Order und Ausführung

As a way to demonstrate its commitment to increased transparency and delivery of fair outcomes to clients, Saxo Bank has taken the initiative to publish it's FX order execution statistics to help clients evaluate execution quality when considering their best choice of trading provider. 

We are proud that these statistics illustrate that Saxo Bank’s interests are aligned with our clients in providing quality execution with significant price improvement and no asymmetric slippage.

The tables below show the following execution statistics published on a monthly basis, for Saxo Bank’s most traded FX spot currency pairs:

  • Limit IOC Order Statistics
  • Limit IOC Order Average Improvement, by price tolerance setting
  • Limit IOC Order Fill Rate, by price tolerance setting
  • Limit IOC Order Execution Speed
  • Market Order Statistics
  • Market Order Execution Speed
  • Resting Stop Order Statistics
  • Resting Limit Order Statistics

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD17.9%65.4%16.7%0.00.80.898.9%
EURGBP22.3%59.3%18.4%0.01.01.099.4%
EURJPY29.2%44.9%26.0%0.01.51.499.2%
EURUSD24.2%53.6%22.3%0.01.41.499.4%
GBPJPY30.0%48.3%21.7%0.02.02.099.5%
GBPUSD25.4%51.7%22.9%0.01.51.599.5%
NZDUSD19.3%66.9%13.7%0.00.70.798.9%
USDCAD21.2%59.8%19.0%0.02.12.199.6%
USDCHF18.8%63.8%17.4%0.01.01.099.7%
USDJPY17.5%66.1%16.4%0.04.44.499.6%
XAGUSD17.6%75.2%7.2%1.981.279.395.7%
XAUUSD27.5%50.4%22.1%0.213.313.199.3%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.00.40.87.6
EURGBP0.10.922.1
EURJPY0.10.11.11.5
EURUSD0.10.20.61.01.4
GBPJPY0.10.51.12.0
GBPUSD0.10.31.01.01.5
NZDUSD0.00.60.71.6
USDCAD0.10.10.51.02.2
USDCHF0.00.51.03.9
USDJPY0.10.10.61.04.7
0.0 PIPS*1 – 10 PIPS*11 – 25 PIPS*25– 50 PIPS*> 51 PIPS*
XAGUSD4.318.44317.1
0.0 PIPS*1 – 10 PIPS*11 – 20 PIPS*21– 30 PIPS*> 31 PIPS*
XAUUSD1.06.113.225.273.9

* 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
AUDUSD77.9%77.9%78.1%99.0%98.9%
EURGBP70.0%70.0%70.0%98.6%98.6%
EURJPY70.5%70.3%70.3%72.9%98.0%
EURUSD71.2%73.1%76.4%80.0%98.6%
GBPJPY75.4%75.4%76.3%76.4%98.9%
GBPUSD68.8%69.1%69.3%81.9%99.1%
NZDUSD70.9%70.9%72.0%97.7%97.8%
USDCAD72.3%72.4%72.7%73.2%99.1%
USDCHF72.7%72.7%76.6%99.3%99.3%
USDJPY76.1%81.2%83.0%88.3%98.9%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD88.5%88.5%95.3%95.4%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD74.8%82.2%98.8%98.8%98.8%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5077.0%
< 10095.6%
< 25099.5%
< 50099.9%
< 1000100.0%
Average execution speed47 milliseconds

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD16.7%67.6%15.7%0.0100.0%
EURGBP19.3%64.5%16.2%0.0100.0%
EURJPY26.0%51.5%22.5%0.0100.0%
EURUSD21.2%57.3%21.5%0.0100.0%
GBPJPY25.5%51.6%23.0%0.0100.0%
GBPUSD21.9%55.4%22.7%0.0100.0%
NZDUSD15.5%71.7%12.8%0.0100.0%
USDCAD18.6%63.3%18.1%0.0100.0%
USDCHF16.5%70.8%12.7%0.0100.0%
USDJPY16.0%69.3%14.7%0.0100.0%
XAGUSD15.4%67.9%16.7%–0.7100.0%
XAUUSD25.2%53.5%21.3%0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5079.8%
< 10096.0%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed43 milliseconds

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD67.5%32.5%0.60.0
EURGBP62.6%37.4%0.5–0.1
EURJPY52.3%47.7%0.62.8
EURUSD56.5%43.5%0.70.2
GBPJPY36.1%63.9%0.50.3
GBPUSD68.0%32.0%0.9–0.1
NZDUSD58.8%41.2%0.90.1
USDCAD63.6%36.4%2.50.5
USDCHF77.8%22.2%0.5–0.2
USDJPY65.5%34.5%0.60.0
XAGUSD44.3%55.7%35.78.6
XAUUSD65.4%34.6%18.4–1.4

* 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)**
AUDUSD16.0%84.0%0.20.0
EURGBP14.6%85.4%0.30.0
EURJPY25.5%74.5%0.20.1
EURUSD17.2%82.8%0.20.0
GBPJPY41.8%58.2%0.30.1
GBPUSD26.4%73.6%0.20.1
NZDUSD18.2%81.8%0.30.0
USDCAD23.9%76.1%0.60.1
USDCHF15.9%84.1%0.20.0
USDJPY19.4%80.6%0.20.0
XAGUSD45.6%54.4%10.44.8
XAUUSD46.1%53.9%6.83.1

* 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 Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD18.1%64.2%17.7%0.00.90.999.4%
EURGBP18.1%64.5%17.4%0.00.90.999.6%
EURJPY26.5%46.9%26.5%0.09.39.399.3%
EURUSD22.7%55.1%22.2%0.02.42.399.5%
GBPJPY27.8%46.3%25.9%0.01.61.699.2%
GBPUSD24.5%52.0%23.5%0.01.61.599.1%
NZDUSD17.2%65.9%16.9%0.00.70.799.5%
USDCAD20.5%59.1%20.4%0.02.22.299.3%
USDCHF17.0%66.0%17.0%0.01.01.099.4%
USDJPY18.4%63.6%18.1%0.01.51.599.4%
XAGUSD10.6%82.0%7.4%1.032.731.796.4%
XAUUSD26.6%47.6%25.8%0.114.514.398.9%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.00.10.40.829.4
EURGBP0.10.96.1
EURJPY0.10.51.09.4
EURUSD0.10.20.61.02.4
GBPJPY0.10.40.81.7
GBPUSD0.10.20.61.01.6
NZDUSD0.00.50.75.9
USDCAD0.10.10.81.02.3
USDCHF0.00.10.51.06.0
USDJPY0.00.20.41.01.6
0.0 PIPS*1 – 10 PIPS*11 – 25 PIPS*25 – 50 PIPS*> 51 PIPS*
XAGUSD2.02.417.31280.2
0.0 PIPS*1 – 10 PIPS*11 – 20 PIPS*21 – 30 PIPS*> 31 PIPS*
XAUUSD0.75.913.126.1152.5

* 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
AUDUSD77.2%79.4%81.3%99.4%99.3%
EURGBP88.2%88.2%88.2%99.5%99.5%
EURJPY76.3%76.3%79.5%81.1%99.1%
EURUSD74.2%76.3%84.1%86.9%99.0%
GBPJPY79.8%79.8%82.0%84.0%99.1%
GBPUSD70.4%70.6%71.2%84.6%98.9%
NZDUSD73.6%73.6%74.5%99.1%99.1%
USDCAD73.8%74.3%74.8%83.5%99.1%
USDCHF63.8%64.4%75.3%99.0%99.0%
USDJPY72.6%84.9%85.7%91.9%99.1%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD84.9%85.2%96.6%96.7%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD75.1%85.5%98.7%98.7%98.7%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5082.1%
< 10095.3%
< 25099.2%
< 50099.7%
< 100099.9%
Average execution speed46 milliseconds

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD16.1%66.5%17.4%0.0100.0%
EURGBP14.4%72.2%13.3%0.0100.0%
EURJPY22.1%54.8%23.1%0.0100.0%
EURUSD19.9%60.0%20.2%0.0100.0%
GBPJPY23.1%54.7%22.3%0.0100.0%
GBPUSD21.1%58.4%20.4%0.0100.0%
NZDUSD14.8%70.1%15.1%0.0100.0%
USDCAD17.5%64.8%17.7%0.0100.0%
USDCHF11.6%75.4%12.9%0.0100.0%
USDJPY17.4%63.9%18.7%0.0100.0%
XAGUSD10.1%74.3%15.6%–1.1100.0%
XAUUSD23.5%52.9%23.6%–0.1100.0%

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

 

Market Order Execution Speed

Time in MillisecondsFill Rate
< 5081.9%
< 10094.7%
< 25099.3%
< 50099.8%
< 1000100.0%
Average execution speed44 milliseconds

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD73.5%26.5%0.4–0.1
EURGBP64.8%35.2%0.40.0
EURJPY60.1%39.9%0.50.0
EURUSD63.4%36.6%0.50.0
GBPJPY41.2%58.8%0.40.2
GBPUSD68.3%31.7%1.0–0.1
NZDUSD55.7%44.3%0.70.1
USDCAD63.0%37.0%1.50.2
USDCHF70.1%29.9%0.7–0.1
USDJPY62.8%37.2%0.50.1
XAGUSD36.8%63.2%172.2101.6
XAUUSD39.5%60.5%22.811.2

