 84.5% | 86.5% | 86.6% | 98.3% | 98.8% |
EURJPY | 62.7% | 62.7% | 65.2% | 66.7% | 98.5% |
EURUSD | 72.6% | 72.9% | 73.1% | 73.8% | 94.6% |
GBPJPY | 65.7% | 67.0% | 67.8% | 67.8% | 96.7% |
GBPUSD | 66.3% | 66.7% | 69.4% | 80.2% | 95.5% |
NZDUSD | 67.4% | 67.4% | 97.2% | 97.3% | 97.8% |
USDCAD | 77.6% | 78.3% | 79.5% | 79.5% | 98.0% |
USDCHF | 77.8% | 78.7% | 78.7% | 96.6% | 96.7% |
USDJPY | 68.7% | 71.8% | 72.5% | 72.5% | 96.0% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 71.3% | 71.3% | 84.4% | 94.3% | 94.8% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 61.6% | 62.3% | 83.3% | 84.3% | 94.6% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.8% |
< 100 | 99.6% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 24.7% | 49.8% | 25.4% | 0.0 | 100.0% |
EURGBP | 16.1% | 70.4% | 13.6% | 0.0 | 100.0% |
EURJPY | 29.2% | 40.2% | 30.6% | 0.0 | 100.0% |
EURUSD | 24.5% | 50.1% | 25.4% | 0.0 | 100.0% |
GBPJPY | 30.2% | 34.7% | 35.1% | 0.0 | 100.0% |
GBPUSD | 24.6% | 48.7% | 26.7% | 0.0 | 100.0% |
NZDUSD | 20.8% | 48.2% | 31.0% | 0.0 | 100.0% |
USDCAD | 23.7% | 54.4% | 22.0% | 0.0 | 100.0% |
USDCHF | 22.5% | 53.0% | 24.5% | 0.0 | 100.0% |
USDJPY | 28.2% | 41.8% | 30.0% | 0.0 | 100.0% |
XAGUSD | 23.2% | 53.1% | 23.7% | -0.3 | 100.0% |
XAUUSD | 32.1% | 36.4% | 31.5% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.3% |
< 100 | 99.7% |
< 250 | 100.0% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 12 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 81.9% | 18.1% | 0.3 | 0.0 |
EURGBP | 82.5% | 17.5% | 0.2 | 0.0 |
EURJPY | 72.2% | 27.8% | 0.2 | 0.1 |
EURUSD | 81.6% | 18.4% | 0.3 | 0.1 |
GBPJPY | 52.9% | 47.1% | 0.4 | 0.2 |
GBPUSD | 67.6% | 32.4% | 0.6 | 0.2 |
NZDUSD | 77.7% | 22.3% | 0.3 | 0.1 |
USDCAD | 80.8% | 19.2% | 0.3 | 0.1 |
USDCHF | 75.4% | 24.6% | 0.4 | 0.1 |
USDJPY | 72.3% | 27.7% | 0.3 | 0.1 |
XAGUSD | 21.9% | 78.1% | 9.2 | 7.0 |
XAUUSD | 38.8% | 61.2% | 4.9 | 2.9 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 19.2% | 80.8% | 0.3 | 0.1 |
EURGBP | 17.0% | 83.0% | 0.5 | 0.1 |
EURJPY | 33.4% | 66.6% | 0.2 | 0.1 |
EURUSD | 19.2% | 80.8% | 0.3 | 0.1 |
GBPJPY | 47.4% | 52.6% | 0.3 | 0.1 |
GBPUSD | 33.9% | 66.1% | 0.5 | 0.2 |
NZDUSD | 22.2% | 77.8% | 0.4 | 0.1 |
USDCAD | 21.3% | 78.7% | 0.4 | 0.1 |
USDCHF | 29.7% | 70.3% | 0.7 | 0.2 |
USDJPY | 34.1% | 65.9% | 0.3 | 0.1 |
XAGUSD | 80.2% | 19.8% | 9.3 | 7.5 |
XAUUSD | 60.6% | 39.4% | 4.6 | 2.8 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 21.7% | 57.7% | 20.6% | 0.0 | 99.0% |
EURGBP | 19.5% | 61.9% | 18.6% | 0.0 | 99.9% |
EURJPY | 36.0% | 33.4% | 30.6% | 0.0 | 99.1% |
EURUSD | 25.6% | 54.0% | 20.4% | 0.0 | 99.6% |
GBPJPY | 31.8% | 39.3% | 28.9% | 0.0 | 99.3% |
GBPUSD | 25.1% | 51.6% | 23.3% | 0.0 | 99.4% |
NZDUSD | 19.5% | 64.4% | 16.1% | 0.0 | 99.1% |
USDCAD | 22.8% | 56.0% | 21.2% | 0.0 | 99.8% |
