Statistika plnění pokynů

Odvoďte z každého obchodu hodnotu potenciálního zlepšení cen. Získejte větší kontrolu nad svým obchodováním a dosáhněte optimální rovnováhy mezi mírou plnění a cenovou úrovní díky plně přizpůsobeným pokynům.

Další informace o tom, jak společnost Saxo realizuje pokyny jménem svých klientů, najdete v našich Zásadách provádění příkazů.

Aby Saxo Bank naplnila svůj závazek ke zvýšené transparentnosti a realizaci spravedlivých výsledků pro klienty, zapojila se do iniciativy zveřejňování statistiky plnění Forex pokynů, aby klienti mohli zhodnotit kvalitu plnění, když zvažují volbu nejlepšího poskytovatele nebo brokera. 

Jsme hrdí na to, že tato statistika ukazuje soulad zájmů Saxo Bank našimi klienty při zajišťování kvalitního plnění pokynů, s významným zlepšením cen a bez asymetrického prokluzu.

Následující tabulky zobrazují statistiku plnění pokynů publikovanou každý měsíc pro nejčastěji obchodované Forex spotové měnové páry u Saxo Bank:

  • Statistiky pokynů Limit IOC
  • Průměrné zlepšení pokynů Limit IOC podle nastavení tolerance ceny
  • Míra plnění pokynů Limit IOC *; podle nastavení tolerance ceny
  • Rychlost plnění pokynů Limit IOC
  • Statistika tržních pokynů
  • Rychlost plnění tržních pokynů
  • Statistika čekajících stop pokynů
  • Statistika čekajících limitních pokynů

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD17.0%67.8%15.2%0.099.7%
EURGBP18.2%66.5%15.3%0.099.8%
EURJPY25.4%53.2%21.4%0.099.9%
EURUSD21.4%61.2%17.4%0.099.8%
GBPJPY30.0%42.1%27.9%0.098.2%
GBPUSD23.2%56.5%20.4%0.099.7%
NZDUSD18.2%67.1%14.7%0.099.2%
USDCAD21.8%59.4%18.8%0.099.5%
USDCHF18.1%67.4%14.5%0.099.8%
USDJPY19.3%62.4%18.3%0.099.8%
XAGUSD22.5%60.9%16.6%2.296.1%
XAUUSD31.4%41.8%26.8%0.399.2%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.50.78.1
EURGBP0.00.20.30.87.0
EURJPY0.10.10.00.01.8
EURUSD0.10.10.51.02.4
GBPJPY0.10.20.01.12.3
GBPUSD0.10.20.31.05.0
NZDUSD0.00.10.50.71.8
USDCAD0.10.20.40.02.6
USDCHF0.00.20.00.93.2
USDJPY0.00.10.01.02.2
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD7.010.026.848.5209.2
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.79.518.30.0153.8

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD79.3%79.4%79.4%96.9%97.5%
EURGBP81.9%86.1%86.5%98.5%98.6%
EURJPY77.6%77.4%77.4%77.4%99.2%
EURUSD76.6%76.8%77.1%79.1%96.8%
GBPJPY70.2%70.1%70.1%74.1%96.1%
GBPUSD75.8%76.0%79.1%79.6%97.5%
NZDUSD78.5%78.1%77.9%97.6%97.7%
USDCAD75.4%76.1%80.0%80.0%97.2%
USDCHF81.1%82.0%82.0%98.1%98.1%
USDJPY78.2%79.9%79.9%80.7%98.5%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD74.9%75.0%86.6%92.2%94.0%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD69.0%69.1%91.2%91.2%97.7%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5095.8%
< 10098.8%
< 25099.6%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds24
 

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD18.2%63.1%18.7%0.0100.0%
EURGBP17.5%67.2%15.3%0.0100.0%
EURJPY26.5%50.5%23.0%0.0100.0%
EURUSD19.4%60.3%20.4%0.0100.0%
GBPJPY26.6%44.9%28.5%0.0100.0%
GBPUSD22.8%54.2%22.9%0.0100.0%
NZDUSD16.9%66.4%16.7%0.0100.0%
USDCAD19.2%60.8%20.0%0.0100.0%
USDCHF16.5%68.5%15.0%0.0100.0%
USDJPY19.1%61.6%19.3%0.0100.0%
XAGUSD20.3%58.0%21.7%-0.6100.0%
XAUUSD30.6%40.3%29.2%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5096.7%
< 10098.8%
< 25099.4%
< 50099.5%
< 100099.6%
Average execution speed in milliseconds29

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD84.9%15.1%0.20.03
EURGBP83.7%16.3%0.10.02
EURJPY78.4%21.6%0.10.02
EURUSD83.4%16.6%0.20.03
GBPJPY70.9%29.1%0.10.04
GBPUSD72.2%27.8%0.20.05
NZDUSD79.6%20.4%0.30.05
USDCAD78.4%21.6%0.30.06
USDCHF74.3%25.7%0.20.04
USDJPY79.6%20.4%0.20.03
XAGUSD4.3%95.7%10.29.61
XAUUSD40.4%59.6%3.11.83

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD18.3%81.7%0.40.1
EURGBP20.4%79.6%0.20.0
EURJPY24.0%76.0%0.20.0
EURUSD21.8%78.2%0.40.1
GBPJPY30.6%69.4%0.30.1
GBPUSD28.4%71.6%0.40.1
NZDUSD24.9%75.1%0.80.2
USDCAD22.3%77.7%0.30.1
USDCHF23.5%76.5%0.30.1
USDJPY20.9%79.1%1.10.2
XAGUSD82.2%17.8%11.39.3
XAUUSD58.3%41.7%3.62.1

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average NetSlippage (PIPS)*Fill Rate**
AUDUSD20.4%62.9%16.8%0.099.0%
EURGBP17.2%64.9%17.9%0.0100.0%
EURJPY23.5%58.2%18.3%0.099.9%
EURUSD20.6%61.0%18.4%0.099.7%
GBPJPY27.3%46.6%26.1%0.099.5%
GBPUSD23.7%56.1%20.2%0.099.6%
NZDUSD19.5%62.7%17.8%0.099.3%
USDCAD23.7%56.2%20.1%0.099.1%
USDCHF16.2%71.8%12.0%0.099.6%
USDJPY19.3%63.1%17.6%0.099.7%
XAGUSD19.7%64.6%15.7%1.796.0%
XAUUSD30.4%44.7%24.8%0.398.9%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.20.50.72.9
EURGBP0.00.20.00.97.7
EURJPY0.00.00.01.21.9
EURUSD0.10.10.51.06.3
GBPJPY0.10.10.01.22.1
GBPUSD0.10.20.30.94.6
NZDUSD0.00.20.00.72.3
USDCAD0.10.20.40.04.1
USDCHF0.00.00.50.98.4
USDJPY0.00.10.61.11.7
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD4.40.026.247.3569.9
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.19.918.60.091.3