 * 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)**
AUDUSD16.2%83.8%0.30.0
EURGBP12.6%87.4%0.30.0
EURJPY26.0%74.0%0.20.1
EURUSD16.1%83.9%0.20.0
GBPJPY37.4%62.6%0.20.1
GBPUSD34.8%65.2%0.20.1
NZDUSD18.3%81.7%0.30.1
USDCAD23.8%76.2%0.40.1
USDCHF19.4%80.6%0.20.0
USDJPY18.2%81.8%0.20.0
XAGUSD41.2%58.8%18.97.8
XAUUSD47.5%52.5%12.25.8

* 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 PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD15.0%69.8%15.2%0.01.11.199.6%
EURGBP16.1%68.9%15.1%0.01.21.299.7%
EURJPY23.6%52.1%24.3%0.013.513.599.7%
EURUSD18.6%62.9%18.5%0.02.82.899.6%
GBPJPY25.6%50.6%23.8%0.01.81.899.6%
GBPUSD19.6%61.3%19.1%0.01.81.899.5%
NZDUSD14.7%70.0%15.3%0.00.70.799.6%
USDCAD18.6%62.8%18.6%0.02.02.099.3%
USDCHF13.5%73.1%13.4%0.01.01.099.8%
USDJPY18.6%62.5%18.9%0.02.22.299.4%
XAGUSD12.2%79.3%8.5%1.259.057.895.4%
XAUUSD28.6%43.8%27.7%0.214.914.798.7%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.00.20.50.828.1
EURGBP0.00.20.956.0
EURJPY0.1
0.61.113.8
EURUSD0.10.20.61.02.9
GBPJPY0.1

0.81.8
GBPUSD0.10.20.51.01.9
NZDUSD0.0
0.40.76.8
USDCAD0.1
0.61.02.0
USDCHF0.0
0.51.05.2
USDJPY0.00.20.51.02.3
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD0.0
18.1
1239.4
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD1.15.313.327.082.9

* 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
AUDUSD82.3%84.1%87.5%99.4%99.4%
EURGBP77.8%78.5%78.5%99.3%99.3%
EURJPY68.4%68.4%70.2%76.9%99.0%
EURUSD77.6%80.4%86.8%90.9%99.3%
GBPJPY60.0%60.0%60.0%63.0%99.1%
GBPUSD76.5%78.4%80.3%86.0%98.9%
NZDUSD70.8%70.8%72.5%99.1%99.1%
USDCAD72.3%72.3%73.9%85.0%99.2%
USDCHF78.6%78.6%85.5%99.5%99.5%
USDJPY75.6%83.7%84.1%92.8%99.1%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD90.0%90.0%95.2%-95.4%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD72.8%89.5%98.5%98.5%98.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5084.9%
< 10096.0%
< 25099.0%
< 50099.6%
< 100099.8%
Average execution speed45 milliseconds

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD13.2%72.9%13.9%0.0100.0%
EURGBP12.9%77.3%9.8%0.0100.0%
EURJPY16.8%63.6%19.7%0.0100.0%
EURUSD16.2%67.4%16.4%0.0100.0%
GBPJPY22.0%58.9%19.1%0.0100.0%
GBPUSD16.5%66.5%17.1%0.0100.0%
NZDUSD12.1%74.0%13.9%0.0100.0%
USDCAD15.2%70.0%14.8%0.0100.0%
USDCHF12.0%72.9%15.1%0.0100.0%
USDJPY17.8%63.5%18.8%0.0100.0%
XAGUSD10.8%77.0%12.2%-0.1100.0%
XAUUSD26.3%47.8%25.9%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5083.7%
< 10095.5%
< 25099.2%
< 50099.7%
< 1000100.0%
Average execution speed42 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD72.1%27.9%0.4–0.1
EURGBP61.6%38.4%0.70.1
EURJPY63.8%36.2%0.80.1
EURUSD63.9%36.1%0.60.1
GBPJPY34.9%65.1%1.40.9
GBPUSD65.5%34.5%1.10.0
NZDUSD75.3%24.7%0.40.2
USDCAD68.5%31.5%1.30.0
USDCHF70.3%29.7%0.40.1
USDJPY65.0%35.0%0.60.1
XAGUSD39.9%60.1%38.921.9
XAUUSD28.7%71.3%11.77.2

 * 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)**
AUDUSD17.6%82.4%0.20.0
EURGBP18.4%81.6%0.80.1
EURJPY23.0%77.0%0.30.1
EURUSD17.4%82.6%0.30.0
GBPJPY30.6%69.4%0.30.1
GBPUSD34.5%65.5%0.40.1
NZDUSD21.5%78.5%0.20.0
USDCAD22.2%77.8%0.20.0
USDCHF24.1%75.9%0.10.0
USDJPY18.9%81.1%0.30.0
XAGUSD44.8%55.2%15.16.8
XAUUSD45.1%54.9%5.72.6

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD18.6%63.5%17.9%0.01.01.099.2%
EURGBP17.7%63.7%18.7%0.01.71.799.5%
EURJPY29.0%42.3%28.8%0.010.410.499.5%
EURUSD21.3%57.9%20.8%0.02.52.599.5%
GBPJPY29.8%42.0%28.1%0.02.12.199.4%
GBPUSD23.1%53.1%23.7%0.02.02.099.3%
NZDUSD17.8%65.7%16.5%0.00.70.798.9%
USDCAD22.9%55.2%21.9%0.02.52.499.2%
USDCHF15.8%69.0%15.2%0.01.01.099.5%
USDJPY24.0%52.4%23.6%0.04.44.499.6%
XAGUSD13.8%79.3%6.9%1.852.750.995.3%
XAUUSD29.3%42.9%27.9%0.215.915.798.9%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.10.20.40.824.6
EURGBP0.00.10.40.961.1
EURJPY0.10.20.41.110.6
EURUSD0.10.20.61.02.6
GBPJPY0.10.5
2.1
GBPUSD0.10.10.50.92.1
NZDUSD0.0

0.76.6
USDCAD0.1
0.71.12.5
USDCHF0.00.10.50.98.9
USDJPY0.00.20.41.04.8
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD0.04.818.4-1179.3
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD1.66.113.326.776.2

* 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
AUDUSD80.3%86.2%90.7%99.0%99.0%
EURGBP85.4%84.5%84.7%99.3%99.3%
EURJPY68.3%68.6%69.6%70.7%99.0%
EURUSD74.9%79.4%82.8%86.7%98.8%
GBPJPY84.4%84.4%85.3%85.3%99.3%
GBPUSD75.3%76.2%77.2%87.5%99.0%
NZDUSD82.4%82.4%82.4%98.6%98.6%
USDCAD76.8%76.8%79.8%83.4%98.9%
USDCHF73.5%73.7%79.4%98.4%98.4%
USDJPY78.3%82.4%84.5%94.3%98.7%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSALL
XAGUSD77.8%88.2%95.1%95.1%95.3%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSALL
XAUUSD72.8%88.7%98.5%98.5%98.5%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5088.7%
< 10096.1%
< 25099.0%
< 50099.6%
< 100099.9%
Average execution speed41 milliseconds

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD16.0%68.2%15.9%0.0100.0%
EURGBP13.7%74.5%11.8%0.0100.0%
EURJPY20.8%57.6%21.7%0.0100.0%
EURUSD17.7%65.4%16.9%0.0100.0%
GBPJPY23.9%51.6%24.5%0.0100.0%
GBPUSD20.3%60.6%19.0%0.0100.0%
NZDUSD15.6%71.9%12.5%0.0100.0%
USDCAD18.5%66.1%15.4%0.0100.0%
USDCHF17.0%68.4%14.5%0.0100.0%
USDJPY20.8%57.6%21.6%0.0100.0%
XAGUSD12.3%78.0%9.7%0.1100.0%
XAUUSD24.3%51.4%24.3%0.0100.0%

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

 

Market Order Execution Speed

Time in MillisecondsFill Rate
< 5087.7%
< 10095.1%
< 25099.2%
< 50099.7%
< 1000100.00%
Average execution speed37 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD73.1%26.9%0.4-0.2
EURGBP59.6%40.4%0.60.1
EURJPY58.5%41.5%1.00.2
EURUSD63.0%37.0%0.60.0
GBPJPY34.0%66.0%0.50.3
GBPUSD63.1%36.9%0.90.0
NZDUSD49.5%50.5%0.80.2
USDCAD67.1%32.9%0.9-0.1
USDCHF66.3%33.7%0.4-0.1
USDJPY62.6%37.4%0.70.1
XAGUSD25.2%74.8%32.922.7
XAUUSD31.2%68.8%10.56.6

* 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)**
AUDUSD20.8%79.2%0.20.0
EURGBP15.5%84.5%0.30.1
EURJPY22.8%77.2%0.30.1
EURUSD17.0%83.0%0.30.0
GBPJPY34.3%65.7%0.30.1
GBPUSD34.5%65.5%0.30.1
NZDUSD19.0%81.0%0.30.1
USDCAD23.8%76.2%0.40.1
USDCHF18.7%81.3%0.20.0
USDJPY19.2%80.8%0.20.0
XAGUSD44.3%55.7%15.97.0
XAUUSD46.1%53.9%3.41.6