USDCHF | 22.9% | 56.3% | 20.8% | 0.0 | 99.0% |
USDJPY | 32.1% | 40.3% | 27.6% | 0.0 | 98.6% |
XAGUSD | 26.5% | 53.3% | 20.2% | 2.3 | 96.2% |
XAUUSD | 36.7% | 34.4% | 28.9% | 0.7 | 99.0% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.5 | 0.7 | 2.4 |
EURGBP | 0.1 | 0.2 | 0.3 | 0.9 | 1.9 |
EURJPY | 0.2 | 0.0 | 0.3 | 1.0 | 2.2 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 15.5 |
GBPJPY | 0.1 | 0.3 | 0.4 | 0.9 | 2.6 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.1 |
NZDUSD | 0.1 | 0.2 | 0.6 | 0.0 | 3.1 |
USDCAD | 0.1 | 0.2 | 0.3 | 1.1 | 4.9 |
USDCHF | 0.0 | 0.2 | 0.0 | 0.9 | 1.9 |
USDJPY | 0.2 | 0.2 | 0.5 | 1.0 | 3.6 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 7.2 | 0.0 | 26.8 | 48.7 | 1127.2 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.8 | 11.4 | 20.3 | 21.8 | 836.6 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 72.7% | 73.1% | 74.4% | 95.7% | 96.5% |
EURGBP | 76.4% | 83.6% | 84.0% | 97.8% | 98.4% |
EURJPY | 57.5% | 57.5% | 60.4% | 62.3% | 96.9% |
EURUSD | 73.0% | 73.4% | 73.7% | 74.4% | 94.5% |
GBPJPY | 56.8% | 58.9% | 61.3% | 61.6% | 92.7% |
GBPUSD | 68.7% | 69.2% | 72.5% | 73.4% | 95.7% |
NZDUSD | 70.8% | 71.5% | 91.1% | 91.1% | 92.6% |
USDCAD | 76.9% | 77.1% | 78.1% | 78.2% | 97.4% |
USDCHF | 67.9% | 69.7% | 69.7% | 96.8% | 96.9% |
USDJPY | 66.9% | 69.1% | 69.3% | 69.7% | 94.1% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 75.8% | 75.8% | 85.9% | 92.2% | 93.2% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 64.7% | 65.0% | 78.9% | 81.9% | 93.6% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 95.9% |
< 100 | 99.4% |
< 250 | 99.9% |
< 500 | 99.9% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 15 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 25.1% | 49.7% | 25.2% | 0.0 | 100.0% |
EURGBP | 14.2% | 68.8% | 17.0% | 0.0 | 100.0% |
EURJPY | 31.7% | 38.1% | 30.1% | 0.0 | 100.0% |
EURUSD | 23.8% | 50.9% | 25.3% | 0.0 | 100.0% |
GBPJPY | 29.6% | 35.8% | 34.7% | -0.1 | 100.0% |
GBPUSD | 25.0% | 49.2% | 25.8% | 0.0 | 100.0% |
NZDUSD | 16.3% | 44.6% | 39.1% | -0.1 | 100.0% |
USDCAD | 20.2% | 56.7% | 23.0% | 0.0 | 100.0% |
USDCHF | 20.0% | 58.8% | 21.2% | 0.0 | 100.0% |
USDJPY | 29.7% | 37.1% | 33.2% | 0.0 | 100.0% |
XAGUSD | 25.0% | 52.0% | 23.0% | 0.3 | 100.0% |
XAUUSD | 33.9% | 32.6% | 33.4% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.6% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 12 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 81.5% | 18.5% | 0.2 | 0.0 |
EURGBP | 84.0% | 16.0% | 0.3 | 0.0 |
EURJPY | 66.4% | 33.6% | 0.4 | 0.1 |
EURUSD | 82.1% | 17.9% | 0.3 | 0.0 |
GBPJPY | 51.4% | 48.6% | 0.4 | 0.2 |
GBPUSD | 70.9% | 29.1% | 0.3 | 0.1 |
NZDUSD | 75.3% | 24.7% | 0.3 | 0.1 |
USDCAD | 82.6% | 17.4% | 0.2 | 0.0 |
USDCHF | 76.5% | 23.5% | 0.4 | 0.1 |
