Emir ve İşlem Yürütme Parametreleri
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 Pair | Price Improvement* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Average Improvement (pips)** | Average Tolerance (pips) | Fill Rate*** |
|---|---|---|---|---|---|---|---|
| AUDUSD | 12.5% | 74.8% | 12.7% | 0.0 | 1.2 | 1.1 | 99.5% |
| EURGBP | 17.9% | 65.6% | 16.6% | 0.0 | 0.9 | 0.9 | 99.2% |
| EURJPY | 24.3% | 54.6% | 21.1% | 0.0 | 21.2 | 21.2 | 99.8% |
| EURUSD | 17.8% | 64.4% | 17.8% | 0.0 | 2.1 | 2.1 | 99.8% |
| GBPJPY | 24.7% | 50.6% | 24.7% | 0.0 | 1.8 | 1.8 | 99.3% |
| GBPUSD | 19.3% | 62.4% | 18.3% | 0.0 | 2.0 | 2.0 | 98.9% |
| NZDUSD | 13.5% | 74.8% | 11.6% | 0.0 | 1.1 | 1.1 | 99.4% |
| USDCAD | 15.3% | 70.4% | 14.4% | 0.0 | 1.5 | 1.5 | 99.7% |
| USDCHF | 15.5% | 70.6% | 13.9% | 0.0 | 1.1 | 1.1 | 99.9% |
| USDJPY | 19.2% | 61.5% | 19.3% | 0.0 | 6.6 | 6.6 | 99.8% |
| XAGUSD | 15.4% | 71.5% | 13.0% | 0.8 | 45.0 | 44.2 | 96.1% |
| XAUUSD | 27.3% | 45.1% | 27.6% | 0.1 | 14.9 | 14.8 | 99.3% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
|---|---|---|---|---|---|
| AUDUSD | 0.0 | 0.1 | 0.5 | 0.8 | 40.3 |
| EURGBP | 0.2 | 0.1 | 0.3 | 0.9 | 5.7 |
| EURJPY | 0.1 | 0.2 | 0.4 | 1.1 | 21.5 |
| EURUSD | 0.1 | 0.2 | 0.6 | 1.0 | 2.2 |
| GBPJPY | 0.1 | – | 0.5 | 1.0 | 1.8 |
| GBPUSD | 0.1 | 0.2 | 0.6 | 1.0 | 2.1 |
| NZDUSD | 0.0 | – | – | 0.7 | 112.9 |
| USDCAD | 0.1 | 0.1 | 0.6 | 1.0 | 1.5 |
| USDCHF | 0.1 | – | – | 1.0 | 3.2 |
| USDJPY | 0.0 | 0.2 | 0.6 | 1.0 | 7.0 |
| 0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
| XAGUSD | – | 4.7 | 17.7 | – | 731.6 |
| 0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
| XAUUSD | 0.9 | 5.1 | 13.1 | – | 488.8 |
* 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 Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
|---|---|---|---|---|---|
| AUDUSD | 75.4% | 85.2% | 90.1% | 99.3% | 99.3% |
| EURGBP | 70.4% | 79.2% | 79.5% | 98.4% | 98.4% |
| EURJPY | 54.5% | 69.5% | 71.6% | 72.5% | 99.3% |
| EURUSD | 76.8% | 81.0% | 86.2% | 90.0% | 99.3% |
| GBPJPY | 67.9% | 67.9% | 71.9% | 72.7% | 99.1% |
| GBPUSD | 77.5% | 84.6% | 85.7% | 89.8% | 98.6% |
| NZDUSD | 83.1% | 83.1% | 83.1% | 99.1% | 99.1% |
| USDCAD | 90.6% | 91.5% | 94.8% | 97.0% | 99.6% |
| USDCHF | 62.5% | 62.5% | 62.5% | 99.8% | 99.8% |
| USDJPY | 80.8% | 90.5% | 90.9% | 93.9% | 99.3% |
| 0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
| XAGUSD | – | 100.0% | 96.0% | 96.0% | 96.1% |
| 0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
| XAUUSD | 74.9% | 86.5% | 98.9% | 98.9% | 98.9% |
Limit IOC Order Execution Speed
| Time in Milliseconds | Fill Rate |
|---|---|
| < 50 | 88.2% |
| < 100 | 96.0% |
| < 250 | 99.5% |
| < 500 | 99.9% |
| < 1000 | 100.0% |