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD22.0%56.6%21.4%0.00.90.998.9%
EURGBP19.4%60.2%20.5%0.00.90.999.2%
EURJPY41.8%32.0%26.1%0.212.512.399.4%
EURUSD24.0%52.0%24.1%0.03.13.199.5%
GBPJPY44.2%27.7%28.1%0.32.21.998.8%
GBPUSD26.4%46.7%26.9%0.01.91.999.2%
NZDUSD21.8%56.6%21.6%0.00.80.898.2%
USDCAD24.3%52.6%23.1%0.02.52.599.1%
USDCHF21.2%57.2%21.6%0.01.01.099.2%
USDJPY28.2%46.5%25.3%0.05.25.299.5%
XAGUSD18.7%70.3%11.0%2.369.066.693.9%
XAUUSD30.6%40.6%28.8%0.316.115.898.6%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.10.20.50.816.8
EURGBP0.10.10.30.94.4
EURJPY0.10.20.70.912.6
EURUSD0.10.20.61.03.2
GBPJPY0.10.60.82.2
GBPUSD0.10.20.41.01.9
NZDUSD0.00.70.74.7
USDCAD0.10.10.51.02.5
USDCHF0.00.50.97.8
USDJPY0.10.20.51.05.4
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD6.014.919.11223.3
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD1.16.213.426.468.0

* 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
AUDUSD54.8%70.2%77.5%98.3%98.3%
EURGBP84.4%85.7%87.0%99.0%99.0%
EURJPY71.4%72.5%76.7%79.8%99.2%
EURUSD71.7%76.8%81.4%89.8%99.1%
GBPJPY80.6%80.6%87.2%87.8%98.7%
GBPUSD81.5%87.0%86.6%95.0%99.1%
NZDUSD77.8%77.8%78.6%97.9%97.9%
USDCAD75.9%77.7%78.3%82.2%98.8%
USDCHF70.6%70.6%76.1%98.7%98.8%
USDJPY76.8%82.4%83.3%88.7%98.8%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSALL
XAGUSD100.0%55.9%93.1%93.1%93.4%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSALL
XAUUSD81.6%88.5%98.3%98.2%98.3%

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5084.6%
< 10093.9%
< 25099.3%
< 50099.8%
< 1000100.0%
Average execution speed41 milliseconds

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD16.7%68.1%15.2%0.0100.0%
EURGBP13.8%73.1%13.1%0.0100.0%
EURJPY47.0%31.2%21.8%0.2100.0%
EURUSD20.0%60.2%19.8%0.0100.0%
GBPJPY47.4%27.5%25.1%0.2100.0%
GBPUSD21.6%57.4%21.1%0.0100.0%
NZDUSD16.2%66.5%17.3%0.0100.0%
USDCAD17.1%66.5%16.3%0.0100.0%
USDCHF13.3%74.6%12.2%0.0100.0%
USDJPY25.7%51.6%22.7%0.0100.0%
XAGUSD15.7%67.3%17.0%-0.5100.0%
XAUUSD26.2%49.5%24.3%0.1100.0%

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


Market Order Execution Speed

Time in MillisecondsFill Rate
< 5083.1%
< 10092.5%
< 25099.3%
< 50099.9%
< 1000100.0%
Average execution speed40 milliseconds

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD75.9%24.1%0.7-0.2
EURGBP53.2%46.8%0.60.1
EURJPY60.8%39.2%0.70.1
EURUSD62.6%37.4%0.80.1
GBPJPY25.2%74.8%0.70.5
GBPUSD65.8%34.2%0.9-0.1
NZDUSD60.3%39.7%0.70.0
USDCAD66.1%33.9%3.40.7
USDCHF55.5%44.5%0.70.1
USDJPY60.2%39.8%0.80.1
XAGUSD25.3%74.7%47.834.4
XAUUSD28.6%71.4%20.113.6

* 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)**
AUDUSD17.8%82.2%0.30.1
EURGBP18.3%81.7%0.30.1
EURJPY24.3%75.7%0.20.1
EURUSD15.0%85.0%0.40.1
GBPJPY39.3%60.8%0.30.1
GBPUSD33.4%66.6%0.30.1
NZDUSD22.5%77.5%0.20.0
USDCAD23.7%76.3%0.80.2
USDCHF22.5%77.5%0.20.0
USDJPY24.3%75.7%0.30.1
XAGUSD48.5%51.5%15.37.4
XAUUSD49.9%50.1%9.94.9

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD17.5%65.3%17.1%0.01.41.499.5%
EURGBP18.8%61.8%19.5%0.00.90.999.3%
EURJPY32.3%46.1%21.6%0.121.321.299.7%
EURUSD22.0%56.5%21.5%0.03.73.799.3%
GBPJPY42.2%36.1%21.6%0.22.11.999.4%
GBPUSD22.1%55.4%22.5%0.02.12.199.2%
NZDUSD17.9%64.5%17.5%0.00.70.798.4%
USDCAD20.5%60.1%19.3%0.02.52.598.5%
USDCHF20.2%60.0%19.8%0.01.11.099.3%
USDJPY22.6%56.7%20.7%0.04.24.299.5%
XAGUSD15.8%72.2%12.0%1.545.644.195.2%
XAUUSD27.2%47.7%25.1%0.218.217.999.1%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.00.10.50.878.8
EURGBP0.10.1-0.94.4
EURJPY0.1-0.51.021.6
EURUSD0.10.20.61.03.8
GBPJPY0.0---2.1
GBPUSD0.10.20.30.92.1
NZDUSD0.0--0.72.9
USDCAD0.10.20.51.12.6
USDCHF0.10.2-1.07.1
USDJPY0.00.20.61.04.4
0.0 PIPS*1-10 PIPS*11-25 PIPS*25-50 PIPS*> 51 PIPS*
XAGUSD0.01.018.6-1635.5
0.0 PIPS*1-10 PIPS*11-20 PIPS*21-30 PIPS*> 31 PIPS*
XAUUSD0.85.213.426.6101.4

* 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
AUDUSD83.6%87.7%88.1%99.3%99.3%
EURGBP78.8%83.8%83.8%99.0%99.0%
EURJPY68.9%68.9%72.6%81.5%99.4%
EURUSD72.5%78.2%83.9%88.7%98.8%
GBPJPY100.0%100.0%100.0%100.0%99.4%
GBPUSD74.7%79.8%80.3%86.2%99.0%
NZDUSD81.3%81.3%81.3%98.1%98.1%
USDCAD71.4%80.4%88.5%90.8%98.3%
USDCHF100.0%80.0%80.0%99.3%99.3%
USDJPY75.0%90.1%91.0%92.8%98.9%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSALL
XAGUSD100.0%100.0%95.1%95.1%95.2%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSALL
XAUUSD74.1%90.8%98.6%98.6%98.7%


Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5086.8%
< 10095.4%
< 25099.3%
< 50099.8%
< 100099.9%
Average execution speed39 millseconds

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate*
AUDUSD14.6%71.0%14.4%0.0100.0%
EURGBP12.6%74.1%13.3%0.0100.0%
EURJPY33.7%47.2%19.1%0.1100.0%
EURUSD19.8%61.0%19.2%0.0100.0%
GBPJPY44.9%34.3%20.8%0.1100.0%
GBPUSD20.1%61.6%18.3%0.0100.0%
NZDUSD14.8%69.1%16.1%0.0100.0%
USDCAD17.2%66.8%16.0%0.0100.0%
USDCHF13.4%71.3%15.3%0.0100.0%
USDJPY19.0%62.6%18.3%0.0100.0%
XAGUSD14.1%70.8%15.0%-0.2100.0%
XAUUSD23.6%56.3%20.1%0.2100.0%

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



Market Order Execution Speed

Time in MillisecondsFill Rate
< 5087.0%
< 10095.5%
< 25099.4%
< 50099.9%
< 1000100.0%
Average execution speed36 milliseconds

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD73.4%26.6%0.6-0.2
EURGBP61.2%38.8%0.50.0
EURJPY56.3%43.7%0.50.0
EURUSD55.6%44.4%0.80.2
GBPJPY21.4%78.6%0.90.7
GBPUSD61.4%38.6%1.30.1
NZDUSD63.0%37.0%1.10.1
USDCAD58.1%41.9%4.81.6
USDCHF63.6%36.4%0.60.0
USDJPY55.7%44.3%0.80.2
XAGUSD27.0%73.0%53.638.1
XAUUSD21.6%78.4%16.112.3

* 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)**
AUDUSD16.7%83.3%0.30.0
EURGBP13.9%86.1%0.20.0
EURJPY21.3%78.7%0.20.0
EURUSD13.4%86.6%0.40.0
GBPJPY38.6%61.4%0.30.1
GBPUSD32.8%67.2%0.20.1
NZDUSD24.0%76.0%0.60.1
USDCAD25.6%74.4%0.70.2
USDCHF20.2%79.8%0.20.0
USDJPY19.7%80.3%0.20.0
XAGUSD51.5%48.5%14.37.4
XAUUSD45.5%54.5%5.82.6

