Order driven execution statistics

Derive the value of potential price improvements on every trade. Assume greater control of your trading and achieve an optimal balance between fill ratio and price level through our fully customised orders.

To learn more about how Saxo executes orders on behalf of its clients, please refer to our Order Execution Policy.

As a way to demonstrate its commitment to increased transparency and delivery of fair outcomes to clients, Saxo Bank Schweiz 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 Schweiz’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 Schweiz’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)*Fill Rate**
AUDUSD21.9%58.8%19.4%0.099.1%
EURGBP19.2%62.9%17.9%0.0100.0%
EURJPY31.4%37.4%31.2%0.099.8%
EURUSD25.5%53.4%21.0%0.099.5%
GBPJPY32.6%34.4%33.0%0.099.6%
GBPUSD26.5%49.8%23.7%0.099.4%
NZDUSD22.9%59.2%17.9%0.098.9%
USDCAD24.6%53.0%22.4%0.099.9%
USDCHF27.0%52.4%20.6%0.098.9%
USDJPY31.1%40.2%28.7%0.099.1%
XAGUSD25.3%54.7%20.0%1.497.7%
XAUUSD35.1%35.5%29.3%0.599.0%

* 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*
AUDUSD0.10.20.40.73.7
EURGBP0.00.20.30.911.5
EURJPY0.10.00.41.12.3
EURUSD0.10.20.31.06.7
GBPJPY0.20.20.40.03.1
GBPUSD0.10.20.51.02.6
NZDUSD0.00.00.61.04.2
USDCAD0.10.20.40.015.7
USDCHF0.10.20.00.91.9
USDJPY0.10.20.30.93.4
0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD6.10.025.646.4816.4
0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD3.811.620.321.8789.4

* 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
AUDUSD74.2%74.3%74.9%95.7%96.3%
EURGBP84.8%86.8%86.8%98.3%98.9%
EURJPY63.3%63.3%65.7%68.2%98.5%
EURUSD71.6%71.9%72.1%72.8%94.1%
GBPJPY64.8%66.1%66.8%66.8%96.4%
GBPUSD66.5%66.9%69.7%80.9%95.6%
NZDUSD67.4%67.4%97.2%97.2%97.8%
USDCAD74.3%75.1%76.4%76.4%97.5%
USDCHF77.8%78.7%78.7%96.6%96.7%
USDJPY67.7%71.1%71.7%71.9%95.9%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD71.3%71.3%84.7%94.3%94.8%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD60.4%61.1%82.0%83.2%94.1%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.8%
< 10099.6%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds14

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD22.2%54.0%23.8%0.0100.0%
EURGBP17.3%61.4%21.2%0.0100.0%
EURJPY28.3%41.0%30.7%0.0100.0%
EURUSD23.4%52.7%23.9%0.0100.0%
GBPJPY35.1%30.5%34.4%0.0100.0%
GBPUSD24.9%49.3%25.8%0.0100.0%
NZDUSD20.7%52.4%26.9%0.0100.0%
USDCAD22.0%55.9%22.1%0.0100.0%
USDCHF23.5%54.9%21.6%0.0100.0%
USDJPY29.8%39.1%31.1%0.0100.0%
XAGUSD21.7%54.9%23.5%-0.3100.0%
XAUUSD29.7%39.6%30.7%-0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.9%
< 10099.7%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds13

 

Resting Stop Order Statistics  

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD80.2%19.8%0.50.1
EURGBP87.3%12.7%0.30.0
EURJPY72.0%28.0%0.20.1
EURUSD81.3%18.7%0.30.1
GBPJPY51.7%48.3%0.40.2
GBPUSD69.9%30.1%0.40.1
NZDUSD74.1%25.9%0.50.1
USDCAD80.3%19.7%0.60.1
USDCHF74.0%26.0%0.90.2
USDJPY74.8%25.2%0.50.1
XAGUSD15.2%84.8%9.98.2
XAUUSD37.6%62.4%6.33.9

* 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)**
AUDUSD20.3%79.7%0.60.1
EURGBP16.9%83.1%0.30.1
EURJPY28.8%71.2%0.30.1
EURUSD19.0%81.0%0.40.1
GBPJPY42.9%57.1%0.30.1
GBPUSD31.3%68.7%0.40.1
NZDUSD28.1%71.9%0.80.2
USDCAD20.7%79.3%0.40.1
USDCHF30.4%69.6%0.70.2
USDJPY30.1%69.9%0.50.2
XAGUSD77.9%22.1%8.16.3
XAUUSD59.8%40.2%5.13.1

* 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)*Fill Rate**
AUDUSD21.5%59.2%19.3%0.099.1%
EURGBP19.6%63.2%17.2%0.0100.0%
EURJPY30.9%38.6%30.5%0.099.8%
EURUSD24.7%54.5%20.8%0.099.6%
GBPJPY32.2%35.0%32.8%0.099.7%
GBPUSD26.5%50.1%23.5%0.099.5%
NZDUSD22.8%59.6%17.6%0.099.0%
USDCAD24.1%54.0%21.9%0.099.9%
USDCHF26.7%53.4%19.8%0.098.9%
USDJPY30.8%41.2%28.0%0.099.2%
XAGUSD25.2%54.9%19.9%1.397.7%
XAUUSD34.5%36.3%29.2%0.599.2%

* 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*
AUDUSD0.10.20.40.73.8
EURGBP0.00.20.30.912.3
EURJPY0.10.00.41.12.3
EURUSD0.10.20.31.06.4
GBPJPY0.10.20.40.03.0
GBPUSD0.10.20.51.02.7
NZDUSD0.00.00.61.04.2
USDCAD0.10.20.30.012.4
USDCHF0.10.20.00.91.9
USDJPY0.10.20.31.03.5
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD6.10.025.746.3826.4
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.511.620.321.7774.2

* 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
AUDUSD74.7%74.9%75.5%95.6%96.2%
EURGBP84.5%86.5%86.6%98.3%98.8%
EURJPY62.7%62.7%65.2%66.7%98.5%
EURUSD72.6%72.9%73.1%73.8%94.6%
GBPJPY65.7%67.0%67.8%67.8%96.7%
GBPUSD66.3%66.7%69.4%80.2%95.5%
NZDUSD67.4%67.4%97.2%97.3%97.8%
USDCAD77.6%78.3%79.5%79.5%98.0%
USDCHF77.8%78.7%78.7%96.6%96.7%
USDJPY68.7%71.8%72.5%72.5%96.0%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD71.3%71.3%84.4%94.3%94.8%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD61.6%62.3%83.3%84.3%94.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.8%
< 10099.6%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds14