| Average execution speed | 34 milliseconds |
Market Order Statistics
| Currency Pair | Price Improvement | Zero Slippage | Negative Slippage | Average Net Improvement * | Fill Rate |
|---|---|---|---|---|---|
| AUDUSD | 14.7% | 72.2% | 13.2% | 0.0 | 100.0% |
| EURGBP | 18.1% | 64.0% | 17.9% | 0.0 | 100.0% |
| EURJPY | 26.1% | 49.1% | 24.8% | 0.0 | 100.0% |
| EURUSD | 17.9% | 63.8% | 18.3% | 0.0 | 100.0% |
| GBPJPY | 28.3% | 38.5% | 33.2% | -0.1 | 100.0% |
| GBPUSD | 18.5% | 62.1% | 19.4% | 0.0 | 100.0% |
| NZDUSD | 10.9% | 76.7% | 12.4% | 0.0 | 100.0% |
| USDCAD | 13.4% | 72.2% | 14.4% | 0.0 | 100.0% |
| USDCHF | 10.6% | 70.8% | 18.5% | 0.0 | 100.0% |
| USDJPY | 21.5% | 56.4% | 22.1% | 0.0 | 100.0% |
| XAGUSD | 17.7% | 58.2% | 24.1% | -3.1 | 100.0% |
| XAUUSD | 26.3% | 46.7% | 27.0% | 0.0 | 100.0% |
* Average improvement based on all market orders. Calculated from the indicative market price
Market Order Execution Speed
| Time in Milliseconds | Fill Rate |
|---|---|
| < 50 | 84.4% |
| < 100 | 94.3% |
| < 250 | 99.5% |
| < 500 | 99.9% |
| < 1000 | 99.9% |
| Average execution speed | 37 milliseconds |
Resting Stop Order Statistics
| Currency Pair | Zero Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
|---|---|---|---|---|
| AUDUSD | 59.5% | 40.5% | 0.6 | ‐0.3 |
| EURGBP | 53.6% | 46.4% | 1.0 | 0.0 |
| EURJPY | 57.4% | 42.6% | 0.6 | 0.0 |
| EURUSD | 48.4% | 51.6% | 0.7 | 0.1 |
| GBPJPY | 24.3% | 75.7% | 1.1 | 0.7 |
| GBPUSD | 43.0% | 57.0% | 1.4 | 0.3 |
| NZDUSD | 59.9% | 40.1% | 0.6 | ‐0.2 |
| USDCAD | 55.1% | 44.9% | 1.1 | -0.1 |
| USDCHF | 66.2% | 33.8% | 0.9 | 0.0 |
| USDJPY | 46.2% | 53.8% | 0.6 | 0.0 |
| XAGUSD | 26.6% | 73.4% | 35.7 | 24.2 |
| XAUUSD | 34.5% | 65.5% | 16.4 | 8.4 |
* 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 Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
|---|---|---|---|---|
| AUDUSD | 43.7% | 56.3% | 0.6 | 0.3 |
| EURGBP | 50.0% | 50.0% | 0.4 | 0.2 |
| EURJPY | 45.1% | 54.9% | 0.3 | 0.1 |
| EURUSD | 36.5% | 63.5% | 0.5 | 0.2 |
| GBPJPY | 43.9% | 56.1% | 0.4 | 0.2 |
| GBPUSD | 58.7% | 41.3% | 0.8 | 0.5 |
| NZDUSD | 45.4% | 54.6% | 0.6 | 0.3 |
| USDCAD | 43.5% | 56.5% | 0.6 | 0.3 |
| USDCHF | 45.8% | 54.2% | 0.5 | 0.2 |
| USDJPY | 36.5% | 63.5% | 0.4 | 0.2 |
| XAGUSD | 57.7% | 42.3% | 9.3 | 5.4 |
* 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 Pair | Price Improvement* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Average Improvement (pips)** | Average Tolerance (pips) | Fill Rate*** |
|---|---|---|---|---|---|---|---|
| AUDUSD | 15.1% | 71.0% | 13.9% | 0.0 | 1.3 | 1.3 | 99.6% |
| EURGBP | 17.6% | 66.8% | 15.7% | 0.0 | 1.0 | 0.9 | 99.5% |
| EURJPY | 23.1% | 54.6% | 22.3% | 0.0 | 23.6 | 23.6 | 99.8% |
| EURUSD | 19.3% | 61.9% | 18.8% | 0.0 | 3.0 | 3.0 | 99.6% |