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD77.2%77.7%77.8%95.4%96.0%
EURGBP76.2%77.7%77.7%98.6%98.7%
EURJPY73.3%73.3%73.3%73.4%95.7%
EURUSD75.4%75.7%76.4%78.5%96.7%
GBPJPY68.5%68.6%68.6%71.6%96.5%
GBPUSD73.8%74.4%78.0%78.4%96.7%
NZDUSD75.4%75.6%75.6%98.2%98.2%
USDCAD74.7%75.9%79.4%79.4%96.5%
USDCHF84.7%84.7%85.0%98.2%98.3%
USDJPY79.2%81.0%81.2%81.5%98.6%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD77.2%77.2%87.8%93.8%94.9%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD69.6%70.1%90.7%90.7%97.1%

 

Limit IOC Order Execution Speed

Time in Milliseconds Fill Rate
< 5096.5%
< 10098.8%
< 25099.8%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds 21

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD19.0%62.5%18.5%0.0100.0%
EURGBP17.9%64.6%17.5%0.0100.0%
EURJPY19.1%58.8%22.1%0.0100.0%
EURUSD19.2%59.7%21.1%0.0100.0%
GBPJPY26.9%44.4%28.7%0.0100.0%
GBPUSD22.5%55.4%22.1%0.0100.0%
NZDUSD17.4%64.8%17.8%0.0100.0%
USDCAD21.7%56.9%21.4%0.0100.0%
USDCHF14.8%69.7%15.5%0.0100.0%
USDJPY16.4%65.4%18.1%0.0100.0%
XAGUSD17.5%60.8%21.7%-1.1100.0%
XAUUSD28.8%43.3%27.8%-0.2100.0%

* Average improvement based on all market orders. Calculated from the indicative market price

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.6%
< 10099.1%
< 25099.7%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds22

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD81.1%18.9%0.20.03
EURGBP84.9%15.1%0.10.02
EURJPY74.7%25.3%0.10.03
EURUSD78.2%21.8%0.30.07
GBPJPY73.8%26.2%0.10.03
GBPUSD73.2%26.8%0.20.06
NZDUSD78.8%21.2%0.20.04
USDCAD76.4%23.6%0.20.05
USDCHF71.9%28.1%0.20.06
USDJPY74.2%25.8%0.40.11
XAGUSD8.8%91.2%13.011.88
XAUUSD37.0%63.0%9.35.84

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD16.4%83.6%0.40.1
EURGBP17.6%82.4%0.20.0
EURJPY19.5%80.5%0.20.0
EURUSD17.3%82.7%0.40.1
GBPJPY25.7%74.3%0.20.1
GBPUSD28.0%72.0%0.30.1
NZDUSD19.6%80.4%0.30.1
USDCAD22.5%77.5%0.30.1
USDCHF26.1%73.9%0.20.0
USDJPY18.9%81.1%1.60.3
XAGUSD91.9%8.1%11.210.3
XAUUSD60.9%39.1%4.62.8

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative
Slippage*
Average Net
Slippage (PIPS)*
Fill Rate***
AUDUSD16.5%70.5%13.0%0.099.4%
EURGBP13.2%73.4%13.4%0.099.9%
EURJPY19.6%62.3%18.1%0.099.8%
EURUSD19.3%63.4%17.3%0.099.8%
GBPJPY23.8%53.0%23.3%0.099.5%
GBPUSD18.6%65.1%16.4%0.099.8%
NZDUSD15.0%71.5%13.4%0.098.8%
USDCAD18.8%64.3%16.9%0.099.7%
USDCHF15.3%72.3%12.4%0.099.7%
USDJPY19.2%63.1%17.7%0.099.8%
XAGUSD21.4%63.1%15.5%2.195.5%
XAUUSD29.8%47.2%23.0%0.498.7%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.40.74.4
EURGBP0.00.20.50.95.0
EURJPY0.00.00.00.01.7
EURUSD0.00.20.51.03.5
GBPJPY0.10.00.00.91.7
GBPUSD0.10.20.31.04.7
NZDUSD0.00.20.50.72.8
USDCAD0.10.20.40.03.3
USDCHF0.00.20.00.94.8
USDJPY0.00.10.31.02.0
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD5.10.026.449.1483.7
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.48.418.40.080.0

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD81.7%81.8%81.8%95.9%96.4%
EURGBP80.2%80.7%80.9%98.7%98.6%
EURJPY72.9%72.9%72.9%72.9%99.0%
EURUSD79.2%79.3%79.6%80.5%97.8%
GBPJPY78.0%78.0%78.0%81.6%98.1%
GBPUSD77.0%77.3%79.6%80.2%97.3%
NZDUSD79.8%80.5%80.8%97.5%97.5%
USDCAD79.8%80.6%83.8%83.8%98.7%
USDCHF82.1%82.5%82.5%98.4%98.4%
USDJPY79.3%80.8%81.0%82.3%99.1%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD78.3%78.3%89.3%93.2%94.5%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD69.7%69.9%87.7%87.7%96.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.9%
< 10098.8%
< 25099.8%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds22

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative
Slippage
Average Net
Improvement*
Fill Rate
AUDUSD15.4%69.2%15.3%0.0100.0%
EURGBP11.5%73.7%14.8%0.0100.0%
EURJPY18.0%62.3%19.7%0.0100.0%
EURUSD18.0%63.2%18.8%0.0100.0%
GBPJPY25.2%50.9%23.9%0.0100.0%
GBPUSD19.2%61.9%18.9%0.0100.0%
NZDUSD12.3%76.3%11.4%0.0100.0%
USDCAD18.2%63.4%18.4%0.0100.0%
USDCHF13.3%74.4%12.3%0.0100.0%
USDJPY15.8%67.0%17.1%0.0100.0%
XAGUSD18.2%62.0%19.8%-0.6100.0%
XAUUSD28.5%46.5%25.0%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.2%
< 10099.3%
< 25099.8%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds22

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD84.4%15.6%0.30.04
EURGBP82.6%17.4%0.10.02
EURJPY79.4%20.6%0.10.03
EURUSD83.8%16.2%0.30.04
GBPJPY73.0%27.0%0.20.05
GBPUSD75.5%24.5%0.20.05
NZDUSD70.2%29.8%0.50.15
USDCAD79.8%20.2%0.20.04
USDCHF75.7%24.3%0.20.06
USDJPY66.5%33.5%0.30.11
XAGUSD11.6%88.4%24.220.36
XAUUSD32.3%67.7%22.214.21

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering Resting.

 

Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD18.2%81.8%0.40.1
EURGBP19.0%81.0%0.20.0
EURJPY20.8%79.2%0.10.0
EURUSD18.8%81.2%0.30.1
GBPJPY23.4%76.6%0.20.0
GBPUSD25.0%75.0%0.20.1
NZDUSD26.2%73.8%0.30.1
USDCAD19.6%80.4%0.20.0
USDCHF23.3%76.7%0.10.0
USDJPY16.1%83.9%0.20.0
XAGUSD89.2%10.8%12.210.9
XAUUSD64.2%35.8%6.34.0