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage
Net Improvement*
Fill Rate
AUDUSD24.7%49.8%25.4%0.0100.0%
EURGBP16.1%70.4%13.6%0.0100.0%
EURJPY29.2%40.2%30.6%0.0100.0%
EURUSD24.5%50.1%25.4%0.0100.0%
GBPJPY30.2%34.7%35.1%0.0100.0%
GBPUSD24.6%48.7%26.7%0.0100.0%
NZDUSD20.8%48.2%31.0%0.0100.0%
USDCAD23.7%54.4%22.0%0.0100.0%
USDCHF22.5%53.0%24.5%0.0100.0%
USDJPY28.2%41.8%30.0%0.0100.0%
XAGUSD23.2%53.1%23.7%-0.3100.0%
XAUUSD32.1%36.4%31.5%-0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.3%
< 10099.7%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds12

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD81.9%18.1%0.30.0
EURGBP82.5%17.5%0.20.0
EURJPY72.2%27.8%0.20.1
EURUSD81.6%18.4%0.30.1
GBPJPY52.9%47.1%0.40.2
GBPUSD67.6%32.4%0.60.2
NZDUSD77.7%22.3%0.30.1
USDCAD80.8%19.2%0.30.1
USDCHF75.4%24.6%0.40.1
USDJPY72.3%27.7%0.30.1
XAGUSD21.9%78.1%9.27.0
XAUUSD38.8%61.2%4.92.9

* 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)**
AUDUSD19.2%80.8%0.30.1
EURGBP17.0%83.0%0.50.1
EURJPY33.4%66.6%0.20.1
EURUSD19.2%80.8%0.30.1
GBPJPY47.4%52.6%0.30.1
GBPUSD33.9%66.1%0.50.2
NZDUSD22.2%77.8%0.40.1
USDCAD21.3%78.7%0.40.1
USDCHF29.7%70.3%0.70.2
USDJPY34.1%65.9%0.30.1
XAGUSD80.2%19.8%9.37.5
XAUUSD60.6%39.4%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**
AUDUSD21.7%57.7%20.6%0.099.0%
EURGBP19.5%61.9%18.6%0.099.9%
EURJPY36.0%33.4%30.6%0.099.1%
EURUSD25.6%54.0%20.4%0.099.6%
GBPJPY31.8%39.3%28.9%0.099.3%
GBPUSD25.1%51.6%23.3%0.099.4%
NZDUSD19.5%64.4%16.1%0.099.1%
USDCAD22.8%56.0%21.2%0.099.8%
USDCHF22.9%56.3%20.8%0.099.0%
USDJPY32.1%40.3%27.6%0.098.6%
XAGUSD26.5%53.3%20.2%2.396.2%
XAUUSD36.7%34.4%28.9%0.799.0%

* 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*
AUDUSD0.10.20.50.72.4
EURGBP0.10.20.30.91.9
EURJPY0.20.00.31.02.2
EURUSD0.10.20.41.015.5
GBPJPY0.10.30.40.92.6
GBPUSD0.10.20.51.02.1
NZDUSD0.10.20.60.03.1
USDCAD0.10.20.31.14.9
USDCHF0.00.20.00.91.9
USDJPY0.20.20.51.03.6
0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD7.20.026.848.71127.2
0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD3.811.420.321.8836.6

* 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
AUDUSD72.7%73.1%74.4%95.7%96.5%
EURGBP76.4%83.6%84.0%97.8%98.4%
EURJPY57.5%57.5%60.4%62.3%96.9%
EURUSD73.0%73.4%73.7%74.4%94.5%
GBPJPY56.8%58.9%61.3%61.6%92.7%
GBPUSD68.7%69.2%72.5%73.4%95.7%
NZDUSD70.8%71.5%91.1%91.1%92.6%
USDCAD76.9%77.1%78.1%78.2%97.4%
USDCHF67.9%69.7%69.7%96.8%96.9%
USDJPY66.9%69.1%69.3%69.7%94.1%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD75.8%75.8%85.9%92.2%93.2%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD64.7%65.0%78.9%81.9%93.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5095.9%
< 10099.4%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds15


Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD25.1%49.7%25.2%0.0100.0%
EURGBP14.2%68.8%17.0%0.0100.0%
EURJPY31.7%38.1%30.1%0.0100.0%
EURUSD23.8%50.9%25.3%0.0100.0%
GBPJPY29.6%35.8%34.7%-0.1100.0%
GBPUSD25.0%49.2%25.8%0.0100.0%
NZDUSD16.3%44.6%39.1%-0.1100.0%
USDCAD20.2%56.7%23.0%0.0100.0%
USDCHF20.0%58.8%21.2%0.0100.0%
USDJPY29.7%37.1%33.2%0.0100.0%
XAGUSD25.0%52.0%23.0%0.3100.0%
XAUUSD33.9%32.6%33.4%-0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.6%
< 10099.7%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds12


Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD81.5%18.5%0.20.0
EURGBP84.0%16.0%0.30.0
EURJPY66.4%33.6%0.40.1
EURUSD82.1%17.9%0.30.0
GBPJPY51.4%48.6%0.40.2
GBPUSD70.9%29.1%0.30.1
NZDUSD75.3%24.7%0.30.1
USDCAD82.6%17.4%0.20.0
USDCHF76.5%23.5%0.40.1
USDJPY71.4%28.6%0.40.1
XAGUSD16.6%83.4%9.57.8
XAUUSD35.2%64.8%4.42.7

* 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)**
AUDUSD22.0%78.0%0.40.1
EURGBP23.4%76.6%0.50.1
EURJPY39.7%60.3%0.30.1
EURUSD17.3%82.7%0.30.1
GBPJPY56.2%43.8%0.40.2
GBPUSD30.8%69.2%0.60.2
NZDUSD26.9%73.1%0.60.2
USDCAD21.6%78.4%0.50.1
USDCHF28.1%71.9%0.70.2
USDJPY36.2%63.8%0.30.1
XAGUSD84.7%15.3%9.17.7
XAUUSD62.6%37.4%4.93.1

* 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)*Fill Rate***
AUDUSD22.4%60.9%16.7%0.099.2%
EURGBP20.2%63.4%16.5%0.099.9%
EURJPY30.4%42.9%26.8%0.099.9%
EURUSD23.1%56.4%20.5%0.099.4%
GBPJPY29.3%43.3%27.4%0.099.7%
GBPUSD25.1%52.8%22.1%0.099.5%
NZDUSD22.0%63.2%14.8%0.099.7%
USDCAD23.9%54.9%21.2%0.099.8%
USDCHF22.0%57.9%20.1%0.099.4%
USDJPY24.1%54.3%21.6%0.099.6%
XAGUSD24.7%56.7%18.6%1.896.2%
XAUUSD34.9%36.3%28.8%0.599.2%