USDJPY | 71.4% | 28.6% | 0.4 | 0.1 |
XAGUSD | 16.6% | 83.4% | 9.5 | 7.8 |
XAUUSD | 35.2% | 64.8% | 4.4 | 2.7 |
Resting Limit Order Statistics
Currency Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 22.0% | 78.0% | 0.4 | 0.1 |
EURGBP | 23.4% | 76.6% | 0.5 | 0.1 |
EURJPY | 39.7% | 60.3% | 0.3 | 0.1 |
EURUSD | 17.3% | 82.7% | 0.3 | 0.1 |
GBPJPY | 56.2% | 43.8% | 0.4 | 0.2 |
GBPUSD | 30.8% | 69.2% | 0.6 | 0.2 |
NZDUSD | 26.9% | 73.1% | 0.6 | 0.2 |
USDCAD | 21.6% | 78.4% | 0.5 | 0.1 |
USDCHF | 28.1% | 71.9% | 0.7 | 0.2 |
USDJPY | 36.2% | 63.8% | 0.3 | 0.1 |
XAGUSD | 84.7% | 15.3% | 9.1 | 7.7 |
XAUUSD | 62.6% | 37.4% | 4.9 | 3.1 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 22.4% | 60.9% | 16.7% | 0.0 | 99.2% |
EURGBP | 20.2% | 63.4% | 16.5% | 0.0 | 99.9% |
EURJPY | 30.4% | 42.9% | 26.8% | 0.0 | 99.9% |
EURUSD | 23.1% | 56.4% | 20.5% | 0.0 | 99.4% |
GBPJPY | 29.3% | 43.3% | 27.4% | 0.0 | 99.7% |
GBPUSD | 25.1% | 52.8% | 22.1% | 0.0 | 99.5% |
NZDUSD | 22.0% | 63.2% | 14.8% | 0.0 | 99.7% |
USDCAD | 23.9% | 54.9% | 21.2% | 0.0 | 99.8% |
USDCHF | 22.0% | 57.9% | 20.1% | 0.0 | 99.4% |
USDJPY | 24.1% | 54.3% | 21.6% | 0.0 | 99.6% |
XAGUSD | 24.7% | 56.7% | 18.6% | 1.8 | 96.2% |
XAUUSD | 34.9% | 36.3% | 28.8% | 0.5 | 99.2% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.6 | 0.7 | 2.5 |
EURGBP | 0.0 | 0.2 | 0.0 | 0.9 | 2.6 |
EURJPY | 0.1 | 0.0 | 0.3 | 1.0 | 2.3 |
EURUSD | 0.1 | 0.2 | 0.5 | 1.0 | 5.7 |
GBPJPY | 0.1 | 0.2 | 0.3 | 0.0 | 2.2 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 2.2 |
NZDUSD | 0.1 | 0.0 | 0.6 | 0.9 | 2.4 |
USDCAD | 0.1 | 0.3 | 0.3 | 1.0 | 4.2 |
USDCHF | 0.1 | 0.4 | 0.3 | 0.9 | 1.8 |
USDJPY | 0.1 | 0.2 | 0.6 | 1.0 | 2.8 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 5.3 | 0.0 | 26.6 | 47.3 | 1731.3 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3.0 | 9.3 | 20.2 | 25.0 | 161.7 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 75.8% | 76.0% | 88.9% | 92.2% | 93.5% |
EURGBP | 75.5% | 78.3% | 78.3% | 98.6% | 99.0% |
EURJPY | 69.0% | 69.0% | 71.1% | 72.0% | 98.6% |
EURUSD | 73.3% | 73.9% | 74.2% | 76.3% | 95.6% |
GBPJPY | 69.5% | 71.7% | 75.7% | 75.7% | 97.5% |
GBPUSD | 70.9% | 71.3% | 74.0% | 80.4% | 96.1% |
NZDUSD | 71.2% | 71.2% | 86.2% | 86.2% | 89.5% |
USDCAD | 68.5% | 69.2% | 70.0% | 72.2% | 95.1% |
USDCHF | 75.9% | 76.1% | 76.3% | 97.9% | 98.3% |
USDJPY | 73.5% | 75.3% | 76.0% | 77.7% | 96.3% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 75.6% | 75.6% | 85.7% | 91.9% | 92.7% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 63.8% | 64.0% | 88.0% | 88.0% | 95.3% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96.8% |
< 100 | 99.6% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 22.1% | 55.3% | 22.6% | 0.0 | 100.0% |
EURGBP | 13.3% | 67.6% | 19.1% | 0.0 | 100.0% |
EURJPY | 26.1% | 45.8% | 28.1% | 0.0 | 100.0% |