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

Limit IOC Order Statistics

Currency PairPrice improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD12.0%76.3%11.7%0.00.90.999.8%
EURGBP17.8%65.7%16.6%0.00.90.999.3%
EURJPY20.6%58.9%20.5%0.034.634.699.7%
EURUSD16.5%66.9%16.6%0.03.73.799.7%
GBPJPY26.1%50.3%23.6%0.01.61.599.0%
GBPUSD18.0%64.4%17.6%0.01.71.799.2%
NZDUSD12.1%76.8%11.1%0.00.70.799.5%
USDCAD17.3%66.6%16.1%0.01.81.799.1%
USDCHF15.2%71.2%13.6%0.01.01.099.7%
USDJPY19.4%61.3%19.3%0.04.94.999.2%
XAGUSD14.6%72.1%13.3%0.921.120.297.1%
XAUUSD25.9%48.7%25.5%0.220.820.598.8%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.00.1-0.851.7
EURGBP0.10.20.40.913.1
EURJPY0.00.10.61.034.9
EURUSD0.10.20.61.03.9
GBPJPY0.1--1.01.6
GBPUSD0.10.20.51.21.8
NZDUSD0.0--0.72.7
USDCAD0.10.10.60.91.8
USDCHF0.0--1.02.9
USDJPY0.10.20.61.05.1
  0.0 PIPS* 1 - 10 PIPS* 11 - 25 PIPS* 25- 50 PIPS* > 51 PIPS*
XAGUSD0.01.017.0-763.3
  0.0 PIPS* 1 - 10 PIPS* 11 - 20 PIPS* 21- 30 PIPS* > 31 PIPS*
XAUUSD0.84.913.024.0651.0

* 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
AUDUSD85.9%88.7%88.7%99.6%99.5%
EURGBP75.9%83.1%85.0%98.8%98.9%
EURJPY58.3%60.5%66.0%69.6%99.3%
EURUSD75.9%79.8%85.1%90.0%99.1%
GBPJPY81.5%81.5%81.5%85.3%98.9%
GBPUSD81.3%84.4%84.6%87.4%99.0%
NZDUSD85.7%85.7%85.7%99.3%99.3%
USDCAD79.4%82.6%84.3%91.6%99.0%
USDCHF75.0%75.0%75.0%99.6%99.6%
USDJPY78.4%88.1%88.2%90.4%98.6%
  0.0 PIPS  =< 10 PIPS  =< 25 PIPS  =< 50 PIPS  All
XAGUSD100.0%100.0%97.0%97.0%97.1%
  0.0 PIPS  =< 10 PIPS  =< 20 PIPS  =< 30 PIPS  All
XAUUSD71.6%87.9%98.5%98.5%98.5%


Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5089.8%
< 10096.7%
< 25099.4%
< 50099.8%
< 1000100.0%
Average execution speed 32 milliseconds


Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD10.9%76.4%12.6%0.0100.0%
EURGBP15.5%69.3%15.2%0.0100.0%
EURJPY20.1%62.1%17.8%0.0100.0%
EURUSD15.5%68.3%16.2%0.0100.0%
GBPJPY24.2%48.6%27.3%0.0100.0%
GBPUSD14.8%69.5%15.8%0.0100.0%
NZDUSD9.7%80.7%9.6%0.0100.0%
USDCAD15.3%69.8%14.8%0.0100.0%
USDCHF10.7%73.6%15.7%0.0100.0%
USDJPY18.8%60.9%20.3%0.0100.0%
XAGUSD16.1%63.0%20.9%-0.4100.0%
XAUUSD21.8%56.4%21.7%0.1100.0%

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



Market Order Execution Speed

Time in MillisecondsFill Rate
< 5088.3%
< 10095.5%
< 25099.4%
< 50099.8%
< 1000100.0%
Average execution speed 33 milliseconds


Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD61.6%38.4%1.10.1
EURGBP54.2%45.8%0.80.2
EURJPY66.0%34.0%0.5-0.1
EURUSD53.3%46.7%0.60.1
GBPJPY20.2%79.8%1.10.9
GBPUSD41.5%58.5%1.20.5
NZDUSD68.9%31.1%0.7-0.1
USDCAD53.0%47.0%2.00.7
USDCHF68.2%31.8%1.30.1
USDJPY50.6%49.4%0.60.2
XAGUSD39.4%60.6%21.611.9
XAUUSD29.2%70.8%15.010.0

* 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)**
AUDUSD19.1%80.9%0.50.1
EURGBP21.6%78.4%0.30.1
EURJPY20.7%79.3%0.20.0
EURUSD14.2%85.8%0.30.0
GBPJPY42.5%57.5%0.30.1
GBPUSD39.4%60.6%0.30.1
NZDUSD18.6%81.4%0.30.1
USDCAD30.0%70.0%0.60.2
USDCHF21.2%78.8%0.30.1
USDJPY18.5%81.5%0.40.1
XAGUSD49.4%50.6%7.73.8
XAUUSD44.4%55.6%4.72.1

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD12.5%74.8%12.7%0.01.21.199.5%
EURGBP17.9%65.6%16.6%0.00.90.999.2%
EURJPY24.3%54.6%21.1%0.021.221.299.8%
EURUSD17.8%64.4%17.8%0.02.12.199.8%
GBPJPY24.7%50.6%24.7%0.01.81.899.3%
GBPUSD19.3%62.4%18.3%0.02.02.098.9%
NZDUSD13.5%74.8%11.6%0.01.11.199.4%
USDCAD15.3%70.4%14.4%0.01.51.599.7%
USDCHF15.5%70.6%13.9%0.01.11.199.9%
USDJPY19.2%61.5%19.3%0.06.66.699.8%
XAGUSD15.4%71.5%13.0%0.845.044.296.1%
XAUUSD27.3%45.1%27.6%0.114.914.899.3%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.00.10.50.840.3
EURGBP0.20.10.30.95.7
EURJPY0.10.20.41.121.5
EURUSD0.10.20.61.02.2
GBPJPY0.10.51.01.8
GBPUSD0.10.20.61.02.1
NZDUSD0.00.7112.9
USDCAD0.10.10.61.01.5
USDCHF0.11.03.2
USDJPY0.00.20.61.07.0
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD4.717.7731.6
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.95.113.1488.8

* 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
AUDUSD75.4%85.2%90.1%99.3%99.3%
EURGBP70.4%79.2%79.5%98.4%98.4%
EURJPY54.5%69.5%71.6%72.5%99.3%
EURUSD76.8%81.0%86.2%90.0%99.3%
GBPJPY67.9%67.9%71.9%72.7%99.1%
GBPUSD77.5%84.6%85.7%89.8%98.6%
NZDUSD83.1%83.1%83.1%99.1%99.1%
USDCAD90.6%91.5%94.8%97.0%99.6%
USDCHF62.5%62.5%62.5%99.8%99.8%
USDJPY80.8%90.5%90.9%93.9%99.3%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD100.0%96.0%96.0%96.1%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD74.9%86.5%98.9%98.9%98.9%


Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5088.2%
< 10096.0%
< 25099.5%
< 50099.9%
< 1000100.0%
Average execution speed34 milliseconds


Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement *Fill Rate
AUDUSD14.7%72.2%13.2%0.0100.0%
EURGBP18.1%64.0%17.9%0.0100.0%
EURJPY26.1%49.1%24.8%0.0100.0%
EURUSD17.9%63.8%18.3%0.0100.0%
GBPJPY28.3%38.5%33.2%-0.1100.0%
GBPUSD18.5%62.1%19.4%0.0100.0%
NZDUSD10.9%76.7%12.4%0.0100.0%
USDCAD13.4%72.2%14.4%0.0100.0%
USDCHF10.6%70.8%18.5%0.0100.0%
USDJPY21.5%56.4%22.1%0.0100.0%
XAGUSD17.7%58.2%24.1%-3.1100.0%
XAUUSD26.3%46.7%27.0%0.0100.0%

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



Market Order Execution Speed

Time in MillisecondsFill Rate
< 5084.4%
< 10094.3%
< 25099.5%
< 50099.9%
< 100099.9%
Average execution speed37 milliseconds


Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD59.5%40.5%0.6‐0.3
EURGBP53.6%46.4%1.00.0
EURJPY57.4%42.6%0.60.0
EURUSD48.4%51.6%0.70.1
GBPJPY24.3%75.7%1.10.7
GBPUSD43.0%57.0%1.40.3
NZDUSD59.9%40.1%0.6‐0.2
USDCAD55.1%44.9%1.1-0.1
USDCHF66.2%33.8%0.90.0
USDJPY46.2%53.8%0.60.0
XAGUSD26.6%73.4%35.724.2
XAUUSD34.5%65.5%16.48.4

* 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)**
AUDUSD43.7%56.3%0.60.3
EURGBP50.0%50.0%0.40.2
EURJPY45.1%54.9%0.30.1
EURUSD36.5%63.5%0.50.2
GBPJPY43.9%56.1%0.40.2
GBPUSD58.7%41.3%0.80.5
NZDUSD45.4%54.6%0.60.3
USDCAD43.5%56.5%0.60.3
USDCHF45.8%54.2%0.50.2
USDJPY36.5%63.5%0.40.2
XAGUSD57.7%42.3%9.35.4

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD15.1%71.0%13.9%0.01.31.399.6%
EURGBP17.6%66.8%15.7%0.01.00.999.5%
EURJPY23.1%54.6%22.3%0.023.623.699.8%
EURUSD19.3%61.9%18.8%0.03.03.099.6%
GBPJPY24.2%50.7%25.0%0.01.81.899.1%
GBPUSD18.6%64.1%17.3%0.01.91.999.5%
NZDUSD15.0%71.2%13.8%0.00.80.898.7%
USDCAD17.1%66.0%16.9%0.01.91.999.4%
USDCHF17.4%66.9%15.7%0.01.01.099.8%
USDJPY19.1%61.6%19.3%0.06.86.899.7%
XAGUSD16.3%70.5%13.2%1.121.320.297.2%
XAUUSD26.7%46.6%26.7%0.114.514.499.3%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.10.10.50.823.3
EURGBP0.20.2-0.912.2
EURJPY0.10.10.31.024.2
EURUSD0.10.20.61.03.2
GBPJPY0.0-0.51.11.8
GBPUSD0.00.20.61.01.9
NZDUSD0.0--0.714.1
USDCAD0.0-0.51.01.9
USDCHF0.0-0.51.03.7
USDJPY0.10.20.61.07.0
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD-2.018.1-170.3
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.73.813.125.4350.3