* 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*
AUDUSD0.10.20.60.72.5
EURGBP0.00.20.00.92.6
EURJPY0.10.00.31.02.3
EURUSD0.10.20.51.05.7
GBPJPY0.10.20.30.02.2
GBPUSD0.10.20.51.02.2
NZDUSD0.10.00.60.92.4
USDCAD0.10.30.31.04.2
USDCHF0.10.40.30.91.8
USDJPY0.10.20.61.02.8
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.30.026.647.31731.3
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.09.320.225.0161.7

* 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
AUDUSD75.8%76.0%88.9%92.2%93.5%
EURGBP75.5%78.3%78.3%98.6%99.0%
EURJPY69.0%69.0%71.1%72.0%98.6%
EURUSD73.3%73.9%74.2%76.3%95.6%
GBPJPY69.5%71.7%75.7%75.7%97.5%
GBPUSD70.9%71.3%74.0%80.4%96.1%
NZDUSD71.2%71.2%86.2%86.2%89.5%
USDCAD68.5%69.2%70.0%72.2%95.1%
USDCHF75.9%76.1%76.3%97.9%98.3%
USDJPY73.5%75.3%76.0%77.7%96.3%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD75.6%75.6%85.7%91.9%92.7%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD63.8%64.0%88.0%88.0%95.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.8%
< 10099.6%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds14

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD22.1%55.3%22.6%0.0100.0%
EURGBP13.3%67.6%19.1%0.0100.0%
EURJPY26.1%45.8%28.1%0.0100.0%
EURUSD23.2%53.8%23.0%0.0100.0%
GBPJPY27.4%42.0%30.5%0.0100.0%
GBPUSD23.4%52.1%24.5%0.0100.0%
NZDUSD20.1%60.2%19.8%0.0100.0%
USDCAD23.1%53.7%23.2%0.0100.0%
USDCHF19.1%62.0%18.9%0.0100.0%
USDJPY24.8%49.0%26.2%0.0100.0%
XAGUSD21.9%57.5%20.6%0.1100.0%
XAUUSD32.1%36.3%31.6%-0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.8%
< 10099.8%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds10

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD79.5%20.5%0.40.1
EURGBP80.0%20.0%0.40.1
EURJPY69.3%30.7%0.20.1
EURUSD79.7%20.3%0.30.1
GBPJPY57.3%42.7%0.30.1
GBPUSD69.5%30.5%0.40.1
NZDUSD78.8%21.2%0.30.1
USDCAD80.2%19.8%0.30.1
USDCHF72.2%27.8%0.40.1
USDJPY72.2%27.8%0.30.1
XAGUSD12.7%87.3%14.212.2
XAUUSD37.8%62.2%6.93.4

* 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)**
AUDUSD21.3%78.7%0.30.1
EURGBP21.5%78.5%0.30.1
EURJPY32.7%67.3%0.30.1
EURUSD19.6%80.4%0.30.1
GBPJPY42.0%58.0%0.40.2
GBPUSD33.0%67.0%0.50.2
NZDUSD25.7%74.3%0.30.1
USDCAD20.6%79.4%0.20.0
USDCHF25.8%74.2%0.30.1
USDJPY33.6%66.4%0.30.1
XAGUSD82.6%17.4%21.017.4
XAUUSD60.0%40.0%5.13.0

* 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***
AUDUSD23.8%56.0%20.1%0.099.0%
EURGBP20.3%62.1%17.6%0.099.6%
EURJPY31.9%39.3%28.8%0.099.5%
EURUSD25.4%53.0%21.6%0.098.2%
GBPJPY32.3%39.6%28.10.099.7%
GBPUSD27.2%47.1%25.7%0.099.1%
NZDUSD18.9%63.2%18.0%0.098.5%
USDCAD27.4%48.5%24.0%0.099.9%
USDCHF23.1%54.0%22.9%0.099.2%
USDJPY24.7%53.8%21.5%0.098.7%
XAGUSD24.5%55.7%19.8%2.095.5%
XAUUSD36.0%33.7%30.4%0.699.2%

* 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*
AUDUSD0,00,20,61,03,0
EURGBP0,10,20,00,91,8
EURJPY0,20,00,30,92,3
EURUSD0,10,20,31,07,2
GBPJPY0,20,20,30,02,4
GBPUSD0,10,20,51,02,1
NZDUSD0,00,20,61,07,4
USDCAD0,10,20,31,03,8
USDCHF0,10,30,00,92,0
USDJPY0,10,20,61,02,8
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD6,80,026,344,82225,9
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3,52,319,50,0234,2

* 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
AUDUSD73,8%74,0%92,2%92,2%93,3%
EURGBP75,4%83,7%83,7%97,7%98,3%
EURJPY60,0%60,0%59,8%60,6%96,8%
EURUSD71,2%71,5%71,7%77,6%92,4%
GBPJPY59,7%62,6%63,5%63,5%96,3%
GBPUSD71,3%71,3%73,5%77,7%96,6%
NZDUSD62,3%63,1%92,4%92,5%92,6%
USDCAD57,8%58,6%59,6%60,8%92,7%
USDCHF71,4%71,7%71,7%97,4%97,8%
USDJPY70,9%72,4%72,5%73,1%94,5%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD72,9%72,9%81,6%90,6%91,7%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD51,0%51,0%80,5%80,5%92,0%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096,9%
< 10099,5%
< 25099,9%
< 500100,0%
< 1000100,0%
Average execution speed in milliseconds14

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD23,6%53,5%22,9%0,0100,0%
EURGBP15,6%65,9%18,5%0,0100,0%
EURJPY28,2%41,3%30,5%0,0100,0%
EURUSD23,5%51,6%24,9%0,0100,0%
GBPJPY31,4%37,5%31,1%0,0100,0%
GBPUSD27,0%44,5%28,4%0,0100,0%
NZDUSD19,0%58,1%22,9%0,0100,0%
USDCAD25,8%50,3%23,9%0,0100,0%
USDCHF22,2%54,3%23,5%0,0100,0%
USDJPY23,9%48,9%27,1%0,0100,0%
XAGUSD19,7%58,1%22,2%-0,3100,0%
XAUUSD33,5%33,9%32,5%0,0100,0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098,7%
< 10099,7%
< 250100,0%
< 500100,0%
< 1000100,0%
Average execution speed in milliseconds11