* Average improvement based on limit orders that were Improvement. ** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net
Slippage (PIPS)*
Fill Rate***
AUDUSD19.1%64.0%16.8%0.099.4%
EURGBP18.5%64.3%17.2%0.099.9%
EURJPY22.7%56.3%21.0%0.099.9%
EURUSD22.4%57.3%20.3%0.099.8%
GBPJPY27.9%45.2%26.9%0.099.8%
GBPUSD23.9%54.0%22.1%0.099.7%
NZDUSD18.0%66.7%15.3%0.097.7%
USDCAD19.8%61.2%19.0%0.099.5%
USDCHF18.0%66.3%15.6%0.099.7%
USDJPY19.7%61.9%18.4%0.099.8%
XAGUSD23.4%58.1%18.5%1.497.2%
XAUUSD30.3%45.5%24.2%0.299.2%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.50.73.4
EURGBP0.00.20.30.913.1
EURJPY0.10.00.01.01.7
EURUSD0.10.20.41.06.1
GBPJPY0.10.00.01.02.1
GBPUSD0.10.30.41.13.6
NZDUSD0.00.50.00.72.4
USDCAD0.10.20.51.02.1
USDCHF0.10.00.00.93.5
USDJPY0.00.10.01.01.8
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD6.20.027.540.4238.7
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.16.918.20.066.5

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD81.1%82.0%82.1%96.4%97.0%
EURGBP68.3%69.3%70.8%96.9%97.1%
EURJPY72.4%72.4%72.4%72.8%98.0%
EURUSD73.5%73.7%73.8%76.1%96.5%
GBPJPY67.1%67.1%67.1%71.3%97.6%
GBPUSD72.1%72.5%74.6%75.4%97.3%
NZDUSD80.8%80.9%80.9%95.4%96.0%
USDCAD78.0%78.5%79.2%79.2%97.6%
USDCHF81.9%81.9%81.9%98.5%98.5%
USDJPY81.8%83.8%83.8%84.2%98.5%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD73.5%73.5%81.1%89.6%94.7%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD74.2%74.4%89.9%89.9%97.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5097.2%
< 10098.9%
< 25099.8%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds22

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD17.7%63.8%18.5%0.0100.0%
EURGBP18.8%65.3%16.0%0.0100.0%
EURJPY19.3%57.1%23.7%0.0100.0%
EURUSD20.7%57.9%21.5%0.0100.0%
GBPJPY27.7%43.5%28.8%0.0100.0%
GBPUSD22.3%55.1%22.5%0.0100.0%
NZDUSD15.6%67.5%17.0%0.0100.0%
USDCAD18.4%63.5%18.1%0.0100.0%
USDCHF17.1%64.9%18.1%0.0100.0%
USDJPY17.2%63.7%19.1%0.0100.0%
XAGUSD21.2%58.3%20.5%0.0100.0%
XAUUSD28.4%44.9%26.7%-0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.7%
< 10099.2%
< 25099.7%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds23

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD85.9%14.1%0.20.02
EURGBP86.2%13.8%0.20.02
EURJPY77.7%22.3%0.10.02
EURUSD82.1%17.9%0.50.09
GBPJPY72.5%27.5%0.10.04
GBPUSD76.3%23.7%0.20.05
NZDUSD74.7%25.3%0.40.09
USDCAD80.3%19.7%0.20.04
USDCHF78.4%21.6%0.20.05
USDJPY73.9%26.1%0.30.08
XAGUSD9.8%90.2%11.510.34
XAUUSD34.6%65.4%6.34.09

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD15.1%84.9%0.20.0
EURGBP15.4%84.6%0.10.0
EURJPY21.0%79.0%0.20.0
EURUSD18.3%81.7%0.30.1
GBPJPY29.2%70.8%0.20.0
GBPUSD23.9%76.1%0.20.1
NZDUSD27.8%72.2%0.40.1
USDCAD19.2%80.8%0.20.0
USDCHF22.4%77.6%0.20.1
USDJPY15.8%84.2%0.20.0
XAGUSD93.1%6.9%12.211.3
XAUUSD63.3%36.7%5.13.2

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net
Slippage (PIPS)*
Fill Rate***
AUDUSD20.0%63.3%16.8%0.099.4%
EURGBP18.3%64.9%16.8%0.099.8%
EURJPY22.3%57.0%20.8%0.099.9%
EURUSD22.1%58.2%19.8%0.099.7%
GBPJPY27.7%46.1%26.2%0.099.8%
GBPUSD24.5%54.1%21.5%0.099.4%
NZDUSD14.3%70.2%15.5%0.098.9%
USDCAD18.7%63.8%17.5%0.099.6%
USDCHF17.6%68.4%14.0%0.099.8%
USDJPY17.7%64.7%17.6%0.099.7%
XAGUSD26.4%54.0%19.6%2.296.0%
XAUUSD34.9%34.4%30.7%0.398.9%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.30.85.1
EURGBP0.00.00.00.96.3
EURJPY0.10.00.00.01.5
EURUSD0.10.20.51.03.6
GBPJPY0.10.00.00.91.9
GBPUSD0.10.20.31.04.9
NZDUSD0.10.20.50.72.6
USDCAD0.10.20.50.02.2
USDCHF0.00.20.00.92.9
USDJPY0.00.10.41.03.0
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD7.50.028.731.0202.1
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.24.619.025.0102.3

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD79.7%80.0%80.2%96.6%97.0%
EURGBP79.3%79.3%79.3%97.9%98.1%
EURJPY75.6%75.6%75.6%75.6%98.3%
EURUSD74.8%75.0%75.3%76.8%96.4%
GBPJPY76.7%76.7%76.7%78.2%98.7%
GBPUSD71.9%72.6%73.9%74.4%96.5%
NZDUSD91.2%90.8%91.1%98.5%98.7%
USDCAD78.1%78.1%78.3%78.3%96.7%
USDCHF83.7%83.8%83.8%97.3%97.4%
USDJPY80.4%82.3%82.4%82.6%98.8%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD71.7%71.7%71.7%81.9%93.0%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD64.0%64.0%89.0%89.0%96.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.4%
< 10099.0%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds22

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net
Improvement*
Fill Rate
AUDUSD16.7%64.6%18.7%0.0100.0%
EURGBP19.0%63.6%17.4%0.0100.0%
EURJPY21.4%55.6%23.0%0.0100.0%
EURUSD20.2%57.9%22.0%0.0100.0%
GBPJPY26.4%48.9%24.8%0.0100.0%
GBPUSD23.7%52.9%23.4%0.0100.0%
NZDUSD15.5%70.0%14.4%0.0100.0%
USDCAD17.8%64.8%17.4%0.0100.0%
USDCHF15.5%67.7%16.8%0.0100.0%
USDJPY17.9%64.1%18.0%0.0100.0%
XAGUSD24.6%50.7%24.7%0.4100.0%
XAUUSD34.1%34.4%31.5%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.7%
< 10099.2%
< 25099.7%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds22

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD82.0%18.0%0.30.05
EURGBP87.7%12.3%0.10.01
EURJPY77.5%22.5%0.10.03
EURUSD82.0%18.0%0.20.04
GBPJPY70.5%29.5%0.20.04
GBPUSD76.1%23.9%0.20.04
NZDUSD71.1%28.9%0.20.07
USDCAD83.1%16.9%0.20.03
USDCHF74.5%25.5%0.20.06
USDJPY70.1%29.9%0.30.09
XAGUSD7.3%92.7%11.510.58
XAUUSD35.6%64.4%6.84.39