* 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
AUDUSD78.6%85.2%94.4%99.4%99.4%
EURGBP65.6%71.7%71.7%98.0%98.0%
EURJPY72.4%80.7%80.9%83.5%99.3%
EURUSD78.3%83.9%89.8%91.8%99.2%
GBPJPY40.0%40.0%76.9%90.0%99.0%
GBPUSD72.6%78.9%79.6%86.3%99.2%
NZDUSD80.2%80.2%80.2%98.2%98.3%
USDCAD89.0%89.0%89.1%94.0%99.3%
USDCHF81.8%81.8%84.6%99.7%99.7%
USDJPY66.8%84.2%86.1%89.3%99.2%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD-100.0%97.1%97.1%97.2%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD77.6%89.6%98.9%98.9%98.9%


Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5088.6%
< 10096.5%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed33 milliseconds


Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD40.8%59.2%0.70.3
EURGBP50.0%50.0%0.70.2
EURJPY54.5%45.5%0.60.1
EURUSD41.7%58.3%0.70.3
GBPJPY41.8%58.2%3.81.9
GBPUSD30.8%69.2%1.30.8
NZDUSD39.9%60.1%1.00.4
USDCAD39.1%60.9%2.91.6
USDCHF40.6%59.4%1.00.4
USDJPY36.1%63.9%0.80.4
XAGUSD40.9%59.1%30.411.0
XAUUSD31.4%68.6%13.18.0

* 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)**
AUDUSD76.5%23.5%0.50.4
EURGBP69.3%30.7%0.40.3
EURJPY69.4%30.6%0.40.3
EURUSD61.3%38.7%0.40.2
GBPJPY66.3%33.7%0.60.4
GBPUSD77.8%22.2%0.70.6
NZDUSD77.4%22.6%0.50.4
USDCAD63.5%36.5%1.00.6
USDCHF71.8%28.2%0.40.3
USDJPY64.5%35.5%0.40.3
XAGUSD72.2%27.8%15.411.1
XAUUSD51.9%48.1%5.22.7

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD18.8%64.8%16.4%0.00.90.998.7%
EURGBP21.9%57.6%20.4%0.01.11.199.0%
EURJPY25.8%48.7%25.5%0.030.430.499.5%
EURUSD22.8%55.4%21.8%0.03.93.999.0%
GBPJPY26.7%45.5%27.8%0.02.42.499.1%
GBPUSD21.0%57.9%21.2%0.02.32.399.0%
NZDUSD16.9%66.2%16.9%0.00.70.798.6%
USDCAD19.5%61.3%19.2%0.03.83.898.1%
USDCHF18.6%65.2%16.2%0.01.11.099.2%
USDJPY22.3%54.5%23.2%0.07.57.599.4%
XAGUSD19.6%64.3%16.0%1.121.720.696.0%
XAUUSD30.5%40.9%28.5%0.413.212.898.6%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** Calculated from the Limit IOC order level.
*** 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*
AUDUSD0.10.20.50.88.8
EURGBP0.20.1-0.98.5
EURJPY0.10.30.61.030.8
EURUSD0.10.20.61.04.1
GBPJPY0.0-0.40.92.5
GBPUSD0.10.20.41.02.3
NZDUSD0.0--0.75.6
USDCAD0.0--1.03.8
USDCHF0.00.2-1.02.8
USDJPY0.10.30.61.07.7
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD1.74.118.7-218.8
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD1.04.113.429.393.0

* 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
AUDUSD77.6%82.2%86.1%98.4%98.4%
EURGBP69.7%70.6%70.6%97.6%97.7%
EURJPY80.0%80.6%88.2%89.5%99.3%
EURUSD71.2%77.9%85.0%86.6%98.4%
GBPJPY100.0%100.0%100.0%94.7%99.1%
GBPUSD62.3%80.5%83.0%85.9%98.7%
NZDUSD100.0%100.0%100.0%98.6%98.6%
USDCAD55.6%55.6%55.6%94.7%98.0%
USDCHF92.3%95.2%95.2%99.2%99.2%
USDJPY69.6%79.5%82.9%87.0%98.8%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD75.0%86.7%95.7%95.7%95.8%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD80.5%89.9%98.3%98.3%98.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5090.5%
< 10096.6%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed30 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD60.7%39.3%0.40.2
EURGBP56.2%43.8%0.50.2
EURJPY48.8%51.2%0.50.2
EURUSD55.2%44.8%0.80.3
GBPJPY42.7%57.3%0.70.4
GBPUSD45.6%54.4%0.70.4
NZDUSD47.9%52.1%0.40.2
USDCAD44.4%55.6%3.31.8
USDCHF46.7%53.3%0.60.3
USDJPY57.8%42.2%0.70.3
XAGUSD28.0%72.0%17.011.7
XAUUSD42.5%57.5%15.18.0

* 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)**
AUDUSD23.0%77.0%0.30.1
EURGBP25.9%74.1%0.40.1
EURJPY29.8%70.2%0.50.2
EURUSD27.5%72.5%0.60.2
GBPJPY45.9%54.1%0.60.3
GBPUSD39.3%60.7%0.50.2
NZDUSD31.0%69.0%0.30.1
USDCAD42.8%57.2%1.30.6
USDCHF39.0%61.0%0.40.2
USDJPY27.0%73.0%0.60.2
XAGUSD68.5%31.5%9.26.3
XAUUSD51.4%48.6%12.86.6

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD14.9%70.4%14.7%0.00.90.999.2%
EURGBP17.9%63.6%18.5%0.01.21.299.5%
EURJPY25.2%48.2%26.6%0.022.722.799.6%
EURUSD21.3%57.4%21.3%0.02.92.999.2%
GBPJPY25.5%48.9%25.6%0.01.81.899.5%
GBPUSD17.8%64.1%18.1%0.01.81.899.5%
NZDUSD17.3%68.6%14.1%0.00.70.798.9%
USDCAD19.6%61.0%19.4%0.04.14.099.4%
USDCHF16.1%68.0%15.9%0.01.11.199.3%
USDJPY21.2%57.4%21.4%0.05.45.499.5%
XAGUSD20.3%64.9%14.8%1.920.218.394.5%
XAUUSD28.7%42.7%28.6%0.214.414.298.6%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
**Calculated from the Limit IOC order level.
*** 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*
AUDUSD0.00.20.50.814.0
EURGBP0.0--0.913.3
EURJPY0.10.10.51.023.2
EURUSD0.10.20.61.03.0
GBPJPY0.0--1.01.8
GBPUSD0.10.20.41.01.9
NZDUSD0.0--0.77.9
USDCAD0.00.20.31.04.1
USDCHF0.00.2-1.03.6
USDJPY0.10.20.50.95.5
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD2.55.618.9-253.4
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.73.813.227.0266.8

* 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
AUDUSD82.9%88.7%89.3%98.9%98.9%
EURGBP65.1%65.1%65.1%98.8%98.9%
EURJPY71.7%72.9%74.4%77.6%98.7%
EURUSD74.5%80.3%85.1%86.0%98.7%
GBPJPY100.0%100.0%100.0%100.0%99.5%
GBPUSD61.4%75.2%78.6%80.3%98.9%
NZDUSD76.5%76.5%76.5%98.7%98.7%
USDCAD61.5%58.8%74.1%90.9%99.3%
USDCHF73.7%84.2%84.2%99.0%99.1%
USDJPY66.4%76.6%78.4%80.5%98.7%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD100.0%90.4%94.4%94.4%94.4%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD72.6%85.8%98.3%98.3%98.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5091.3%
< 10096.9%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed28 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD60.0%40.0%0.50.2
EURGBP64.7%35.3%0.40.2
EURJPY55.1%44.9%0.70.3
EURUSD58.6%41.4%0.70.3
GBPJPY44.9%55.1%1.10.6
GBPUSD47.7%52.3%0.90.5
NZDUSD51.2%48.8%0.90.5
USDCAD50.1%49.9%0.70.3
USDCHF50.2%49.8%0.40.2
USDJPY56.1%43.9%0.80.3
XAGUSD34.5%65.5%22.313.0
XAUUSD35.4%64.6%31.320.2

* 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)**
AUDUSD29.5%70.5%0.30.1
EURGBP32.7%67.3%0.30.1
EURJPY38.5%61.5%0.50.2
EURUSD34.7%65.3%0.60.2
GBPJPY51.4%48.6%0.70.3
GBPUSD47.6%52.4%0.50.2
NZDUSD35.0%65.0%0.30.1
USDCAD40.4%59.6%0.40.1
USDCHF44.1%55.9%0.40.2
USDJPY32.3%67.7%0.60.2
XAGUSD70.8%29.2%17.812.6
XAUUSD60.2%39.8%27.416.5