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD85,5%14,5%0,50,1
EURGBP85,5%14,5%0,20,0
EURJPY62,8%37,2%0,30,1
EURUSD80,1%19,9%0,40,1
GBPJPY52,7%47,3%0,20,1
GBPUSD72,7%27,3%0,20,1
NZDUSD80,5%19,5%0,30,1
USDCAD81,9%18,1%0,20,0
USDCHF76,7%23,3%0,40,1
USDJPY65,8%34,2%0,40,1
XAGUSD10,3%89,7%10,89,7
XAUUSD37,2%62,8%6,03,7

* 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%0,40,1
EURGBP21,5%78,5%0,40,1
EURJPY39,8%60,2%0,70,3
EURUSD18,4%81,6%0,20,0
GBPJPY48,0%52,0%1,00,5
GBPUSD24,1%75,9%0,20,0
NZDUSD23,3%76,7%0,70,2
USDCAD19,3%80,7%0,40,1
USDCHF23,6%76,4%0,30,1
USDJPY36,7%63,3%0,60,2
XAGUSD77,2%22,8%11,48,8
XAUUSD60,6%39,4%3,92,3

* 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**
AUDUSD24.5%51.6%23.9%0.098.9%
EURGBP18.3%64.4%17.3%0.099.9%
EURJPY29.7%43.2%27.1%0.099.7%
EURUSD24.0%57.1%18.9%0.099.1%
GBPJPY32.5%38.9%28.6%0.099.7%
GBPUSD27.0%45.6%27.4%0.099.3%
NZDUSD18.9%63.0%18.2%0.099.0%
USDCAD25.7%52.1%22.2%0.099.8%
USDCHF23.6%54.5%21.9%0.099.7%
USDJPY25.4%51.1%23.6%0.099.4%
XAGUSD21.4%63.6%15.1%1.997.1%
XAUUSD30.1%44.5%25.4%0.299.6%

* 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*
AUDUSD0.10.20.60.72.7
EURGBP0.00.20.00.92.7
EURJPY0.10.00.01.01.9
EURUSD0.10.20.41.010.4
GBPJPY0.10.20.31.12.3
GBPUSD0.10.20.51.01.9
NZDUSD0.00.20.61.03.6
USDCAD0.10.20.31.04.2
USDCHF0.00.00.00.92.7
USDJPY0.10.20.41.03.9
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.40.025.147.1145.1
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD2.13.018.90.083.2

* 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
AUDUSD70.6%71.5%96.2%96.2%96.7%
EURGBP81.5%84.4%84.4%99.0%99.2%
EURJPY67.4%67.4%67.4%71.6%98.5%
EURUSD74.1%74.4%74.7%76.0%93.3%
GBPJPY67.8%68.4%69.3%69.9%96.2%
GBPUSD70.2%70.6%77.2%78.5%97.1%
NZDUSD70.8%72.0%95.7%95.9%96.5%
USDCAD61.2%62.8%69.8%69.9%95.7%
USDCHF78.3%78.3%78.3%98.3%98.5%
USDJPY72.3%75.0%75.0%75.5%96.7%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD78.3%78.3%83.6%92.6%93.2%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD65.6%65.6%84.3%84.3%94.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.2%
< 10099.7%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds12

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD24.2%49.8%26.0%0.0100.0%
EURGBP17.1%67.5%15.4%0.0100.0%
EURJPY27.7%42.2%30.0%0.0100.0%
EURUSD22.3%54.5%23.2%0.0100.0%
GBPJPY29.4%40.2%30.4%0.0100.0%
GBPUSD26.4%46.5%27.1%0.0100.0%
NZDUSD16.4%60.1%23.5%0.0100.0%
USDCAD23.9%52.9%23.3%0.0100.0%
USDCHF19.5%55.9%24.5%0.0100.0%
USDJPY25.3%48.0%26.6%0.0100.0%
XAGUSD20.0%58.9%21.1%-0.1100.0%
XAUUSD27.8%44.5%27.7%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.9%
< 10099.7%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds11

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD83.4%16.6%0.20.0
EURGBP85.2%14.8%0.20.0
EURJPY69.0%31.0%0.30.1
EURUSD79.8%20.2%0.40.1
GBPJPY53.5%46.5%0.40.2
GBPUSD69.0%31.0%0.40.1
NZDUSD85.5%14.5%0.50.1
USDCAD85.2%14.8%0.30.0
USDCHF79.4%20.6%0.50.1
USDJPY78.8%21.2%0.30.1
XAGUSD14.3%85.7%10.08.2
XAUUSD42.0%58.0%4.72.7

* 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)**
AUDUSD16.5%83.5%0.20.0
EURGBP24.9%75.1%0.30.1
EURJPY29.7%70.3%0.30.1
EURUSD18.3%81.7%0.20.0
GBPJPY48.6%51.4%0.70.3
GBPUSD29.0%71.0%0.30.1
NZDUSD14.1%85.9%0.20.0
USDCAD15.6%84.4%0.50.1
USDCHF25.5%74.5%0.30.1
USDJPY27.1%72.9%0.30.1
XAGUSD70.8%29.2%9.46.6
XAUUSD53.7%46.3%4.32.3

* 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**
AUDUSD27.4%46.6%26.0%0.099.0%
EURGBP20.3%60.0%19.7%0.099.8%
EURJPY32.3%37.5%30.1%0.099.7%
EURUSD25.7%54.5%19.8%0.099.6%
GBPJPY33.8%34.3%31.9%0.099.3%
GBPUSD28.1%48.3%23.7%0.099.4%
NZDUSD22.0%56.3%21.6%0.098.9%
USDCAD24.9%52.6%22.5%0.099.9%
USDCHF27.3%51.3%21.3%0.099.1%
USDJPY28.0%46.0%26.0%0.099.4%
XAGUSD21.2%61.5%17.2%1.397.9%
XAUUSD31.7%39.2%29.0%0.399.3%

* 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*
AUDUSD0.10.20.60.72.6
EURGBP0.00.20.00.93.6
EURJPY0.20.00.51.02.0
EURUSD0.10.20.41.18.8
GBPJPY0.20.20.30.02.2
GBPUSD0.10.20.61.02.1
NZDUSD0.10.20.60.05.1
USDCAD0.10.20.30.04.5
USDCHF0.10.20.00.92.0
USDJPY0.10.20.61.07.5
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.60.026.347.2130.4
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.43.519.30.0148.4