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD18.0%82.0%0.30.1
EURGBP15.3%84.7%0.10.0
EURJPY20.0%80.0%0.10.0
EURUSD18.9%81.1%0.20.0
GBPJPY26.8%73.2%0.20.1
GBPUSD25.3%74.7%0.20.0
NZDUSD26.0%74.0%0.20.1
USDCAD16.3%83.7%0.20.0
USDCHF25.9%74.1%0.30.1
USDJPY15.3%84.7%0.20.0
XAGUSD95.3%4.7%10.810.3
XAUUSD60.0%40.0%4.62.8

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD21.2%62.9%15.9%0.099.2%
EURGBP17.7%64.4%17.9%0.099.9%
EURJPY24.2%54.5%21.3%0.099.6%
EURUSD22.5%57.0%20.5%0.099.7%
GBPJPY26.8%47.2%26.0%0.099.7%
GBPUSD23.7%54.4%21.9%0.099.6%
NZDUSD14.7%71.3%14.1%0.099.1%
USDCAD20.8%62.0%17.2%0.099.7%
USDCHF17.6%69.6%12.8%0.099.9%
USDJPY19.7%61.8%18.4%0.099.7%
XAGUSD25.5%54.8%19.7%2.793.6%
XAUUSD35.8%34.0%30.3%0.598.3%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.40.86.1
EURGBP0.00.00.30.96.3
EURJPY0.00.00.00.01.4
EURUSD0.10.20.51.04.1
GBPJPY0.10.00.01.22.3
GBPUSD0.10.20.30.95.2
NZDUSD0.00.20.50.72.7
USDCAD0.10.20.40.02.1
USDCHF0.00.00.00.93.8
USDJPY0.10.10.21.12.0
 0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD8.010.20.032.0331.7
 0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.03.018.736.7195.1

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD79.2%79.6%79.7%93.6%94.2%
EURGBP75.4%75.4%75.7%99.0%99.0%
EURJPY76.6%76.6%76.6%76.6%98.9%
EURUSD76.1%76.4%76.5%78.4%97.0%
GBPJPY63.8%63.8%63.8%64.6%97.5%
GBPUSD73.2%73.8%77.2%77.4%97.2%
NZDUSD85.8%86.0%86.1%98.1%98.3%
USDCAD76.5%76.6%76.8%76.8%96.4%
USDCHF80.0%80.0%80.0%97.3%97.3%
USDJPY76.5%77.6%77.8%78.0%97.7%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD69.6%69.6%69.6%85.0%91.7%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD61.4%61.5%90.4%90.4%95.0%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5095.9%
< 10098.8%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds23

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD20.2%59.5%20.3%0.0100.0%
EURGBP15.8%66.4%17.8%0.0100.0%
EURJPY21.8%56.4%21.8%0.0100.0%
EURUSD21.7%56.1%22.2%0.0100.0%
GBPJPY23.8%47.8%28.4%0.0100.0%
GBPUSD23.4%52.3%24.3%0.0100.0%
NZDUSD13.2%72.4%14.3%0.0100.0%
USDCAD19.0%61.1%19.9%0.0100.0%
USDCHF16.9%68.7%14.4%0.0100.0%
USDJPY17.1%65.8%17.0%0.0100.0%
XAGUSD24.2%51.3%24.5%-0.1100.0%
XAUUSD33.2%34.2%32.7%0.0100.0%

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.3%
< 10099.2%
< 25099.7%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds23

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD84.4%15.6%0.20.03
EURGBP82.5%17.5%0.10.02
EURJPY82.0%18.0%0.10.02
EURUSD81.2%18.8%0.30.05
GBPJPY72.0%28.0%0.20.05
GBPUSD70.5%29.5%0.20.07
NZDUSD68.5%31.5%0.10.04
USDCAD80.7%19.3%0.20.04
USDCHF79.2%20.8%0.20.04
USDJPY74.4%25.6%0.20.06
XAGUSD8.0%92.0%11.110.20
XAUUSD48.1%51.9%6.13.09

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD16.9%83.1%0.20.0
EURGBP18.3%81.7%0.10.0
EURJPY21.4%78.6%0.10.0
EURUSD19.2%80.8%0.20.0
GBPJPY27.7%72.3%0.10.0
GBPUSD29.0%71.0%0.20.1
NZDUSD24.8%75.2%0.20.1
USDCAD18.1%81.9%0.20.0
USDCHF25.8%74.2%0.20.1
USDJPY17.3%82.7%0.20.0
XAGUSD95.1%4.9%10.810.2
XAUUSD52.3%47.7%5.12.6

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD18.4%67.5%14.1%0.099.6%
EURGBP17.5%67.1%15.4%0.099.9%
EURJPY21.2%58.9%19.9%0.099.9%
EURUSD18.2%65.8%16.0%0.099.8%
GBPJPY25.0%53.4%21.6%0.099.7%
GBPUSD18.2%64.0%17.8%0.099.7%
NZDUSD13.4%76.8%9.8%0.098.9%
USDCAD17.5%68.1%14.4%0.099.7%
USDCHF15.5%73.9%10.6%0.099.7%
USDJPY15.5%69.7%14.8%0.099.9%
XAGUSD22.1%60.5%17.4%2.094.8%
XAUUSD33.4%37.3%29.3%0.398.6%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS* > 1.1 PIPS*
AUDUSD0.00.20.40.84.8
EURGBP0.00.30.40.98.0
EURJPY0.10.00.01.11.8
EURUSD0.00.20.51.01.9
GBPJPY0.10.00.01.02.5
GBPUSD0.10.20.41.03.0
NZDUSD0.10.20.50.72.1
USDCAD0.10.30.41.02.2
USDCHF0.00.20.00.933.9
USDJPY0.00.10.41.02.3
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD4.310.826.629.9741.4
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.15.517.830.6912.9

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSALL
AUDUSD81.9%82.5%82.5%96.0%96.3%
EURGBP78.8%81.4%81.5%98.9%99.0%
EURJPY74.7%74.7%74.7%76.0%98.9%
EURUSD80.0%80.3%80.5%82.5%97.2%
GBPJPY71.0%71.0%71.0%78.4%98.6%
GBPUSD78.0%78.3%80.2%80.9%97.4%
NZDUSD81.5%82.3%83.2%97.6%97.8%
USDCAD80.2%80.4%80.5%80.9%96.8%
USDCHF85.6%86.0%86.0%98.1%98.2%
USDJPY81.8%81.7%81.9%82.4%98.5%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSALL
XAGUSD79.0%79.3%91.0%92.1%93.8%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSALL
XAUUSD65.0%65.7%95.5%95.5%96.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5094.5%
< 10098.5%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds26

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD16.5%65.9%17.5%0.0100.0%
EURGBP16.0%67.6%16.4%0.0100.0%
EURJPY20.9%59.4%19.7%0.0100.0%
EURUSD17.0%65.5%17.6%0.0100.0%
GBPJPY21.4%55.8%22.8%0.0100.0%
GBPUSD17.5%63.8%18.7%0.0100.0%
NZDUSD13.4%73.9%12.6%0.0100.0%
USDCAD14.1%70.4%15.5%0.0100.0%
USDCHF11.8%74.0%14.2%0.0100.0%
USDJPY14.0%72.1%13.9%0.0100.0%
XAGUSD21.8%54.0%24.2%-0.4100.0%
XAUUSD32.1%36.2%31.7%0.0100.0%

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5096.1%
< 10099.0%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds25