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD16.0%68.4%15.7%0.01.11.199.1%
EURGBP17.7%63.6%18.7%0.01.01.098.9%
EURJPY27.2%44.5%28.3%0.026.626.698.7%
EURUSD21.6%56.8%21.6%0.03.13.199.1%
GBPJPY27.0%46.0%27.0%0.02.62.699.1%
GBPUSD19.1%61.4%19.5%0.01.51.599.7%
NZDUSD16.7%67.6%15.7%0.00.90.998.1%
USDCAD19.5%61.1%19.4%0.04.34.399.2%
USDCHF18.9%63.9%17.3%0.01.01.099.6%
USDJPY20.9%58.2%20.9%0.03.33.399.6%
XAGUSD16.1%70.6%13.4%1.318.517.295.7%
XAUUSD25.5%50.1%24.4%0.227.727.599.1%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
**Calculated from the Limit IOC order level.
*** 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*
AUDUSD0.00.20.40.819.4
EURGBP0.0--0.97.2
EURJPY0.10.20.51.126.6
EURUSD0.10.20.61.03.2
GBPJPY0.0-0.51.12.6
GBPUSD0.10.20.30.91.5
NZDUSD0.0--0.721.3
USDCAD0.10.20.41.04.4
USDCHF0.10.2-1.02.9
USDJPY0.10.20.61.03.4
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD0.08.317.437.8209.5
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.67.712.424.41064.0

* 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
AUDUSD72.2%86.8%89.4%98.8%98.8%
EURGBP79.6%79.6%79.6%98.6%98.6%
EURJPY69.1%70.9%72.4%72.2%98.3%
EURUSD73.1%77.8%81.4%83.8%98.6%
GBPJPY75.0%75.0%83.3%92.9%99.1%
GBPUSD62.8%82.5%84.9%86.9%99.1%
NZDUSD60.0%60.0%60.0%97.7%97.7%
USDCAD65.7%67.7%70.7%82.4%98.9%
USDCHF57.1%85.2%85.2%99.5%99.5%
USDJPY71.2%81.3%82.4%86.7%99.1%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD100.0%85.0%95.7%95.7%95.7%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD89.0%91.0%98.9%98.9%98.9%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5090.6%
< 10096.5%
< 25099.5%
< 50099.9%
< 100099.9%
Average execution speed29 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD74.7%25.2%0.40.1
EURGBP73.7%26.3%0.40.1
EURJPY76.2%23.8%0.50.1
EURUSD78.7%21.2%0.70.1
GBPJPY58.5%41.5%0.30.1
GBPUSD60.8%39.2%1.00.4
NZDUSD71.6%28.4%0.50.1
USDCAD70.0%30.0%0.70.2
USDCHF72.9%27.1%0.40.1
USDJPY78.9%21.1%0.70.1
XAGUSD30.6%69.4%40.728.3
XAUUSD50.4%49.6%12.06.0

* 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)**
AUDUSD24.6%75.4%0.30.1
EURGBP22.8%77.2%0.30.1
EURJPY23.2%76.8%0.40.1
EURUSD22.4%77.6%0.80.2
GBPJPY37.8%62.2%0.30.1
GBPUSD38.2%61.8%0.60.2
NZDUSD26.9%73.1%1.80.5
USDCAD29.6%70.4%0.30.1
USDCHF22.7%77.3%0.90.2
USDJPY23.8%76.2%0.70.2
XAGUSD61.6%38.4%77.447.6
XAUUSD48.6%51.4%14.87.2

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD15.4%69.8%14.8%0.00.90.999.6%
EURGBP19.3%60.6%20.1%0.02.82.898.8%
EURJPY26.1%48.1%25.8%0.030.330.399.3%
EURUSD20.8%59.1%20.1%0.03.53.599.3%
GBPJPY28.3%44.0%27.7%0.03.23.298.7%
GBPUSD22.3%56.1%21.6%0.01.61.698.7%
NZDUSD13.4%73.3%13.3%0.00.80.899.1%
USDCAD17.1%66.4%16.4%0.01.71.799.6%
USDCHF16.0%68.0%16.0%0.01.01.099.5%
USDJPY20.6%58.1%21.4%0.03.53.599.5%
XAGUSD16.9%70.1%13.0%1.423.522.196.1%
XAUUSD25.9%49.3%24.8%0.319.819.598.8%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.10.20.50.86.4
EURGBP0.1--0.956.0
EURJPY0.10.30.50.930.8
EURUSD0.10.20.61.03.6
GBPJPY0.1-0.71.03.3
GBPUSD0.10.40.41.01.7
NZDUSD0.0--0.744.3
USDCAD0.1--0.91.7
USDCHF0.00.2-1.02.6
USDJPY0.10.20.61.03.6
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD1.910.918.5-552.6
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD1.36.213.125.5748.6

* 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
AUDUSD67.9%79.2%80.8%98.9%98.9%
EURGBP79.3%79.3%79.3%98.6%98.6%
EURJPY75.9%77.7%78.0%80.9%98.9%
EURUSD71.4%77.2%80.3%82.9%98.6%
GBPJPY100.0%100.0%100.0%98.8%98.7%
GBPUSD66.7%81.1%83.7%85.4%97.8%
NZDUSD79.3%79.3%79.3%99.0%99.0%
USDCAD85.7%85.7%85.7%97.7%99.6%
USDCHF84.6%92.5%92.5%99.4%99.2%
USDJPY72.4%81.9%83.6%87.7%99.0%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD82.4%83.1%95.6%95.6%95.7%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD71.8%87.1%98.6%98.6%98.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5092.2%
< 10097.3%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed27 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD80.1%19.9%0.40.1
EURGBP66.6%33.4%13.74.6
EURJPY79.7%20.3%0.30.1
EURUSD78.5%21.5%0.40.1
GBPJPY63.1%36.9%7.02.6
GBPUSD59.4%40.6%10.94.4
NZDUSD75.6%24.4%2.20.5
USDCAD71.1%28.9%0.40.1
USDCHF78.5%21.5%0.20.0
USDJPY82.9%17.1%0.50.1
XAGUSD18.3%81.5%23.719.1
XAUUSD49.3%50.7%12.06.1

* 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)**
AUDUSD28.1%71.9%1.00.3
EURGBP31.7%68.3%9.02.9
EURJPY21.3%78.7%1.30.3
EURUSD23.3%76.7%0.80.2
GBPJPY40.0%60.0%12.24.9
GBPUSD41.8%58.2%9.23.8
NZDUSD25.1%74.9%1.50.4
USDCAD28.6%71.4%0.90.2
USDCHF25.1%74.9%0.50.1
USDJPY20.3%79.7%1.10.2
XAGUSD70.2%29.8%41.529.1
XAUUSD49.4%50.6%12.05.9

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD14.9%71.4%13.7%0.01.01.099.4%
EURGBP18.4%62.9%18.7%0.00.90.999.5%
EURJPY24.0%51.1%24.9%0.046.546.599.6%
EURUSD18.4%63.4%18.2%0.05.45.499.7%
GBPJPY24.6%50.3%25.1%0.03.33.399.0%
GBPUSD19.9%60.1%20.1%0.01.41.499.3%
NZDUSD12.2%75.0%12.8%0.01.01.099.3%
USDCAD17.7%64.5%17.8%0.01.51.599.7%
USDCHF13.5%72.4%14.2%0.01.11.199.7%
USDJPY20.1%58.7%21.2%0.04.74.799.6%
XAGUSD15.5%72.5%12.1%1.522.020.595.2%
XAUUSD26.2%47.8%26.0%0.219.919.798.9%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.00.10.50.718.5
EURGBP0.0-0.40.93.2
EURJPY0.10.10.40.947.0
EURUSD0.10.20.61.05.5
GBPJPY0.0-0.41.13.4
GBPUSD0.10.20.50.91.5
NZDUSD0.1--0.748.6
USDCAD0.0-0.71.01.5
USDCHF0.00.2-1.05.9
USDJPY0.10.20.60.94.9
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD2.45.818.152.0350.5
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.54.612.724.9833.8

* 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
AUDUSD83.5%86.8%88.7%99.1%99.2%
EURGBP76.9%76.9%77.8%99.3%99.5%
EURJPY78.5%82.4%89.4%90.1%99.6%
EURUSD71.8%77.1%83.4%85.7%99.6%
GBPJPY91.7%91.7%97.8%98.5%99.1%
GBPUSD77.3%86.9%91.4%92.1%99.2%
NZDUSD81.0%81.0%81.0%99.2%99.3%
USDCAD77.8%77.8%78.9%95.3%99.7%
USDCHF72.0%73.1%73.1%99.6%99.7%
USDJPY66.8%74.5%78.0%83.5%99.4%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD97.1%88.5%95.8%95.9%96.0%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD82.9%93.0%98.8%98.8%98.9%

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5090.3%
< 10096.7%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed29 milliseconds

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD75.7%24.3%0.40.1
EURGBP79.3%20.7%0.30.1
EURJPY80.5%19.5%0.30.1
EURUSD83.1%16.9%0.70.1
GBPJPY58.1%41.9%0.40.1
GBPUSD71.3%28.7%0.40.1
NZDUSD70.4%29.6%2.40.7
USDCAD76.8%23.2%0.20.1
USDCHF81.8%18.2%0.20.0
USDJPY85.2%14.8%0.40.1
XAGUSD29.1%70.3%23.116.1
XAUUSD46.3%53.6%11.36.1

* 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)**
AUDUSD24.1%75.9%0.20.1
EURGBP17.8%82.2%0.20.0
EURJPY18.7%81.3%0.20.0
EURUSD18.8%81.2%0.20.0
GBPJPY35.6%64.4%0.40.1
GBPUSD34.6%65.4%0.40.1
NZDUSD25.7%74.3%0.30.1
USDCAD21.5%78.5%0.20.0
USDCHF21.4%78.6%0.20.1
USDJPY17.3%82.7%0.30.1
XAGUSD61.0%39.0%33.020.1
XAUUSD48.3%51.7%12.15.8