* 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
AUDUSD66.8%67.2%92.3%94.2%95.6%
EURGBP65.3%68.7%68.7%97.9%98.5%
EURJPY60.6%60.6%61.8%64.9%98.1%
EURUSD73.7%74.0%74.1%74.5%93.8%
GBPJPY60.6%60.8%61.6%61.6%96.5%
GBPUSD70.0%70.1%75.1%75.2%95.0%
NZDUSD71.3%72.4%95.8%95.8%96.5%
USDCAD74.6%76.2%81.7%81.7%97.3%
USDCHF78.7%78.6%78.6%97.8%98.0%
USDJPY72.5%74.7%74.7%75.1%97.1%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD76.6%76.6%82.6%93.9%94.6%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD63.7%63.7%84.7%84.7%95.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.4%
< 10099.7%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds13

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD27.0%45.7%27.3%0.0100.0%
EURGBP18.4%61.0%20.6%0.0100.0%
EURJPY30.8%39.6%29.6%0.0100.0%
EURUSD24.7%50.4%24.9%0.0100.0%
GBPJPY31.1%37.2%31.7%0.0100.0%
GBPUSD26.6%46.0%27.4%0.0100.0%
NZDUSD23.4%56.8%19.7%0.0100.0%
USDCAD23.5%52.2%24.3%0.0100.0%
USDCHF22.2%52.4%25.4%0.0100.0%
USDJPY28.1%42.1%29.8%0.0100.0%
XAGUSD20.9%57.6%21.5%0.0100.0%
XAUUSD28.6%41.8%29.6%-0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.8%
< 10099.8%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds11

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD82.7%17.3%0.20.0
EURGBP79.0%21.0%0.60.1
EURJPY73.6%26.4%0.20.1
EURUSD84.1%15.9%0.20.0
GBPJPY48.6%51.4%0.50.2
GBPUSD72.0%28.0%0.30.1
NZDUSD84.9%15.1%0.20.0
USDCAD87.5%12.5%0.20.0
USDCHF83.5%16.5%0.20.0
USDJPY74.0%26.0%0.20.1
XAGUSD10.9%89.1%12.010.7
XAUUSD39.3%60.7%4.12.4

* 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)**
AUDUSD18.2%81.8%0.20.0
EURGBP18.8%81.2%0.40.1
EURJPY29.8%70.2%0.20.1
EURUSD16.3%83.7%0.20.0
GBPJPY43.6%56.4%0.40.2
GBPUSD26.8%73.2%0.30.1
NZDUSD18.2%81.8%0.20.0
USDCAD14.9%85.1%0.20.0
USDCHF21.6%78.4%0.30.1
USDJPY27.9%72.1%0.20.1
XAGUSD62.9%37.1%10.46.5
XAUUSD57.4%42.6%4.32.5

* 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**
AUDUSD30.5%48.3%21.2%0.099.2%
EURGBP20.0%60.7%19.3%0.099.9%
EURJPY34.5%34.4%31.2%0.099.0%
EURUSD25.1%54.5%20.4%0.099.4%
GBPJPY36.6%31.3%32.1%0.099.1%
GBPUSD27.6%49.2%23.2%0.099.5%
NZDUSD26.2%57.2%16.6%0.099.2%
USDCAD28.1%51.7%20.2%0.099.8%
USDCHF24.3%56.3%19.4%0.099.5%
USDJPY31.3%40.2%28.4%0.098.6%
XAGUSD24.1%57.3%18.6%2.197.1%
XAUUSD35.8%35.0%29.3%0.599.3%

* 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*
AUDUSD0.10.30.50.73.7
EURGBP0.00.20.00.911.0
EURJPY0.20.00.50.92.0
EURUSD0.10.20.51.09.1
GBPJPY0.30.20.31.32.5
GBPUSD0.10.20.51.01.9
NZDUSD0.10.20.60.04.0
USDCAD0.10.20.31.110.7
USDCHF0.10.20.00.92.3
USDJPY0.20.20.51.02.7
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD6.40.027.449.9136.6
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.84.519.90.0190.1

* 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
AUDUSD70.0%70.3%70.5%90.4%92.0%
EURGBP73.4%81.6%81.6%98.5%98.9%
EURJPY59.7%59.7%60.8%64.7%98.1%
EURUSD72.0%72.1%72.4%73.3%94.0%
GBPJPY59.9%60.5%61.3%61.6%94.3%
GBPUSD70.4%70.4%73.3%74.0%95.1%
NZDUSD64.3%64.5%86.9%86.9%88.3%
USDCAD70.1%70.2%72.8%73.0%91.0%
USDCHF75.4%76.6%76.6%95.1%95.5%
USDJPY67.8%69.1%69.7%70.7%96.3%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD76.3%76.3%84.3%93.7%94.3%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD60.6%60.7%81.1%81.1%94.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.5%
< 10099.7%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds12

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD27.7%44.1%28.3%0.0100.0%
EURGBP20.3%61.0%18.8%0.0100.0%
EURJPY33.0%35.4%31.6%0.0100.0%
EURUSD24.4%51.5%24.1%0.0100.0%
GBPJPY33.0%31.7%35.3%0.0100.0%
GBPUSD26.5%46.4%27.1%0.0100.0%
NZDUSD22.5%55.6%21.8%0.0100.0%
USDCAD23.5%50.8%25.7%0.0100.0%
USDCHF21.4%57.5%21.1%0.0100.0%
USDJPY30.2%37.0%32.8%0.0100.0%
XAGUSD20.6%59.0%20.4%0.1100.0%
XAUUSD32.1%36.1%31.8%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.9%
< 10099.8%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds10

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD85.9%14.1%0.40.1
EURGBP85.8%14.2%0.20.0
EURJPY64.6%35.4%0.80.3
EURUSD82.0%18.0%0.30.0
GBPJPY48.3%51.7%0.40.2
GBPUSD76.2%23.8%0.30.1
NZDUSD79.5%20.5%0.40.1
USDCAD84.1%15.9%0.20.0
USDCHF77.5%22.5%0.30.1
USDJPY70.6%29.4%0.60.2
XAGUSD12.0%88.0%10.89.5
XAUUSD41.3%58.7%5.33.1

* 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)**
AUDUSD16.5%83.5%0.30.0
EURGBP19.6%80.4%0.30.1
EURJPY35.7%64.3%0.30.1
EURUSD16.1%83.9%0.20.0
GBPJPY50.7%49.3%0.50.3
GBPUSD26.0%74.0%0.20.1
NZDUSD18.0%82.0%0.20.0
USDCAD19.4%80.6%0.20.0
USDCHF22.2%77.8%0.30.1
USDJPY29.7%70.3%0.40.1
XAGUSD72.5%27.5%13.810.0
XAUUSD57.7%42.3%3.92.2