EURUSD | 23.2% | 53.8% | 23.0% | 0.0 | 100.0% |
GBPJPY | 27.4% | 42.0% | 30.5% | 0.0 | 100.0% |
GBPUSD | 23.4% | 52.1% | 24.5% | 0.0 | 100.0% |
NZDUSD | 20.1% | 60.2% | 19.8% | 0.0 | 100.0% |
USDCAD | 23.1% | 53.7% | 23.2% | 0.0 | 100.0% |
USDCHF | 19.1% | 62.0% | 18.9% | 0.0 | 100.0% |
USDJPY | 24.8% | 49.0% | 26.2% | 0.0 | 100.0% |
XAGUSD | 21.9% | 57.5% | 20.6% | 0.1 | 100.0% |
XAUUSD | 32.1% | 36.3% | 31.6% | -0.1 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.8% |
< 100 | 99.8% |
< 250 | 100.0% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 10 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 79.5% | 20.5% | 0.4 | 0.1 |
EURGBP | 80.0% | 20.0% | 0.4 | 0.1 |
EURJPY | 69.3% | 30.7% | 0.2 | 0.1 |
EURUSD | 79.7% | 20.3% | 0.3 | 0.1 |
GBPJPY | 57.3% | 42.7% | 0.3 | 0.1 |
GBPUSD | 69.5% | 30.5% | 0.4 | 0.1 |
NZDUSD | 78.8% | 21.2% | 0.3 | 0.1 |
USDCAD | 80.2% | 19.8% | 0.3 | 0.1 |
USDCHF | 72.2% | 27.8% | 0.4 | 0.1 |
USDJPY | 72.2% | 27.8% | 0.3 | 0.1 |
XAGUSD | 12.7% | 87.3% | 14.2 | 12.2 |
XAUUSD | 37.8% | 62.2% | 6.9 | 3.4 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 21.3% | 78.7% | 0.3 | 0.1 |
EURGBP | 21.5% | 78.5% | 0.3 | 0.1 |
EURJPY | 32.7% | 67.3% | 0.3 | 0.1 |
EURUSD | 19.6% | 80.4% | 0.3 | 0.1 |
GBPJPY | 42.0% | 58.0% | 0.4 | 0.2 |
GBPUSD | 33.0% | 67.0% | 0.5 | 0.2 |
NZDUSD | 25.7% | 74.3% | 0.3 | 0.1 |
USDCAD | 20.6% | 79.4% | 0.2 | 0.0 |
USDCHF | 25.8% | 74.2% | 0.3 | 0.1 |
USDJPY | 33.6% | 66.4% | 0.3 | 0.1 |
XAGUSD | 82.6% | 17.4% | 21.0 | 17.4 |
XAUUSD | 60.0% | 40.0% | 5.1 | 3.0 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate*** |
---|---|---|---|---|---|
AUDUSD | 23.8% | 56.0% | 20.1% | 0.0 | 99.0% |
EURGBP | 20.3% | 62.1% | 17.6% | 0.0 | 99.6% |
EURJPY | 31.9% | 39.3% | 28.8% | 0.0 | 99.5% |
EURUSD | 25.4% | 53.0% | 21.6% | 0.0 | 98.2% |
GBPJPY | 32.3% | 39.6% | 28.1 | 0.0 | 99.7% |
GBPUSD | 27.2% | 47.1% | 25.7% | 0.0 | 99.1% |
NZDUSD | 18.9% | 63.2% | 18.0% | 0.0 | 98.5% |
USDCAD | 27.4% | 48.5% | 24.0% | 0.0 | 99.9% |
USDCHF | 23.1% | 54.0% | 22.9% | 0.0 | 99.2% |
USDJPY | 24.7% | 53.8% | 21.5% | 0.0 | 98.7% |
XAGUSD | 24.5% | 55.7% | 19.8% | 2.0 | 95.5% |
XAUUSD | 36.0% | 33.7% | 30.4% | 0.6 | 99.2% |
* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** On Limit IOC orders with default price tolerance of 0.01% and above
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0,0 | 0,2 | 0,6 | 1,0 | 3,0 |
EURGBP | 0,1 | 0,2 | 0,0 | 0,9 | 1,8 |
EURJPY | 0,2 | 0,0 | 0,3 | 0,9 | 2,3 |
EURUSD | 0,1 | 0,2 | 0,3 | 1,0 | 7,2 |
GBPJPY | 0,2 | 0,2 | 0,3 | 0,0 | 2,4 |
GBPUSD | 0,1 | 0,2 | 0,5 | 1,0 | 2,1 |
NZDUSD | 0,0 | 0,2 | 0,6 | 1,0 | 7,4 |
USDCAD | 0,1 | 0,2 | 0,3 | 1,0 | 3,8 |
USDCHF | 0,1 | 0,3 | 0,0 | 0,9 | 2,0 |