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD14.3%72.4%13.3%0.01.01.099.5%
EURGBP19.5%61.4%19.1%0.00.90.999.3%
EURJPY24.9%50.3%24.8%0.01.41.499.1%
EURUSD18.2%64.0%17.9%0.01.41.399.3%
GBPJPY26.5%47.3%26.2%0.02.12.199.1%
GBPUSD20.2%59.8%20.0%0.01.31.399.0%
NZDUSD13.3%75.8%10.8%0.00.70.799.8%
USDCAD17.1%65.7%17.2%0.01.51.599.5%
USDCHF13.8%69.7%16.5%0.01.11.199.6%
USDJPY21.5%56.2%22.3%0.02.32.399.4%
XAGUSD16.7%70.8%12.5%1.719.317.695.8%
XAUUSD28.9%44.3%26.8%0.427.427.098.5%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.00.20.50.84.1
EURGBP0.00.10.50.91.4
EURJPY0.10.10.60.91.5
EURUSD0.10.20.60.91.5
GBPJPY0.10.00.41.02.2
GBPUSD0.20.20.61.01.4
NZDUSD0.00.20.50.81.2
USDCAD0.00.40.61.01.5
USDCHF-0.20.51.01.7
USDJPY0.00.20.60.92.5
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.910.219.5-142.0
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD1.26.013.325.0912.0

* 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
AUDUSD86.2%79.4%93.3%98.6%98.8%
EURGBP66.7%75.8%91.9%98.3%98.6%
EURJPY68.6%71.3%72.0%96.1%99.0%
EURUSD73.3%70.0%82.3%92.5%98.5%
GBPJPY68.2%69.6%78.4%94.4%99.0%
GBPUSD72.7%79.8%85.6%94.5%98.6%
NZDUSD91.7%92.9%97.5%99.3%99.5%
USDCAD70.4%72.4%81.4%98.0%99.5%
USDCHF0.0%75.0%95.6%99.1%99.3%
USDJPY69.1%70.5%78.1%91.6%99.1%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD70.8%76.1%94.9%94.9%95.2%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD85.7%88.2%98.4%98.4%98.5%



Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5088.5%
< 10095.3%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed32



Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD78.7%21.3%0.50.1
EURGBP77.9%22.1%0.30.1
EURJPY78.5%21.5%0.20.0
EURUSD79.9%20.1%0.30.1
GBPJPY65.1%34.9%0.30.1
GBPUSD65.5%34.5%0.30.1
NZDUSD77.5%22.5%0.30.1
USDCAD69.4%30.6%0.40.1
USDCHF77.4%22.6%0.70.2
USDJPY83.3%16.7%0.60.1
XAGUSD47.0%53.0%52.828.0
XAUUSD49.1%50.9%34.417.5

* 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)**
AUDUSD29.4%70.6%0.70.2
EURGBP26.0%74.0%1.00.2
EURJPY25.0%75.0%4.91.2
EURUSD22.5%77.5%1.80.4
GBPJPY34.3%65.7%2.81.0
GBPUSD34.6%65.4%0.60.2
NZDUSD28.7%71.3%0.40.1
USDCAD27.2%72.8%0.90.3
USDCHF21.6%78.4%1.90.4
USDJPY21.5%78.5%1.30.3
XAGUSD67.0%33.0%43.329.0
XAUUSD53.8%46.2%17.39.3

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD18.1%64.9%17.0%0.01.11.199.1%
EURGBP20.4%58.9%20.7%0.00.90.999.3%
EURJPY24.3%51.0%24.7%0.01.51.599.5%
EURUSD19.6%61.5%18.9%0.01.31.399.4%
GBPJPY27.1%47.1%25.8%0.01.71.798.8%
GBPUSD23.1%55.7%21.2%0.01.61.699.0%
NZDUSD15.9%68.6%15.6%0.00.70.798.8%
USDCAD17.7%64.6%17.7%0.01.41.499.6%
USDCHF15.7%69.8%14.5%0.01.21.299.7%
USDJPY23.0%54.5%22.4%0.01.61.699.3%
XAGUSD18.6%67.5%13.8%1.821.820.095.7%
XAUUSD29.0%43.5%27.6%0.316.316.098.5%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.10.20.50.822.9
EURGBP0.10.1-0.96.1
EURJPY0.00.4-1.01.5
EURUSD0.10.20.61.01.3
GBPJPY0.1-0.60.81.7
GBPUSD0.10.20.71.11.7
NZDUSD0.00.1-0.72.1
USDCAD0.1--1.01.4
USDCHF0.00.2-1.03.1
USDJPY0.10.20.61.01.7
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD4.59.319.4-1135.4
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD1.25.512.622.8374.4

* 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%76.5%78.0%98.1%99.0%
EURGBP72.6%73.0%73.0%98.7%99.3%
EURJPY84.6%81.3%81.3%92.5%99.5%
EURUSD75.3%77.7%79.7%85.1%99.2%
GBPJPY92.3%92.3%96.6%96.9%98.8%
GBPUSD68.9%77.4%82.2%83.3%98.5%
NZDUSD70.7%73.5%73.5%98.5%98.8%
USDCAD71.2%71.2%71.2%75.8%99.6%
USDCHF85.7%93.8%93.8%99.6%99.7%
USDJPY62.3%67.2%73.1%78.8%99.0%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD79.5%81.4%95.5%95.5%95.7%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD79.2%82.1%98.3%98.3%98.5%



Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD78.2%21.8%0.60.1
EURGBP74.0%26.0%0.60.2
EURJPY76.8%23.2%2.50.6
EURUSD79.1%20.9%0.50.1
GBPJPY63.7%36.3%0.60.2
GBPUSD64.2%35.8%0.40.1
NZDUSD72.3%27.7%1.30.4
USDCAD74.5%25.5%0.50.1
USDCHF77.9%22.1%0.30.1
USDJPY83.1%16.9%0.60.1
XAGUSD53.9%45.9%45.320.3
XAUUSD47.8%52.2%14.67.6

* 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%0.30.1
EURGBP22.2%77.8%0.30.1
EURJPY18.4%81.6%0.30.1
EURUSD19.6%80.4%0.30.1
GBPJPY33.3%66.7%0.30.1
GBPUSD34.2%65.8%0.30.1
NZDUSD24.9%75.1%0.20.1
USDCAD20.0%80.0%0.30.1
USDCHF20.0%80.0%0.40.1
USDJPY16.8%83.2%0.50.1
XAGUSD60.0%40.0%31.418.8
XAUUSD50.5%49.5%10.55.3

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD18.5%63.1%18.4%0.00.80.899.3%
EURGBP22.6%56.1%21.3%0.00.90.998.7%
EURJPY25.0%49.0%26.0%0.01.31.399.7%
EURUSD19.8%60.3%19.8%0.01.21.299.5%
GBPJPY29.7%39.9%30.4%0.01.81.898.6%
GBPUSD23.7%52.8%23.5%0.01.41.498.6%
NZDUSD16.5%66.7%16.8%0.00.70.798.7%
USDCAD18.5%62.5%19.0%0.01.41.499.7%
USDCHF16.9%66.3%16.8%0.01.01.099.5%
USDJPY23.1%53.0%23.9%0.01.51.599.1%
XAGUSD16.4%70.7%12.9%0.725.524.896.8%
XAUUSD28.7%43.1%28.2%0.112.612.698.3%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.10.10.40.842.2
EURGBP0.1--0.95.7
EURJPY0.1--1.11.3
EURUSD0.10.20.51.01.3
GBPJPY0.00.40.71.01.8
GBPUSD0.10.20.71.01.4
NZDUSD0.1--0.72.9
USDCAD0.0--1.01.4
USDCHF0.10.2-1.03.9
USDJPY0.10.20.51.01.6
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD1.73.418.535.05451.8
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.74.312.323.860.3

* 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
AUDUSD77.5%80.5%81.1%98.6%99.1%
EURGBP84.3%84.3%84.3%98.6%98.8%
EURJPY38.5%38.5%38.5%52.9%99.7%
EURUSD67.6%73.2%75.9%90.2%99.3%
GBPJPY81.8%83.8%84.6%93.4%98.6%
GBPUSD68.6%76.9%77.2%78.8%98.3%
NZDUSD90.0%90.0%90.0%98.6%98.7%
USDCAD85.7%85.7%85.7%98.9%99.7%
USDCHF85.7%90.9%90.9%99.5%99.5%
USDJPY75.6%77.0%79.4%87.3%98.9%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD82.8%83.8%96.6%96.6%96.9%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD78.6%82.8%98.1%98.1%98.2%


Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD79.2%20.8%0.30.1
EURGBP72.9%27.1%0.20.1
EURJPY79.7%20.3%0.20.0
EURUSD79.9%20.1%0.60.1
GBPJPY62.1%37.9%0.30.1
GBPUSD66.4%33.6%0.30.1
NZDUSD74.2%25.8%0.30.1
USDCAD69.6%30.4%1.80.5
USDCHF73.6%26.4%0.50.1
USDJPY80.1%19.9%0.50.1
XAGUSD62.8%37.2%37.714.1
XAUUSD47.7%52.3%34.017.8