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD79.9%20.1%0.20.03
EURGBP83.4%16.6%0.10.02
EURJPY72.7%27.3%0.30.09
EURUSD75.2%24.8%0.40.09
GBPJPY61.2%38.8%0.30.10
GBPUSD68.7%31.3%0.20.05
NZDUSD72.7%27.3%0.20.04
USDCAD77.1%22.9%0.30.06
USDCHF76.4%23.6%0.10.03
USDJPY72.7%27.3%0.20.06
XAGUSD5.9%94.1%12.912.07
XAUUSD41.8%58.2%3.52.04

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD19.8%80.2%0.20.0
EURGBP19.5%80.5%0.20.0
EURJPY17.4%82.6%0.10.0
EURUSD18.5%81.5%0.20.0
GBPJPY31.4%68.6%0.20.1
GBPUSD28.7%71.3%0.20.0
NZDUSD21.2%78.8%0.20.0
USDCAD27.1%72.9%0.30.1
USDCHF23.8%76.2%0.20.0
USDJPY18.9%81.1%0.20.0
XAGUSD95.0%5.0%11.010.4
XAUUSD55.1%44.9%3.21.8

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD25.3%56.4%18.4%0.099.2%
EURGBP17.5%64.5%18.0%0.099.7%
EURJPY23.7%56.5%19.8%0.099.8%
EURUSD21.3%60.5%18.3%0.099.8%
GBPJPY25.7%50.5%23.9%0.099.7%
GBPUSD21.1%59.5%19.4%0.099.5%
NZDUSD16.7%69.0%14.3%0.098.8%
USDCAD23.6%54.1%22.3%0.099.8%
USDCHF16.0%71.9%12.1%0.099.4%
USDJPY18.3%65.1%16.6%0.099.8%
XAGUSD29.1%50.5%20.3%3.691.5%
XAUUSD37.9%28.8%33.3%0.597.4%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.20.60.83.6
EURGBP0.00.20.30.98.7
EURJPY0.10.20.00.01.5
EURUSD0.10.20.51.01.7
GBPJPY0.10.20.01.14.2
GBPUSD0.10.20.31.03.2
NZDUSD0.00.00.50.72.0
USDCAD0.10.20.40.82.3
USDCHF0.00.30.00.92.9
USDJPY0.10.10.51.02.8
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD8.617.329.631.2874.9
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.37.917.428.5453.2

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD73.5%73.6%73.6%91.0%92.1%
EURGBP80.0%81.7%82.6%99.0%99.0%
EURJPY74.2%75.0%75.0%75.0%98.9%
EURUSD77.2%77.5%77.7%81.7%96.9%
GBPJPY73.5%73.8%73.8%80.2%98.7%
GBPUSD76.0%76.6%79.1%80.2%97.5%
NZDUSD80.4%80.4%81.3%96.9%97.3%
USDCAD74.5%74.8%74.8%74.8%96.9%
USDCHF83.7%83.8%83.8%97.8%97.9%
USDJPY78.8%79.8%81.6%82.7%98.3%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD70.8%70.8%84.1%87.1%89.9%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD59.2%60.7%93.7%93.7%94.8%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5094.1%
< 10098.5%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds27

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD23.1%53.0%23.9%0.0100.0%
EURGBP16.5%66.6%16.9%0.0100.0%
EURJPY19.8%60.9%19.3%0.0100.0%
EURUSD23.2%56.7%20.1%0.0100.0%
GBPJPY22.2%52.6%25.2%0.0100.0%
GBPUSD20.7%59.3%20.1%0.0100.0%
NZDUSD13.2%72.5%14.3%0.0100.0%
USDCAD21.9%56.0%22.1%0.0100.0%
USDCHF14.1%73.5%12.4%0.0100.0%
USDJPY16.2%67.9%15.9%0.0100.0%
XAGUSD26.9%46.7%26.4%0.3100.0%
XAUUSD36.1%27.6%36.3%-0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5094.7%
< 10098.7%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds27

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD80.9%19.1%0.20.03
EURGBP84.6%15.4%0.10.02
EURJPY76.5%23.5%0.40.09
EURUSD66.5%33.5%1.10.37
GBPJPY67.6%32.4%0.50.15
GBPUSD70.9%29.1%0.20.05
NZDUSD75.2%24.8%0.80.20
USDCAD80.3%19.7%0.20.05
USDCHF77.6%22.4%0.20.04
USDJPY72.7%27.3%0.20.06
XAGUSD6.6%93.4%14.113.16
XAUUSD37.3%62.7%4.72.94

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD19.5%80.5%0.20.0
EURGBP17.2%82.8%0.20.0
EURJPY23.9%76.1%0.70.2
EURUSD21.3%78.7%0.20.0
GBPJPY27.3%72.7%0.20.1
GBPUSD30.5%69.5%0.30.1
NZDUSD24.9%75.1%0.20.1
USDCAD18.4%81.6%0.20.0
USDCHF23.8%76.2%0.20.0
USDJPY20.5%79.5%0.30.1
XAGUSD95.9%4.1%11.611.1
XAUUSD60.7%39.3%5.53.3

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD24.6%57.9%17.5%0.099.5%
EURGBP16.1%69.0%14.8%0.099.9%
EURJPY20.9%59.3%19.8%0.099.9%
EURUSD19.6%63.6%16.8%0.099.8%
GBPJPY25.4%51.8%22.8%0.099.8%
GBPUSD21.4%59.9%18.7%0.099.5%
NZDUSD13.8%71.3%14.9%0.099.5%
USDCAD20.0%62.1%17.8%0.099.8%
USDCHF13.6%74.3%12.1%0.099.8%
USDJPY14.5%71.9%13.6%0.099.9%
XAGUSD30.0%53.0%17.0%7.187.1%
XAUUSD36.6%32.6%30.8%0.697.6%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.20.50.82.4
EURGBP0.00.20.30.910.4
EURJPY0.10.00.01.01.5
EURUSD0.00.20.51.02.0
GBPJPY0.10.00.01.26.3
GBPUSD0.10.20.41.03.4
NZDUSD0.00.20.50.72.7
USDCAD0.10.20.61.02.3
USDCHF0.00.20.00.97.1
USDJPY0.00.10.01.02.7
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD10.921.614.135.41311.3
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.25.518.40.0427.1

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD73.8%74.0%74.3%92.4%92.9%
EURGBP82.3%82.6%83.1%98.8%98.8%
EURJPY79.1%79.1%79.1%79.5%98.9%
EURUSD78.3%79.6%79.6%81.1%97.0%
GBPJPY75.9%75.9%75.9%77.2%98.7%
GBPUSD79.1%79.3%80.4%80.8%97.2%
NZDUSD84.5%85.0%85.5%98.2%98.3%
USDCAD78.9%79.1%79.3%79.5%97.6%
USDCHF83.7%83.9%83.9%98.7%98.8%
USDJPY84.4%85.9%85.9%95.0%98.7%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD70.2%70.4%70.4%83.4%86.0%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD61.0%61.3%92.6%92.6%94.0%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5089.9%
< 10098.0%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds31