* 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**
AUDUSD25.9%51.6%22.5%0.099.2%
EURGBP24.5%56.0%19.5%0.099.9%
EURJPY31.9%38.9%29.3%0.099.7%
EURUSD24.2%56.6%19.2%0.099.6%
GBPJPY35.7%33.6%30.7%0.099.7%
GBPUSD27.8%47.9%24.3%0.099.4%
NZDUSD21.4%56.9%21.6%0.099.2%
USDCAD27.0%47.7%25.3%0.099.6%
USDCHF23.0%58.7%18.3%0.099.4%
USDJPY28.9%43.2%27.9%0.099.3%
XAGUSD25.5%57.3%17.2%2.297.0%
XAUUSD35.0%33.6%31.5%0.599.2%

* 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*
AUDUSD0.10.20.50.75.6
EURGBP0.10.20.00.94.4
EURJPY0.10.00.51.02.2
EURUSD0.10.20.41.010.1
GBPJPY0.20.20.41.02.3
GBPUSD0.10.20.61.01.7
NZDUSD0.10.00.61.03.3
USDCAD0.10.20.31.04.8
USDCHF0.10.20.00.93.4
USDJPY0.10.20.31.012.8
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.30.027.047.4162.2
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.25.019.70.0249.3

* 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
AUDUSD72.7%72.9%73.6%93.6%94.5%
EURGBP76.0%80.7%80.7%98.1%98.5%
EURJPY73.6%73.6%75.3%82.8%98.8%
EURUSD74.0%74.2%74.3%75.0%94.0%
GBPJPY63.3%64.6%66.1%67.6%95.2%
GBPUSD68.7%68.8%72.2%73.2%95.2%
NZDUSD73.3%73.3%97.2%97.3%98.0%
USDCAD68.4%69.1%77.4%77.7%96.3%
USDCHF79.1%79.4%79.4%95.5%95.6%
USDJPY70.4%71.6%71.6%76.1%97.5%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD76.4%76.4%82.3%89.5%91.0%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD61.7%61.9%84.7%84.7%95.8%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.2%
< 10099.6%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds13

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD25.6%48.8%25.6%0.0100.0%
EURGBP22.1%57.1%20.8%0.0100.0%
EURJPY30.6%36.9%32.5%0.0100.0%
EURUSD22.1%55.4%22.6%0.0100.0%
GBPJPY34.7%30.1%35.2%0.0100.0%
GBPUSD27.1%45.4%27.5%0.0100.0%
NZDUSD20.0%55.7%24.4%0.0100.0%
USDCAD26.2%47.9%25.9%0.0100.0%
USDCHF17.9%58.7%23.4%0.0100.0%
USDJPY28.3%39.7%32.0%0.0100.0%
XAGUSD23.4%52.7%23.9%-0.2100.0%
XAUUSD33.8%32.9%33.2%0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.7%
< 10099.7%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds11

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD82.3%17.7%0.30.0
EURGBP79.0%21.0%0.20.1
EURJPY69.0%31.0%0.30.1
EURUSD79.1%20.9%0.50.1
GBPJPY50.8%49.2%0.50.3
GBPUSD70.0%30.0%0.50.1
NZDUSD85.3%14.7%0.30.0
USDCAD80.8%19.2%0.60.1
USDCHF74.6%25.4%0.40.1
USDJPY71.2%28.8%0.60.2
XAGUSD14.2%85.8%11.59.8
XAUUSD37.4%62.6%5.02.9

* 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)**
AUDUSD18.9%81.1%0.40.1
EURGBP24.1%75.9%0.30.1
EURJPY28.9%71.1%0.20.1
EURUSD19.1%80.9%0.30.1
GBPJPY44.9%55.1%0.30.1
GBPUSD28.9%71.1%0.40.1
NZDUSD24.6%75.4%0.20.0
USDCAD21.6%78.4%0.70.2
USDCHF22.1%77.9%0.20.1
USDJPY28.2%71.8%0.40.1
XAGUSD84.2%15.8%10.48.8
XAUUSD60.7%39.3%5.03.0

* 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**
AUDUSD26.2%52.5%21.4%0.099.4%
EURGBP22.6%58.0%19.4%0.099.9%
EURJPY33.9%34.1%32.0%0.099.4%
EURUSD26.8%52.4%20.9%0.099.7%
GBPJPY37.7%31.4%31.0%0.099.6%
GBPUSD29.1%46.1%24.8%0.099.7%
NZDUSD21.8%58.9%19.2%0.099.2%
USDCAD25.1%50.2%24.7%0.099.8%
USDCHF23.4%55.2%21.4%0.099.5%
USDJPY30.7%40.8%28.4%0.099.1%
XAGUSD24.5%59.4%16.1%2.696.2%
XAUUSD37.1%31.1%31.8%0.598.8%

* 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*
AUDUSD0.10.20.60.73.1
EURGBP0.10.20.00.918.5
EURJPY0.11.10.41.02.0
EURUSD0.10.20.41.111.6
GBPJPY0.20.00.71.02.3
GBPUSD0.10.20.61.01.9
NZDUSD0.10.20.61.03.1
USDCAD0.10.20.31.03.8
USDCHF0.10.20.00.94.6
USDJPY0.10.20.61.05.7
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD6.30.026.247.6277.5
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD4.08.020.121.6226.9

* 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
AUDUSD59.2%59.4%65.1%89.6%91.4%
EURGBP81.1%82.1%82.1%98.5%98.6%
EURJPY64.8%65.1%67.4%86.8%98.2%
EURUSD77.9%78.3%78.4%79.0%95.3%
GBPJPY63.8%63.6%63.8%66.1%94.2%
GBPUSD78.4%78.5%79.7%80.9%97.3%
NZDUSD85.0%85.1%97.5%97.6%98.0%
USDCAD77.4%77.8%87.9%88.5%98.8%
USDCHF81.3%81.4%81.4%98.0%98.0%
USDJPY70.8%71.5%71.3%75.2%96.8%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD80.2%80.2%85.1%89.3%92.6%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD66.2%66.2%82.8%83.0%94.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.2%
< 10099.6%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds12

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD23.7%52.5%23.7%0.0100.0%
EURGBP18.0%62.8%19.3%0.0100.0%
EURJPY31.4%36.2%32.4%0.0100.0%
EURUSD24.5%49.0%26.5%0.0100.0%
GBPJPY34.7%31.9%33.4%0.0100.0%
GBPUSD27.2%44.7%28.1%0.0100.0%
NZDUSD20.4%56.9%22.7%0.0100.0%
USDCAD24.2%51.5%24.3%0.0100.0%
USDCHF22.9%57.8%19.3%0.0100.0%
USDJPY29.8%39.8%30.4%0.0100.0%
XAGUSD19.7%59.5%20.7%-0.7100.0%
XAUUSD35.9%30.5%33.6%0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.9%
< 10099.7%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds10