USDJPY | 0,1 | 0,2 | 0,6 | 1,0 | 2,8 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 6,8 | 0,0 | 26,3 | 44,8 | 2225,9 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 3,5 | 2,3 | 19,5 | 0,0 | 234,2 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 73,8% | 74,0% | 92,2% | 92,2% | 93,3% |
EURGBP | 75,4% | 83,7% | 83,7% | 97,7% | 98,3% |
EURJPY | 60,0% | 60,0% | 59,8% | 60,6% | 96,8% |
EURUSD | 71,2% | 71,5% | 71,7% | 77,6% | 92,4% |
GBPJPY | 59,7% | 62,6% | 63,5% | 63,5% | 96,3% |
GBPUSD | 71,3% | 71,3% | 73,5% | 77,7% | 96,6% |
NZDUSD | 62,3% | 63,1% | 92,4% | 92,5% | 92,6% |
USDCAD | 57,8% | 58,6% | 59,6% | 60,8% | 92,7% |
USDCHF | 71,4% | 71,7% | 71,7% | 97,4% | 97,8% |
USDJPY | 70,9% | 72,4% | 72,5% | 73,1% | 94,5% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 72,9% | 72,9% | 81,6% | 90,6% | 91,7% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 51,0% | 51,0% | 80,5% | 80,5% | 92,0% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 96,9% |
< 100 | 99,5% |
< 250 | 99,9% |
< 500 | 100,0% |
< 1000 | 100,0% |
Average execution speed in milliseconds | 14 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 23,6% | 53,5% | 22,9% | 0,0 | 100,0% |
EURGBP | 15,6% | 65,9% | 18,5% | 0,0 | 100,0% |
EURJPY | 28,2% | 41,3% | 30,5% | 0,0 | 100,0% |
EURUSD | 23,5% | 51,6% | 24,9% | 0,0 | 100,0% |
GBPJPY | 31,4% | 37,5% | 31,1% | 0,0 | 100,0% |
GBPUSD | 27,0% | 44,5% | 28,4% | 0,0 | 100,0% |
NZDUSD | 19,0% | 58,1% | 22,9% | 0,0 | 100,0% |
USDCAD | 25,8% | 50,3% | 23,9% | 0,0 | 100,0% |
USDCHF | 22,2% | 54,3% | 23,5% | 0,0 | 100,0% |
USDJPY | 23,9% | 48,9% | 27,1% | 0,0 | 100,0% |
XAGUSD | 19,7% | 58,1% | 22,2% | -0,3 | 100,0% |
XAUUSD | 33,5% | 33,9% | 32,5% | 0,0 | 100,0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98,7% |
< 100 | 99,7% |
< 250 | 100,0% |
< 500 | 100,0% |
< 1000 | 100,0% |
Average execution speed in milliseconds | 11 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 85,5% | 14,5% | 0,5 | 0,1 |
EURGBP | 85,5% | 14,5% | 0,2 | 0,0 |
EURJPY | 62,8% | 37,2% | 0,3 | 0,1 |
EURUSD | 80,1% | 19,9% | 0,4 | 0,1 |
GBPJPY | 52,7% | 47,3% | 0,2 | 0,1 |
GBPUSD | 72,7% | 27,3% | 0,2 | 0,1 |
NZDUSD | 80,5% | 19,5% | 0,3 | 0,1 |
USDCAD | 81,9% | 18,1% | 0,2 | 0,0 |
USDCHF | 76,7% | 23,3% | 0,4 | 0,1 |
USDJPY | 65,8% | 34,2% | 0,4 | 0,1 |
XAGUSD | 10,3% | 89,7% | 10,8 | 9,7 |
XAUUSD | 37,2% | 62,8% | 6,0 | 3,7 |
Resting Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 16,2% | 83,8% | 0,4 | 0,1 |
EURGBP | 21,5% | 78,5% | 0,4 | 0,1 |
EURJPY | 39,8% | 60,2% | 0,7 | 0,3 |
EURUSD | 18,4% | 81,6% | 0,2 | 0,0 |
GBPJPY | 48,0% | 52,0% | 1,0 | 0,5 |
GBPUSD | 24,1% | 75,9% | 0,2 | 0,0 |
NZDUSD | 23,3% | 76,7% | 0,7 | 0,2 |
USDCAD | 19,3% | 80,7% | 0,4 | 0,1 |
USDCHF | 23,6% | 76,4% | 0,3 | 0,1 |
USDJPY | 36,7% | 63,3% | 0,6 | 0,2 |
XAGUSD | 77,2% | 22,8% | 11,4 | 8,8 |
XAUUSD | 60,6% | 39,4% | 3,9 | 2,3 |