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD21.0%56.1%22.9%0.0100.0%
EURGBP16.3%67.8%15.9%0.0100.0%
EURJPY21.0%59.3%19.7%0.0100.0%
EURUSD19.6%62.1%18.3%0.0100.0%
GBPJPY23.0%53.9%23.0%0.0100.0%
GBPUSD20.1%60.1%19.8%0.0100.0%
NZDUSD14.6%70.0%15.4%0.0100.0%
USDCAD15.8%66.4%17.7%0.0100.0%
USDCHF13.7%76.6%9.8%0.0100.0%
USDJPY13.5%73.0%13.5%0.0100.0%
XAGUSD26.2%46.7%27.1%-1.2100.0%
XAUUSD34.1%32.8%33.1%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5091.0%
< 10097.9%
< 25099.3%
< 50099.7%
< 1000100.0%
Average execution speed in milliseconds32

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD78.9%21.1%0.20.04
EURGBP79.9%20.1%0.20.03
EURJPY76.5%23.5%0.20.04
EURUSD74.4%25.6%0.30.06
GBPJPY66.8%33.2%0.30.08
GBPUSD66.9%33.1%0.20.07
NZDUSD75.3%24.7%0.20.04
USDCAD80.7%19.3%0.20.04
USDCHF77.8%22.2%0.20.04
USDJPY74.0%26.0%0.20.06
XAGUSD5.8%94.2%61.456.62
XAUUSD33.7%66.3%9.15.93

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD18.4%81.6%0.20.0
EURGBP22.6%77.4%0.20.1
EURJPY28.5%71.5%0.10.0
EURUSD20.3%79.7%0.20.0
GBPJPY25.2%74.8%0.30.1
GBPUSD32.4%67.6%0.20.1
NZDUSD26.5%73.5%0.20.0
USDCAD21.0%79.0%0.20.0
USDCHF19.9%80.1%0.20.0
USDJPY17.4%82.6%0.20.0
XAGUSD97.6%2.4%37.836.9
XAUUSD66.0%34.0%8.85.8

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD24.2%56.5%19.3%0.099.5%
EURGBP18.9%62.7%18.4%0.099.8%
EURJPY21.3%56.1%22.6%0.099.8%
EURUSD21.3%60.1%18.6%0.099.8%
GBPJPY26.5%49.3%24.3%0.099.7%
GBPUSD24.9%53.1%22.0%0.099.6%
NZDUSD18.0%64.3%17.7%0.099.1%
USDCAD18.2%65.1%16.7%0.099.8%
USDCHF15.1%71.0%13.9%0.099.7%
USDJPY16.0%69.8%14.2%0.099.8%
XAGUSD29.5%54.3%16.2%7.187.3%
XAUUSD33.6%38.6%27.8%0.797.0%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.20.50.83.1
EURGBP0.00.20.40.98.1
EURJPY0.10.00.01.01.4
EURUSD0.10.20.41.04.8
GBPJPY0.10.00.00.06.4
GBPUSD0.10.20.31.04.1
NZDUSD0.00.00.50.73.8
USDCAD0.10.20.50.03.0
USDCHF0.00.20.60.92.9
USDJPY0.00.10.51.06.2
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD10.512.431.536.3299.0
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.57.519.30.0557.0

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD71.6%71.7%72.8%93.2%93.7%
EURGBP77.8%78.2%78.8%98.6%98.7%
EURJPY70.0%70.0%70.0%73.1%99.0%
EURUSD75.3%75.9%76.0%77.6%96.3%
GBPJPY68.0%68.0%68.0%68.0%97.5%
GBPUSD74.2%74.3%75.3%76.2%96.7%
NZDUSD88.9%88.9%89.4%98.7%98.8%
USDCAD79.1%79.6%81.3%81.3%98.2%
USDCHF86.0%86.1%86.2%98.9%99.0%
USDJPY86.2%88.8%89.1%98.6%98.9%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD69.8%70.9%83.6%84.0%86.0%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD59.5%60.0%93.2%93.2%94.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5084.4%
< 10096.6%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds36

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD21.6%55.4%23.0%0.0100.0%
EURGBP18.9%62.6%18.5%0.0100.0%
EURJPY20.9%58.5%20.6%0.0100.0%
EURUSD19.8%59.7%20.5%0.0100.0%
GBPJPY26.7%44.8%28.5%0.0100.0%
GBPUSD24.3%52.0%23.7%0.0100.0%
NZDUSD18.3%63.1%18.6%0.0100.0%
USDCAD17.1%64.4%18.4%0.0100.0%
USDCHF14.1%71.0%14.9%0.0100.0%
USDJPY13.3%71.2%15.5%0.0100.0%
XAGUSD27.2%46.0%26.7%-0.3100.0%
XAUUSD31.2%37.4%31.4%-0.2100.0%
AUDUSD21.6%55.4%23.0%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5086.2%
< 10096.6%
< 25098.9%
< 50099.5%
< 1000100.0%
Average execution speed in milliseconds38

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD77.1%22.9%0.20.04
EURGBP77.9%22.1%0.20.04
EURJPY78.7%21.3%0.10.03
EURUSD72.3%27.7%0.40.09
GBPJPY62.5%37.5%0.30.09
GBPUSD59.6%40.4%0.30.13
NZDUSD67.9%32.1%0.20.05
USDCAD73.2%26.8%0.20.06
USDCHF77.7%22.3%0.20.04
USDJPY68.4%31.6%0.40.11
XAGUSD9.8%90.2%62.154.62
XAUUSD27.7%72.3%49.734.99

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD16.1%83.9%0.20.0
EURGBP24.6%75.4%0.40.1
EURJPY16.1%83.9%0.50.1
EURUSD20.8%79.2%0.20.1
GBPJPY29.5%70.5%0.20.1
GBPUSD34.4%65.6%0.20.1
NZDUSD25.0%75.0%0.10.0
USDCAD21.4%78.6%0.20.0
USDCHF19.2%80.8%0.20.0
USDJPY18.1%81.9%0.20.0
XAGUSD95.8%4.2%17.316.6
XAUUSD69.6%30.4%10.87.5

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD18.0%66.8%15.2%0.099.5%
EURGBP19.3%63.1%17.6%0.099.2%
EURJPY22.1%57.7%20.3%0.099.9%
EURUSD18.0%66.5%15.5%0.099.8%
GBPJPY24.6%51.0%24.4%0.099.5%
GBPUSD23.5%55.8%20.7%0.098.8%
NZDUSD10.7%78.0%11.3%0.099.4%
USDCAD14.8%71.4%13.8%0.099.9%
USDCHF10.7%78.0%11.3%0.099.9%
USDJPY14.3%73.0%12.7%0.0100.0%
XAGUSD21.0%67.1%11.9%4.091.3%
XAUUSD26.2%51.1%22.7%0.498.4%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.50.83.1
EURGBP0.10.20.50.916.9
EURJPY0.10.20.00.01.4
EURUSD0.00.20.41.03.4
GBPJPY0.10.20.00.22.2
GBPUSD0.10.20.41.04.2
NZDUSD0.00.20.60.74.2
USDCAD0.00.20.50.02.8
USDCHF0.00.20.00.93.1
USDJPY0.00.10.51.09.0
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD5.814.827.533.3418.4
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.36.018.90.0476.9