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD84.2%15.8%0.20.0
EURGBP79.4%20.6%0.30.1
EURJPY70.4%29.6%0.30.1
EURUSD78.6%21.4%0.30.1
GBPJPY56.5%43.5%0.20.1
GBPUSD70.6%29.4%0.40.1
NZDUSD82.1%17.9%0.30.1
USDCAD82.4%17.6%0.30.0
USDCHF76.1%23.9%0.40.1
USDJPY69.6%30.4%0.50.1
XAGUSD8.9%91.1%16.114.4
XAUUSD35.5%64.5%5.93.8

* 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)**
AUDUSD17.9%82.1%0.20.0
EURGBP17.1%82.9%0.20.0
EURJPY31.6%68.4%0.30.1
EURUSD21.2%78.8%0.20.1
GBPJPY45.3%54.7%0.20.1
GBPUSD28.8%71.2%0.20.1
NZDUSD24.3%75.7%0.80.2
USDCAD18.0%82.0%0.20.0
USDCHF26.7%73.3%0.50.1
USDJPY30.8%69.2%0.30.1
XAGUSD81.8%18.2%15.712.9
XAUUSD62.8%37.2%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**
AUDUSD27.9%51.8%20.3%0.099.3%
EURGBP19.2%61.1%19.7%0.099.9%
EURJPY33.3%36.4%30.3%0.099.5%
EURUSD24.4%55.6%20.0%0.099.6%
GBPJPY36.0%37.0%27.1%0.099.4%
GBPUSD29.3%45.1%25.6%0.099.6%
NZDUSD20.8%57.2%22.0%0.098.9%
USDCAD23.1%54.9%22.0%0.099.8%
USDCHF24.3%53.4%22.3%0.099.5%
USDJPY31.6%39.4%29.0%0.099.0%
XAGUSD25.6%55.2%19.2%2.296.3%
XAUUSD36.8%30.6%32.5%0.498.8%

* 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*
AUDUSD0.10.20.50.72.8
EURGBP0.10.20.00.913.4
EURJPY0.20.00.31.03.0
EURUSD0.10.20.51.07.2
GBPJPY0.20.20.01.02.4
GBPUSD0.10.20.51.02.2
NZDUSD0.10.00.61.02.4
USDCAD0.10.20.31.04.8
USDCHF0.10.20.00.92.9
USDJPY0.10.20.41.05.9
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD6.60.028.049.6379.8
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.93.020.423.3194.3

* 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
AUDUSD70.3%70.5%70.8%89.9%91.6%
EURGBP73.3%75.7%75.7%97.9%98.0%
EURJPY63.4%63.4%64.9%71.2%98.6%
EURUSD74.3%74.7%74.9%75.4%94.9%
GBPJPY62.8%63.8%63.8%64.4%92.2%
GBPUSD71.5%71.7%80.4%80.7%96.7%
NZDUSD75.5%75.5%96.2%96.6%97.3%
USDCAD74.9%75.8%83.7%84.7%98.5%
USDCHF75.9%76.2%76.2%97.8%97.9%
USDJPY67.6%68.4%69.3%72.4%96.4%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD74.0%74.0%80.9%89.9%92.3%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD63.0%63.0%79.6%79.6%94.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.4%
< 10099.7%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds12

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD24.0%50.5%25.5%0.0100.0%
EURGBP16.5%58.2%25.3%0.0100.0%
EURJPY32.2%37.4%30.4%0.0100.0%
EURUSD23.7%52.4%23.9%0.0100.0%
GBPJPY32.3%33.8%33.8%0.0100.0%
GBPUSD26.5%44.6%29.0%0.0100.0%
NZDUSD20.8%58.9%20.3%0.0100.0%
USDCAD22.3%56.2%21.5%0.0100.0%
USDCHF21.9%56.5%21.6%0.0100.0%
USDJPY31.5%36.9%31.6%0.0100.0%
XAGUSD21.2%58.0%20.8%0.6100.0%
XAUUSD33.9%31.0%35.1%-0.2100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5099.0%
< 10099.8%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds11

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD79.9%20.1%0.30.1
EURGBP77.1%22.9%0.20.0
EURJPY67.2%32.8%0.30.1
EURUSD77.0%23.0%0.70.2
GBPJPY58.0%42.0%0.30.1
GBPUSD68.2%31.8%0.20.1
NZDUSD76.0%24.0%0.50.1
USDCAD80.8%19.2%0.20.0
USDCHF74.6%25.4%0.30.1
USDJPY62.1%37.9%0.40.2
XAGUSD9.3%90.7%10.69.5
XAUUSD35.0%65.0%5.63.0

* 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)**
AUDUSD23.1%76.9%0.30.1
EURGBP18.9%81.1%0.20.0
EURJPY34.1%65.9%0.20.1
EURUSD20.5%79.5%0.20.0
GBPJPY51.9%48.1%0.20.1
GBPUSD30.6%69.4%0.20.1
NZDUSD28.4%71.6%0.50.1
USDCAD20.5%79.5%0.20.1
USDCHF32.2%67.8%0.30.1
USDJPY37.0%63.0%0.30.1
XAGUSD76.5%23.5%9.97.6
XAUUSD65.7%34.3%4.93.2

* 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**
AUDUSD32.4%44.6%23.0%0.098.9%
EURGBP27.4%48.1%24.5%0.099.9%
EURJPY36.6%28.2%35.2%0.098.0%
EURUSD29.4%46.7%23.8%0.099.4%
GBPJPY44.1%29.7%26.2%0.198.7%
GBPUSD33.1%38.5%28.4%0.098.8%
NZDUSD24.9%49.0%26.1%0.098.9%
USDCAD29.3%42.7%28.0%0.099.6%
USDCHF27.1%50.3%22.6%0.098.6%
USDJPY35.2%32.5%32.3%0.098.4%
XAGUSD23.8%56.4%19.7%1.994.3%
XAUUSD39.8%29.5%30.7%0.998.8%

* 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*
AUDUSD0.10.20.50.73.0
EURGBP0.10.20.00.910.4
EURJPY0.20.00.41.12.0
EURUSD0.10.20.51.06.0
GBPJPY0.40.20.31.22.1
GBPUSD0.10.20.61.02.1
NZDUSD0.10.00.61.01.2
USDCAD0.10.20.31.03.8
USDCHF0.10.30.00.92.8
USDJPY0.20.20.41.13.8
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.228.025.745.3213.0
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD4.19.220.024.9193.2