Limit IOC Order Statistics
Currency Pair | Positive Slippage* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Fill Rate** |
---|---|---|---|---|---|
AUDUSD | 24.5% | 51.6% | 23.9% | 0.0 | 98.9% |
EURGBP | 18.3% | 64.4% | 17.3% | 0.0 | 99.9% |
EURJPY | 29.7% | 43.2% | 27.1% | 0.0 | 99.7% |
EURUSD | 24.0% | 57.1% | 18.9% | 0.0 | 99.1% |
GBPJPY | 32.5% | 38.9% | 28.6% | 0.0 | 99.7% |
GBPUSD | 27.0% | 45.6% | 27.4% | 0.0 | 99.3% |
NZDUSD | 18.9% | 63.0% | 18.2% | 0.0 | 99.0% |
USDCAD | 25.7% | 52.1% | 22.2% | 0.0 | 99.8% |
USDCHF | 23.6% | 54.5% | 21.9% | 0.0 | 99.7% |
USDJPY | 25.4% | 51.1% | 23.6% | 0.0 | 99.4% |
XAGUSD | 21.4% | 63.6% | 15.1% | 1.9 | 97.1% |
XAUUSD | 30.1% | 44.5% | 25.4% | 0.2 | 99.6% |
Limit IOC Order Average Improvement *, by price tolerance setting
Currency Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
---|---|---|---|---|---|
AUDUSD | 0.1 | 0.2 | 0.6 | 0.7 | 2.7 |
EURGBP | 0.0 | 0.2 | 0.0 | 0.9 | 2.7 |
EURJPY | 0.1 | 0.0 | 0.0 | 1.0 | 1.9 |
EURUSD | 0.1 | 0.2 | 0.4 | 1.0 | 10.4 |
GBPJPY | 0.1 | 0.2 | 0.3 | 1.1 | 2.3 |
GBPUSD | 0.1 | 0.2 | 0.5 | 1.0 | 1.9 |
NZDUSD | 0.0 | 0.2 | 0.6 | 1.0 | 3.6 |
USDCAD | 0.1 | 0.2 | 0.3 | 1.0 | 4.2 |
USDCHF | 0.0 | 0.0 | 0.0 | 0.9 | 2.7 |
USDJPY | 0.1 | 0.2 | 0.4 | 1.0 | 3.9 |
0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
XAGUSD | 5.4 | 0.0 | 25.1 | 47.1 | 145.1 |
0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
XAUUSD | 2.1 | 3.0 | 18.9 | 0.0 | 83.2 |
Limit IOC Order Fill Rate, by price tolerance setting
Currency Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
---|---|---|---|---|---|
AUDUSD | 70.6% | 71.5% | 96.2% | 96.2% | 96.7% |
EURGBP | 81.5% | 84.4% | 84.4% | 99.0% | 99.2% |
EURJPY | 67.4% | 67.4% | 67.4% | 71.6% | 98.5% |
EURUSD | 74.1% | 74.4% | 74.7% | 76.0% | 93.3% |
GBPJPY | 67.8% | 68.4% | 69.3% | 69.9% | 96.2% |
GBPUSD | 70.2% | 70.6% | 77.2% | 78.5% | 97.1% |
NZDUSD | 70.8% | 72.0% | 95.7% | 95.9% | 96.5% |
USDCAD | 61.2% | 62.8% | 69.8% | 69.9% | 95.7% |
USDCHF | 78.3% | 78.3% | 78.3% | 98.3% | 98.5% |
USDJPY | 72.3% | 75.0% | 75.0% | 75.5% | 96.7% |
0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
XAGUSD | 78.3% | 78.3% | 83.6% | 92.6% | 93.2% |
0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
XAUUSD | 65.6% | 65.6% | 84.3% | 84.3% | 94.2% |
Limit IOC Order Execution Speed
Time in Milliseconds | Fill Rate |
---|---|
< 50 | 98.2% |
< 100 | 99.7% |
< 250 | 99.9% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 12 |
Market Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement* | Fill Rate |
---|---|---|---|---|---|
AUDUSD | 24.2% | 49.8% | 26.0% | 0.0 | 100.0% |
EURGBP | 17.1% | 67.5% | 15.4% | 0.0 | 100.0% |
EURJPY | 27.7% | 42.2% | 30.0% | 0.0 | 100.0% |
EURUSD | 22.3% | 54.5% | 23.2% | 0.0 | 100.0% |
GBPJPY | 29.4% | 40.2% | 30.4% | 0.0 | 100.0% |