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD79.0%79.4%79.5%95.9%96.3%
EURGBP82.7%83.4%84.1%98.0%98.1%
EURJPY73.5%82.9%82.9%82.9%98.9%
EURUSD81.8%82.3%82.4%85.2%97.7%
GBPJPY77.1%77.4%77.4%77.6%98.5%
GBPUSD76.6%77.0%78.4%79.3%96.9%
NZDUSD94.9%95.6%96.0%99.2%99.2%
USDCAD83.8%84.6%85.2%85.2%98.7%
USDCHF87.2%87.5%87.5%99.1%99.2%
USDJPY83.1%86.3%86.7%98.8%99.1%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD77.1%77.5%88.9%88.6%89.9%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD68.1%67.9%95.7%95.7%96.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5090.6%
< 10097.5%
< 25099.6%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds32

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD16.0%66.8%17.1%0.0100.0%
EURGBP18.2%63.0%18.8%0.0100.0%
EURJPY21.6%57.8%20.6%0.0100.0%
EURUSD17.1%65.9%17.0%0.0100.0%
GBPJPY20.0%57.4%22.6%0.0100.0%
GBPUSD22.3%55.6%22.1%0.0100.0%
NZDUSD12.3%75.6%12.1%0.0100.0%
USDCAD12.9%73.0%14.1%0.0100.0%
USDCHF10.8%80.1%9.1%0.0100.0%
USDJPY13.6%73.8%12.6%0.0100.0%
XAGUSD21.2%58.7%20.0%0.3100.0%
XAUUSD24.4%51.5%24.1%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5091.6%
< 10097.3%
< 25099.0%
< 50099.7%
< 1000100.0%
Average execution speed in milliseconds33

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD76.7%23.3%0.30.06
EURGBP62.7%37.3%0.40.15
EURJPY79.2%20.8%0.20.04
EURUSD72.9%27.1%0.30.07
GBPJPY47.0%53.0%0.50.24
GBPUSD51.4%48.6%0.50.22
NZDUSD69.6%30.4%0.20.05
USDCAD74.6%25.4%0.30.06
USDCHF70.8%29.2%0.30.07
USDJPY68.8%31.2%0.30.09
XAGUSD6.3%93.7%23.221.25
XAUUSD32.6%67.4%11.57.62

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD18.8%81.2%0.40.1
EURGBP36.1%63.9%0.30.1
EURJPY22.6%77.4%0.30.1
EURUSD24.1%75.9%0.20.1
GBPJPY47.1%52.9%0.50.2
GBPUSD48.9%51.1%0.50.2
NZDUSD23.6%76.4%0.30.1
USDCAD23.3%76.7%0.20.1
USDCHF22.3%77.7%0.20.0
USDJPY15.7%84.3%0.20.0
XAGUSD96.1%3.9%13.713.2
XAUUSD67.6%32.4%5.63.8

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Fill Rate***
AUDUSD22.4%58.4%19.2%0.098.4%
EURGBP16.5%65.8%17.7%0.099.7%
EURJPY24.7%51.4%23.9%0.099.6%
EURUSD18.4%64.9%16.7%0.099.7%
GBPJPY25.7%51.4%22.9%0.099.5%
GBPUSD25.4%51.2%23.4%0.099.3%
NZDUSD11.4%77.3%11.4%0.099.2%
USDCAD16.5%67.9%15.6%0.099.6%
USDCHF14.8%74.4%10.8%0.099.7%
USDJPY18.0%65.9%16.1%0.099.8%
XAGUSD23.5%63.4%13.1%4.191.6%
XAUUSD31.6%41.0%27.4%0.597.2%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.10.40.717.4
EURGBP0.10.20.50.97.2
EURJPY0.00.00.00.01.5
EURUSD0.00.20.41.03.8
GBPJPY0.10.20.40.01.9
GBPUSD0.10.20.50.92.2
NZDUSD0.00.00.00.72.9
USDCAD0.00.20.50.92.7
USDCHF0.00.20.50.93.2
USDJPY0.00.10.51.04.8
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD7.714.028.242.5616.2
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.74.119.20.0758.8

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD74.9%75.7%76.1%95.0%95.2%
EURGBP83.3%90.2%92.2%99.3%99.4%
EURJPY67.6%67.6%67.6%67.6%98.8%
EURUSD79.4%79.9%80.3%83.9%97.8%
GBPJPY71.6%71.8%71.9%71.9%98.0%
GBPUSD74.2%74.8%75.1%76.0%97.3%
NZDUSD91.4%91.4%91.4%99.0%99.0%
USDCAD80.8%81.1%82.7%82.8%98.5%
USDCHF79.6%80.9%81.3%98.1%98.2%
USDJPY80.8%82.7%83.1%97.2%98.4%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD75.9%76.0%88.1%89.0%90.1%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD63.6%63.2%94.2%94.2%95.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5092.1%
< 10098.5%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds29

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD20.3%58.7%20.9%0.0100.0%
EURGBP15.8%65.6%18.6%0.0100.0%
EURJPY21.6%54.4%24.0%0.0100.0%
EURUSD17.8%63.6%18.6%0.0100.0%
GBPJPY21.8%54.1%24.0%0.0100.0%
GBPUSD24.2%51.3%24.5%0.0100.0%
NZDUSD11.4%76.7%11.9%0.0100.0%
USDCAD14.5%70.5%15.0%0.0100.0%
USDCHF8.5%80.9%10.6%0.0100.0%
USDJPY14.0%69.2%16.8%0.0100.0%
XAGUSD23.0%54.3%22.7%0.2100.0%
XAUUSD29.8%40.3%29.9%-0.2100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5092.8%
< 10098.2%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds29

 

Resting Limit Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD76.1%23.9%0.20.04
EURGBP70.6%29.4%0.20.06
EURJPY76.9%23.1%0.20.04
EURUSD76.9%23.1%0.20.04
GBPJPY60.3%39.7%0.30.11
GBPUSD61.6%38.4%0.30.11
NZDUSD66.3%33.7%0.20.06
USDCAD76.4%23.6%0.20.04
USDCHF81.0%19.0%0.40.07
USDJPY77.8%22.2%0.20.05
XAGUSD6.2%93.8%13.012.13
XAUUSD30.9%69.1%8.75.96

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD23.5%76.5%0.20.0
EURGBP29.0%71.0%0.20.1
EURJPY24.9%75.1%0.50.1
EURUSD21.7%78.3%0.20.0
GBPJPY35.0%65.0%0.20.1
GBPUSD39.7%60.3%0.30.1
NZDUSD28.3%71.7%0.20.0
USDCAD24.0%76.0%0.20.0
USDCHF21.8%78.2%0.10.0
USDJPY20.5%79.5%0.30.1
XAGUSD96.0%4.0%12.912.4
XAUUSD67.0%33.0%9.26.1

* Average improvement based on limit orders that were Improvement.
** Average improvement based on all limit orders. Calculated from the limit order level.

Tržní pokyn

Tržní pokyn je tradiční instrukce k obchodování co největšího množství pokynu za co nejlepších podmínek dostupných na trhu. Tržní pokyn se bude považovat za platný v rámci daného dne. Pokud je společnost Saxo přesvědčena, že může tržní pokyn provést ihned s využitím vlastní likvidity, provede ho. Jinak přesměruje pokyn třetí straně, která se pokusí o jeho exekuci. Pokud pokyn nelze okamžitě celý splnit, bude Saxo pokračovat v jeho zpracování až do oficiálního uzavření relevantního trhu.