* 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
AUDUSD66.3%66.4%66.7%88.5%90.2%
EURGBP69.0%72.2%72.2%98.6%98.7%
EURJPY66.7%66.7%67.3%78.1%97.5%
EURUSD68.6%68.9%69.1%69.6%94.0%
GBPJPY59.0%59.1%59.1%59.2%84.5%
GBPUSD67.0%67.3%77.1%77.2%94.0%
NZDUSD64.8%64.8%95.3%95.5%96.2%
USDCAD69.1%70.4%80.9%81.0%98.1%
USDCHF75.0%75.6%75.6%95.9%96.1%
USDJPY62.7%62.9%64.5%66.6%94.3%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD74.3%74.2%85.4%92.1%93.0%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD60.7%60.7%76.2%76.3%90.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5097.8%
< 10099.7%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds13

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD29.7%41.4%28.9%0.0100.0%
EURGBP25.7%46.5%27.8%0.0100.0%
EURJPY34.3%26.7%39.0%0.0100.0%
EURUSD27.3%44.4%28.3%0.0100.0%
GBPJPY35.5%32.3%32.2%0.0100.0%
GBPUSD30.8%38.2%31.0%0.0100.0%
NZDUSD23.5%46.7%29.8%0.0100.0%
USDCAD29.3%42.8%27.8%0.0100.0%
USDCHF25.2%50.2%24.5%0.0100.0%
USDJPY34.4%30.8%34.9%0.0100.0%
XAGUSD24.5%52.9%22.6%0.7100.0%
XAUUSD34.7%30.6%34.7%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.6%
< 10099.8%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds11

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD79.3%20.7%0.20.0
EURGBP82.1%17.9%0.20.0
EURJPY69.4%30.6%0.30.1
EURUSD78.8%21.2%0.30.1
GBPJPY52.6%47.4%0.40.2
GBPUSD68.5%31.5%0.30.1
NZDUSD77.2%22.8%0.80.2
USDCAD79.2%20.8%0.20.0
USDCHF71.1%28.9%0.20.1
USDJPY65.1%34.9%0.40.1
XAGUSD6.4%93.6%13.012.1
XAUUSD36.7%63.3%5.63.5

* 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)**
AUDUSD25.5%74.5%0.40.1
EURGBP20.3%79.7%0.20.0
EURJPY36.1%63.9%0.40.1
EURUSD22.0%78.0%0.20.1
GBPJPY46.1%53.9%0.50.2
GBPUSD32.1%67.9%0.20.1
NZDUSD31.8%68.2%0.50.1
USDCAD23.4%76.6%0.20.1
USDCHF32.3%67.7%0.30.1
USDJPY34.6%65.4%0.30.1
XAGUSD77.2%22.8%10.78.2
XAUUSD60.6%39.4%4.02.4

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

Market Order

A Market order is a traditional ‘at best’ instruction to trade as much of the order as possible on the best available terms in the market. A Market order will be treated as good for the day. If Saxo believes it is able to execute a Market order immediately from its own liquidity then it will do so. Otherwise it will route the order to a third party to attempt execution. If the order cannot be filled in full immediately, Saxo will continue to work the order until the official close of the relevant market. 

Immediate or Cancel (IOC) Market Order

An Immediate or Cancel (IOC) Market order is similar to a standard Market order (described above). It is an instruction to trade immediately on the best available terms, however Saxo will not continue to work the order if it is unable to fill it immediately. If Saxo believes it is able to execute a Market IOC order immediately from its own liquidity then it will do so, otherwise it will route the order to a third party to attempt execution. Where an order has not been filled immediately it will be cancelled.

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 Orders

Stop Order werden normalerweise eingesetzt, um eine Position zu schliessen, falls sich der Markt gegenläufig entwickelt, um so einen weiteren Verlust zu verhindern. Mit ihr kann auch eine Position eröffnet werden, wenn sich der Markt über ein bestimmtes Niveau hinweg entwickelt. Ein Stop Order kann eine ähnliche Laufzeit wie eine Limit-Order haben (siehe oben). Eine für den Kauf platzierte Stop Order wird wie «Stop if Bid» (Stop bei Geldkurs) behandelt. Eine für den Verkauf platzierte Stop Order wird wie «Stop if Offer» (Stop bei Angebotskurs) behandelt.

  • Eine Stop Order für den Verkauf wird ausgelöst, wenn der Angebotskurs das spezifizierte Preisniveau erreicht. Nach der Auslösung wird die Order als Marktorder behandelt.

  • Eine Stop Order für den Kauf wird ausgelöst, wenn der Geldkurs das spezifizierte Preisniveau erreicht. Nach der Auslösung wird die Order als Marktorder behandelt.

Mit diesem Konzept sollen Sie vor dem Risiko geschützt werden, dass eine Stop Order infolge von sich weitenden Spreads ausgelöst wird, ohne dass sich der Markt tatsächlich bewegt. Dies kann rund um den Zeitpunkt der Veröffentlichung von wirtschaftlichen Statistiken oder in Zeiten geringerer Liquidität passieren, z. B. während der Rollierung eines Valutadatums oder bei Eröffnung und Schliessung des Markts. Sie sollten bedenken, dass dadurch eine Stop Order niemals zum spezifizierten Niveaus ausgeführt wird, sondern immer einen Spread vom Stop-Niveau entfernt. Wenn eine Order mit einer offenen Positionen verbunden sind, wird sie automatisch storniert, sobald die Position geschlossen wird. Der Auslösekurs für eine Stop Order kann so spezifiziert werden, um dem Markt zu folgen. Wenn sich der Markt zu Ihren Gunsten entwickelt, entwickelt sich der Auslösekurs in die gleiche Richtung. Der Auslösekurs für einen Trailing-Stop entwickelt sich in den Schritten, die bei der Platzierung der Order definiert werden.

Stop-Limit-Order

Eine Stop-Limit-Order ruht genau so wie eine Stop Order. Nach der Auslösung wird sie jedoch nicht zum nächsten verfügbaren Preis ausgeführt, sondern wandelt sich in eine Limit-Order mit einem vorab vereinbarten Limit-Kurs. Ab diesem Zeitpunkt wird die Order als Limit-Order behandelt. Diese Art von Order bietet Ihnen einen gewissen Schutz vor einer schlechten Ausübung in einem Markt mit Kurslücken oder einem illiquiden Markt. Trailing-Stop-Limit-Orders sind nicht verfügbar. 

Unsere Produkt- und Preisübersicht

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