GBPUSD | 26.4% | 46.5% | 27.1% | 0.0 | 100.0% |
NZDUSD | 16.4% | 60.1% | 23.5% | 0.0 | 100.0% |
USDCAD | 23.9% | 52.9% | 23.3% | 0.0 | 100.0% |
USDCHF | 19.5% | 55.9% | 24.5% | 0.0 | 100.0% |
USDJPY | 25.3% | 48.0% | 26.6% | 0.0 | 100.0% |
XAGUSD | 20.0% | 58.9% | 21.1% | -0.1 | 100.0% |
XAUUSD | 27.8% | 44.5% | 27.7% | 0.0 | 100.0% |
Market Order Execution Speed
Time in milliseconds | Fill Rate |
---|---|
< 50 | 98.9% |
< 100 | 99.7% |
< 250 | 100.0% |
< 500 | 100.0% |
< 1000 | 100.0% |
Average execution speed in milliseconds | 11 |
Resting Stop Order Statistics
Currency Pair | No Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
---|---|---|---|---|
AUDUSD | 83.4% | 16.6% | 0.2 | 0.0 |
EURGBP | 85.2% | 14.8% | 0.2 | 0.0 |
EURJPY | 69.0% | 31.0% | 0.3 | 0.1 |
EURUSD | 79.8% | 20.2% | 0.4 | 0.1 |
GBPJPY | 53.5% | 46.5% | 0.4 | 0.2 |
GBPUSD | 69.0% | 31.0% | 0.4 | 0.1 |
NZDUSD | 85.5% | 14.5% | 0.5 | 0.1 |
USDCAD | 85.2% | 14.8% | 0.3 | 0.0 |
USDCHF | 79.4% | 20.6% | 0.5 | 0.1 |
USDJPY | 78.8% | 21.2% | 0.3 | 0.1 |
XAGUSD | 14.3% | 85.7% | 10.0 | 8.2 |
XAUUSD | 42.0% | 58.0% | 4.7 | 2.7 |
Limit Order Statistics
Currency Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
---|---|---|---|---|
AUDUSD | 16.5% | 83.5% | 0.2 | 0.0 |
EURGBP | 24.9% | 75.1% | 0.3 | 0.1 |
EURJPY | 29.7% | 70.3% | 0.3 | 0.1 |
EURUSD | 18.3% | 81.7% | 0.2 | 0.0 |
GBPJPY | 48.6% | 51.4% | 0.7 | 0.3 |
GBPUSD | 29.0% | 71.0% | 0.3 | 0.1 |
NZDUSD | 14.1% | 85.9% | 0.2 | 0.0 |
USDCAD | 15.6% | 84.4% | 0.5 | 0.1 |
USDCHF | 25.5% | 74.5% | 0.3 | 0.1 |
USDJPY | 27.1% | 72.9% | 0.3 | 0.1 |
XAGUSD | 70.8% | 29.2% | 9.4 | 6.6 |
XAUUSD | 53.7% | 46.3% | 4.3 | 2.3 |
Markedsordre
En markedsordre er en traditionel 'at best'-instruks om at handle mest muligt af ordren på de bedst mulige betingelser i markedet. En markedsordre behandles som en 'good for day'-ordre (ordre, der gælder én børsdag). Hvis Saxo Bank vurderer at kunne gennemføre en markedsordre med det samme på basis af egen likviditet, gøres dette. Hvis ikke, sender Saxo Bank ordren til en tredjepart i et forsøg på gennemførelse. Kan ordren ikke gennemføres fuldt ud med det samme, fortsætter Saxo Bank med at behandle den, indtil det pågældende marked officielt lukker.
Immediate or Cancel (IOC)-markedsordre
En Immediate or Cancel (IOC)-markedsordre svarer til en almindelig markedsordre (beskrevet ovenfor). Den er en ordre om at gennemføre en handel med det samme på de bedst mulige betingelser, men Saxo Bank fortsætter ikke med at behandle ordren, hvis den ikke kan udføres med det samme. Hvis Saxo Bank vurderer at kunne gennemføre en IOC-markedsordre med det samme på basis af egen likviditet, gøres dette. Hvis ikke, sender Saxo Bank ordren til en tredjepart i et forsøg på gennemførelse. Hvis en ordre ikke er opfyldt straks, annulleres den.