Tržní pokyn IOC (Immediate or Cancel)

Tržní pokyn IOC (Immediate or Cancel) se podobá standardnímu tržnímu pokynu (popsáno výše). Je to pokyn k okamžitému obchodování za nejlepších dostupných podmínek, ale Saxo nebude pokračovat ve zpracování, pokud není možné pokyn okamžitě splnit. Pokud je společnost Saxo přesvědčena, že může tržní pokyn provést ihned s využitím vlastní likvidity, provede ho. Jinak přesměruje pokyn třetí straně, která se pokusí o jeho exekuci. Pokud není možné pokyn okamžitě splnit, zruší se.

Limitní pokyn IOC (Immediate or Cancel)

Limitní pokyn IOC (Immediate or Cancel) je pokyn k obchodování za cenu, kterou vidíte na obrazovce, pokud je stále k dispozici, a podléhá definované toleranci. Tolerance vám umožní řídit cenový rozsah definováním minimálního cenového rozdílu (při prodeji) nebo maximálního cenového rozdílu (při nákupu), který jste ochotni přijmout. Toleranci můžete zadat jako pevný přírůstek ceny nebo jako procento aktuální ceny na trhu. Saxo může pokyn realizovat za horší cenu, než jakou jste viděli na obrazovce, za předpokladu, že cenový rozdíl nepřekročí stanovenou toleranci. Pokud je k dispozici lepší cena, Saxo vám umožní využít dostupné zlepšení realizací pokynu za výhodnější cenu. Stejně jako u tržního pokynu IOC zde platí, že pokud se Saxo nemůže poskytnout dostatečnou likviditu z vlastních účtů, může objednávku přesměrovat externím stranám. Pokud není možné pokyn okamžitě splnit, zruší se.

Limitní pokyn

Limitní pokyn je pokyn k obchodování za určenou nebo lepší cenu, pokud je možné ho realizovat v rámci zadané doby. K dispozici jsou následující doby platnosti pokynů:

  • Denní pokyn (DO): Platí do oficiálního ukončení obchodování v den zadání pokynu (nebo v následující pracovní den u pokynů přijatých během víkendu).

  • Platný do data (GTD): Platí do oficiálního ukončení obchodování pro vámi vybrané datum.

  • Platný až do zrušení (GTC): Platí neomezeně dokud ho přímo nezrušíte.

Limitní pokyn se spustí, jakmile tržní cena dosáhne limitní ceny. Pokud je společnost Saxo přesvědčena, že může limitní pokyn provést ihned s využitím vlastní likvidity, realizuje ho. Jinak přesměruje pokyn třetí straně, která se pokusí o jeho exekuci. Když není k úplné realizaci pokynu za určenou cenu dostupná dostatečná likvidita z vlastních účtů Saxo ani externě, vrátí se zbylá část pokynu jako čekající pokyn.

Stop pokyn

Stop pokyn se obvykle používá k uzavření pozice s cílem zabránit dalším ztrátám v případě, že se trh vyvíjí opačným směrem. Lze ho také použít k otevření pozice, když trh prochází zvolenou úrovní. Stop pokyn může mít podobné trvání jako limitní pokyn (viz výše). Stop pokyn zadaný na nákup se považuje za pokyn „Stop if Bid“. Stop pokyn zadaný na prodej se považuje za pokyn „Stop if Offer“.

  • Stop pokyn na prodej se spustí, jakmile dosáhne „Offer“ cena sledovaná v primárním mezibankovním místě realizace1 danou cenovou hladinu. Po spuštění se bude pokyn chovat jako tržní pokyn.

  • Stop pokyn na nákup se spustí, jakmile dosáhne cena „Bid“ sledovaná v primárním mezibankovním místě realizace1 udanou cenovou hladinu. Po spuštění se bude pokyn chovat jako tržní pokyn.

Tato úprava slouží k vaší ochraně před rizikem spuštění stop pokynu následkem rozšíření spreadů bez skutečného pohybu na trhu. K tomu může dojít v době zveřejňování ekonomických ukazatelů nebo v časech snížené likvidity, jako je například ve chvíli přerolování data vypořádání nebo při uzavření a otevření trhu. Mějte na paměti, že to znamená, že stop pokyn nebude nikdy proveden na zadané úrovni, ale vždy ve spreadu mimo stop úroveň. Tam, kde je pokyn připojen k otevřené pozici, dojde v případě uzavření pozice k jeho automatickému zrušení. Hladinu spuštění stop pokynu lze nastavit tak, aby sledovala trh. V takovém případě se bude hladina spuštění pohybovat spolu s příznivým tržním pohybem. Hladina spuštění pokynu trailing stop se pohybuje v krocích definovaných při zadání pokynu.

Pokyn stop limit

Pokyn stop limit čeká stejným způsobem jako stop pokyn. Po spuštění se však neprovede za nejbližší dostupnou cenu, ale přemění se na limitní pokyn za předem domluvenou limitní cenu. Od té chvíle se pokyn považuje za limitní pokyn. Tento typ pokynu vám poskytuje určitou ochranu nepříznivého splnění v případech mezer v trhu nebo při nelikvidním trhu. Pokyny trailing stop limit nejsou k dispozici.


1Stop pokyn bude spuštěn na základě ceny pozorované v primárním mezibankovním místě realizace s nejvyšší prioritou. Pokud v primárním mezibankovním místě realizace není žádná dostupná likvidita, vyhrazuje si Saxo Bank právo použít sekundární mezibankovní místo realizace nebo náhradního poskytovatele likvidity.

Prohlédněte si všechny naše ceny

Získejte vysoce konkurenceschopné spready a provize na všechny třídy aktiv a k tomu při nárůstu objemu ještě lepší sazby.

Jste připraveni začít?

Účet u Saxo si otevřete pouze v několika krocích a získáte přístup ke všem třídám aktiv


Upozornění na rizika spojená s Forexem

Forex je kategorizován jako červený produkt, neboť je považován za investiční produkt s vyšší komplexností a vysokým rizikem.
Dánské banky jsou povinny dělit investiční produkty nabízené retailovým klientům do kategorií podle složitosti a rizikovosti produktu. Jsou to tyto kategorie: zelená, žlutá a červená. Kliknutím sem zobrazíte další informace

Saxo Bank A/S, organizační složka
Na Poříčí 3a
Praha 1, 110 00
Česká republika

Kontaktujte Saxo Bank

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Seznamte se s riziky
Obchodování je vždy spojeno s rizikem. Více informací. Abychom vám pomohli pochopit související rizika, sestavili jsme pro vás sérii dokumentů s klíčovými informacemi (KID), které zdůrazňují rizika a výhody související s jednotlivými produkty. Další dokumenty s klíčovými informacemi jsou k dispozici na naší obchodní platformě. Více informací

Tato webová stránka je přístupná kdekoliv na světě, nicméně informace uvedené na stránkách se vztahují k Saxo Bank A/S a nejsou specifické pro konkrétní entitu Saxo Bank Group. Všichni klienti budou přímo v kontaktu se Saxo Bank A/S a všechny klientské smlouvy budou uzavřeny se Saxo Bank A/S, a proto se budou řídit dánským právem.

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