* 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)**
AUDUSD24.3%75.7%0.30.1
EURGBP27.3%72.7%0.40.1
EURJPY22.9%77.1%0.40.1
EURUSD24.3%75.7%0.40.1
GBPJPY39.8%60.2%0.40.2
GBPUSD34.6%65.4%0.40.1
NZDUSD24.2%75.8%0.40.1
USDCAD34.1%65.9%1.30.4
USDCHF37.5%62.5%0.30.1
USDJPY20.7%79.3%0.40.1
XAGUSD61.2%38.8%25.515.6
XAUUSD51.3%48.7%20.710.7

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD25.7%51.0%23.3%0.01.41.499.2%
EURGBP27.7%46.9%25.5%0.00.90.997.6%
EURJPY28.5%41.1%30.4%0.01.31.399.1%
EURUSD26.7%48.0%25.3%0.01.31.298.7%
GBPJPY31.7%33.4%34.9%0.01.51.697.8%
GBPUSD25.6%47.3%27.2%0.01.21.297.8%
NZDUSD21.5%57.3%21.2%0.00.70.798.4%
USDCAD25.1%50.9%24.0%0.01.31.398.9%
USDCHF23.3%52.3%24.4%0.01.01.098.7%
USDJPY28.3%41.8%29.9%0.01.51.597.7%
XAGUSD23.7%59.4%16.9%1.218.317.193.5%
XAUUSD30.3%37.8%31.9%0.012.112.298.0%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** 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*
AUDUSD0.00.1-0.8145.1
EURGBP0.0--0.96.5
EURJPY--0.5-1.3
EURUSD0.00.10.51.01.3
GBPJPY-0.10.5-1.6
GBPUSD0.00.10.51.01.2
NZDUSD0.0--0.73.0
USDCAD0.0--1.01.3
USDCHF0.0--1.02.0
USDJPY0.00.10.61.01.5
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD--17.0-85.9
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.04.812.024.059.0

* 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
AUDUSD65.6%68.1%68.1%97.7%98.5%
EURGBP63.0%63.0%63.0%97.0%97.7%
EURJPY--100.0%100.0%99.1%
EURUSD67.0%70.5%75.4%83.9%98.5%
GBPJPY-100.0%83.3%83.3%97.8%
GBPUSD66.7%79.7%79.2%80.3%97.2%
NZDUSD63.6%63.6%63.6%98.2%98.5%
USDCAD50.0%50.0%50.0%92.6%98.9%
USDCHF58.3%58.3%58.3%98.3%98.7%
USDJPY59.1%71.4%75.9%84.1%97.2%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD--93.5%93.5%93.5%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD64.1%75.2%97.6%97.7%97.9%

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



Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD78.9%21.1%0.30.1
EURGBP76.0%24.0%0.30.1
EURJPY72.3%27.7%0.30.1
EURUSD80.7%19.3%0.40.1
GBPJPY57.8%42.2%0.40.2
GBPUSD60.0%40.0%0.40.2
NZDUSD70.0%30.0%0.30.1
USDCAD69.2%30.8%0.30.1
USDCHF75.5%24.5%0.70.2
USDJPY78.7%21.3%0.50.1
XAGUSD14.0%86.0%100.586.4
XAUUSD52.5%47.5%8.23.9

* 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)**
AUDUSD21.7%78.3%0.30.1
EURGBP27.0%73.0%0.40.1
EURJPY26.5%73.5%0.40.1
EURUSD24.8%75.2%0.50.1
GBPJPY38.3%61.7%0.50.2
GBPUSD39.7%60.3%0.40.2
NZDUSD31.7%68.3%0.30.1
USDCAD30.8%69.2%0.50.1
USDCHF24.6%75.4%0.50.1
USDJPY23.5%76.5%0.30.1
XAGUSD68.6%31.4%77.052.8
XAUUSD47.0%53.0%7.73.6

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

Eine Markt-Order ist ein traditioneller Auftrag „unter besten Bedingungen“ für den Handel des grösstmöglichen Anteils der Order unter den bestmöglichen Bedingungen auf dem Markt.

Market IOC-(Immediate-or-Cancel)-Order - Hierbei handelt es sich um den Auftrag, den grösstmöglichen Anteil der Order unmittelbar zu kaufen bzw. verkaufen. Unmittelbar bedeutet, dass die Order innerhalb von 3 Sekunden (TTL) live geschaltet wird. Eine Markt-IOC-Order kann zu einer teilweisen Ausführung führen. Kann die Order nicht vollständig ausgeführt werden, wird der verbleibende Restbetrag annulliert. Bei einer Markt-IOC-Order kann keine Preistoleranz festgelegt werden, d. h., der Kunde kann nicht die Preisspanne für die Ausführung kontrollieren.

Markt-Order - Eine Markt-Order mit Tageslaufzeit für den Kauf bzw. Verkauf des grösstmöglichen Anteils zu den besten auf dem Markt verfügbaren Bedingungen. Eine Markt-Order kann zu einer teilweisen Ausführung führen.  Kann die Order nicht vollständig ausgeführt werden, wird jedweder Restbetrag zu einer Resting-Order.

Eine Limit-Order ist eine Order, um zu einem bestimmten Preis oder, wenn möglich innerhalb eines bestimmten Zeitrahmens, zu handeln.

  • Limit-Order zum Kauf können nur unterhalb des aktuellen Marktpreises platziert werden.
  • Limit-Order zum Verkauf können nur oberhalb des aktuellen Marktpreises platziert werden.

Limit-IOC ( Immediate-or-Cancel ) Order – Eine Anweisung, sofort so viel wie möglich zu dem vom Kunden definierten Preis oder besser zu kaufen oder zu verkaufen. Sofort bedeutet, dass die Order mit 3 Sekunden Time-to-Live (TTL) platziert wird. Eine Limit-IOC-Order kann zu Teilausführungen führen. Falls die Order nicht vollständig ausgeführt werden kann, wird jedwede Restmenge storniert.

Resting-Limit-Order - Eine Limit-Order mit variabler Laufzeit (Day, Good-Till-Cancelled usw.), die bei der Saxo Bank bei einem bestimmten Preis ruht, bis sie ausgelöst wird, storniert wird oder verfällt. Eine Resting-Order kann zu Teilausführungen führen. Falls die Order nicht vollständig ausgeführt werden kann, wird sie zur Resting-Order.

Stop-Order

Eine Stop-Order wird üblicherweise verwendet, um eine Position zu schliessen, wenn der Markt sich entgegengesetzt entwickelt, um zukünftige Verluste möglichst zu verhindern. Diese Order können auch dazu verwendet werden, Positionen zu eröffnen, wenn der Market ein definiertes Level erreicht. Die Laufzeit einer Stop-Order kann ähnlich der einer Limit-Order sein (siehe oben). Eine Stop-Order zum Kauf wird als Stop bei Bid behandelt. Eine Stop-Order zum Verkauf wird als Stop-If-Angebot behandelt.

  • Das Auslösen einer Stop-Order zum Verkauf erfolgt, wenn der an einem vorrangigen Interbank-Ausführungsplatz beobachtete Kurs1 ein spezifiziertes Preisniveau erreicht. Einmal ausgelöst, wird die Order als Market Order behandelt.

  • Das Auslösen einer Stop-Order zum Kauf erfolgt, wenn der an einem vorrangigen Interbank-Ausführungsplatz beobachtete Angebotskurs1 ein spezifiziertes Preisniveau erreicht. Einmal ausgelöst, wird die Order als Market Order behandelt.

Mit dieser Regelung soll gewährleistet werden, dass Sie vor dem Risiko des Ausführens einer Stop-Order infolge augeweiteter Spreads ohne eine tatsächliche Marktbewegung geschützt sind. Dies kann bei der Veröffentlichung von Wirtschaftsstatistiken oder in Zeiten mit geringerer Liquidität wie beispielsweise bei der Wertstellung oder bei Börsenschluss oder -öffnung der Fall sein. Beachten Sie bitte, dass aus diesem Grund eine Stop-Order niemals in ihrer festgelegten Ebene, sondern immer zum Spread abseits der Stop-Ebene ausgeführt wird. Ist eine Order an eine offene Position gebunden, wird sie bei Schliessung der Position automatisch geschlossen. Di Auslöseschwelle für Trailing-Stops einer Stop-Order kann spezifiziert werden, um dem Markt zu folgen. Wenn sich in diesem Fall der Markt zu Ihren Gunsten verändert, so verändert sich die Auslöseschwelle in gleicher Weise. Die Anpassung der Auslöseschwelle für Trailing-Stops erfolgt gemäss den bei der Platzierung der Order definierten Schritten.

Stop-Limit-Order

Eine Stop-Limit-Order ruht in der gleichen Weise wie eine Stop-Order. Bei Auslösung wird sie in eine Limit-Order zu einem vorab vereinbarten Limitpreis umgewandelt, anstatt sie zum nächsten verfügbaren Kurs auszuführen. Ab diesem Punkt wird die Order als Limit-Order behandelt. Durch diesen Ordertyp sind Sie bei Kurssprüngen am Markt oder in nicht liquiden Märkten in gewissem Masse vor einer schlechten Ausführung geschützt. Trailing Stop Limit-Order sind nicht verfügbar.


1 Das Auslösen einer Stop-Order zum Verkauf erfolgt an erster Stelle zu dem vorrangigen am Interbank-Ausführungsplatz beobachteten Kurs. Ist am Interbank-Ausführungsplatz keine Liquidität verfügbar, behält sich Saxo Bank das Recht vor, einen sekundären Interbank-Ausführungsplatz oder einen alternativen Liquiditätsgeber zu verwenden.