Immediate or Cancel (IOC)-limitordre
En Immediate or Cancel (IOC)-limitordre er en ordre på at handle til den kurs, du ser på skærmen, hvis den er tilgængelig, hvor der dog gælder en defineret tolerance. Med tolerance kan du styre kursintervallet ved at definere minimumskursforskellen (ved salg) eller maksimumkursforskellen (ved køb), som du vil acceptere. Tolerance kan angives enten som et fast kursspring eller som en procentdel af den aktuelle markedskurs. Saxo kan opfylde ordren til en dårligere kurs end den, du har set på skærmen, så længe kursforskellen ikke overstiger den angivne tolerance. Hvis der er en bedre kurs tilgængelig, giver Saxo dig den fulde fordel af forbedringen ved at opfylde ordren til den bedre pris. Lige som det er tilfældet med IOC-markedsordrer, hvis Saxo ikke selv kan levere tilstrækkelig likviditet, kan ordren sendes videre for at blive gennemført eksternt. Hvis en ordre ikke er opfyldt straks, annulleres den.
Limitordre
En limitordre er en ordre på at handle til en bestemt kurs eller bedre, hvis det er muligt inden for et bestemt tidsrum. Der er følgende mulige ordreløbetider:
Dagsordre (DO): Gyldig indtil den officielle lukketid for handel på den dag, hvor ordren afgives (eller på den efterfølgende bankdag for ordrer, der modtages i løbet af weekenden).
Good Till Date (GTD): Gyldig indtil den officielle lukketid for handel på en dato efter eget valg.
Good Till Cancelled (GTC): Gyldig på ubestemt tid, medmindre eller indtil den specifikt annulleres af dig.
Der udløses en limitordre, når markedsprisen når kursgrænsen. Hvis Saxo vurderer at kunne gennemføre en limitordre med det samme på basis af egen likviditet, gøres dette. Hvis ikke, sendes ordren til en tredjepart i et forsøg på gennemførelse. I ethvert tilfælde, hvor der ikke er tilstrækkelig likviditet fra Saxo eller eksternt til at opfylde ordren til fulde til den angivne pris eller en bedre pris, ændres den resterende ordre tilbage til en ‘tilbageværende ordre’.
Stopodrer
En stopordre bruges typisk til at lukke en position, hvis markedet går imod den, med henblik på at mindske risikoen og forhindre fremtidige tab. Den kan også bruges til at åbne en position, når markedet bevæger sig til et valgt niveau. En stopordre kan have en varighed svarende til en limitordre (se ovenfor). En stopordre, der er placeret til at købes, behandles som Stop if Bid (Stop ved udbud). En stopordre, der er placeret til at sælges, behandles som Stop if Offer (Stop hvis tilbudt).
En stopordre med henblik på at sælge udløses, når ask-kursen når det angivne prisniveau. Så snart markedet rammer ordren, vil den blive behandlet som en markedsordre.
En stopordre med henblik på at købe udløses, når bid-kursen når det angivne prisniveau. Så snart markedet rammer ordren, vil den blive behandlet som en markedsordre.
Denne ordning er udviklet til at beskytte dig mod risikoen for, at en stopordre bliver udløst som resultat af, at spreadet – altså forskellen mellem bud og udbud – bliver større, uden at markedet egentlig bevæger sig. Dette kan ske, når der kommer nye økonomiske nyheder, eller hvis der er mindre likviditet, for eksempel tæt på markedsåbning og -luk. Du bør være opmærksom på, at dette betyder, at en stopordre aldrig udføres ved dens angivne niveau, men altid ved spreadet fra stopniveauet. Hvis en ordre er tilknyttet en åben position, annulleres den automatisk, hvis positionen lukkes. Trigger-niveauet for en stopordre kan angives til at følge markedet, hvis man vælger en trailing stopordre. I dette tilfælde flytter trigger-niveauet for ordren samme vej, når markedet bevæger sig til din fordel. Trigger-niveauet for et trailing stop bevæger sig i trin, som defineres, når ordren afgives.
Stop limit-ordrer
En Stop limit-ordre ligger på samme måde som en stopordre. Når den udløses, konverteres den dog til en limitordre til en kursgrænse, som er aftalt på forhånd, i stedet for at udføres ved den næste tilgængelige kurs (som en markedsordre). Fra det tidspunkt behandles ordren som en limitordre. Denne type ordre kan beskytte dig mod at få en dårlig kurs som følge af store gaps eller illikvide markeder. Trailing stop limit-ordrer er ikke tilgængelige.