| GBPJPY | 24.2% | 50.7% | 25.0% | 0.0 | 1.8 | 1.8 | 99.1% |
| GBPUSD | 18.6% | 64.1% | 17.3% | 0.0 | 1.9 | 1.9 | 99.5% |
| NZDUSD | 15.0% | 71.2% | 13.8% | 0.0 | 0.8 | 0.8 | 98.7% |
| USDCAD | 17.1% | 66.0% | 16.9% | 0.0 | 1.9 | 1.9 | 99.4% |
| USDCHF | 17.4% | 66.9% | 15.7% | 0.0 | 1.0 | 1.0 | 99.8% |
| USDJPY | 19.1% | 61.6% | 19.3% | 0.0 | 6.8 | 6.8 | 99.7% |
| XAGUSD | 16.3% | 70.5% | 13.2% | 1.1 | 21.3 | 20.2 | 97.2% |
| XAUUSD | 26.7% | 46.6% | 26.7% | 0.1 | 14.5 | 14.4 | 99.3% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
|---|---|---|---|---|---|
| AUDUSD | 0.1 | 0.1 | 0.5 | 0.8 | 23.3 |
| EURGBP | 0.2 | 0.2 | - | 0.9 | 12.2 |
| EURJPY | 0.1 | 0.1 | 0.3 | 1.0 | 24.2 |
| EURUSD | 0.1 | 0.2 | 0.6 | 1.0 | 3.2 |
| GBPJPY | 0.0 | - | 0.5 | 1.1 | 1.8 |
| GBPUSD | 0.0 | 0.2 | 0.6 | 1.0 | 1.9 |
| NZDUSD | 0.0 | - | - | 0.7 | 14.1 |
| USDCAD | 0.0 | - | 0.5 | 1.0 | 1.9 |
| USDCHF | 0.0 | - | 0.5 | 1.0 | 3.7 |
| USDJPY | 0.1 | 0.2 | 0.6 | 1.0 | 7.0 |
| 0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
| XAGUSD | - | 2.0 | 18.1 | - | 170.3 |
| 0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
| XAUUSD | 0.7 | 3.8 | 13.1 | 25.4 | 350.3 |
* 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 Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
|---|---|---|---|---|---|
| AUDUSD | 78.6% | 85.2% | 94.4% | 99.4% | 99.4% |
| EURGBP | 65.6% | 71.7% | 71.7% | 98.0% | 98.0% |
| EURJPY | 72.4% | 80.7% | 80.9% | 83.5% | 99.3% |
| EURUSD | 78.3% | 83.9% | 89.8% | 91.8% | 99.2% |
| GBPJPY | 40.0% | 40.0% | 76.9% | 90.0% | 99.0% |
| GBPUSD | 72.6% | 78.9% | 79.6% | 86.3% | 99.2% |
| NZDUSD | 80.2% | 80.2% | 80.2% | 98.2% | 98.3% |
| USDCAD | 89.0% | 89.0% | 89.1% | 94.0% | 99.3% |
| USDCHF | 81.8% | 81.8% | 84.6% | 99.7% | 99.7% |
| USDJPY | 66.8% | 84.2% | 86.1% | 89.3% | 99.2% |
| 0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
| XAGUSD | - | 100.0% | 97.1% | 97.1% | 97.2% |
| 0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
| XAUUSD | 77.6% | 89.6% | 98.9% | 98.9% | 98.9% |
Limit IOC Order Execution Speed
| Time in Milliseconds | Fill Rate |
| < 50 | 88.6% |
| < 100 | 96.5% |
| < 250 | 99.6% |
| < 500 | 99.9% |
| < 1000 | 100.0% |
| Average execution speed | 33 milliseconds |
Resting Stop Order Statistics
| Currency Pair | Zero Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
|---|---|---|---|---|
| AUDUSD | 40.8% | 59.2% | 0.7 | 0.3 |
| EURGBP | 50.0% | 50.0% | 0.7 | 0.2 |
| EURJPY | 54.5% | 45.5% | 0.6 | 0.1 |
| EURUSD | 41.7% | 58.3% | 0.7 | 0.3 |
| GBPJPY | 41.8% | 58.2% | 3.8 | 1.9 |
| GBPUSD | 30.8% | 69.2% | 1.3 | 0.8 |
| NZDUSD | 39.9% | 60.1% | 1.0 | 0.4 |
| USDCAD | 39.1% | 60.9% | 2.9 | 1.6 |
| USDCHF | 40.6% | 59.4% | 1.0 | 0.4 |
| USDJPY | 36.1% | 63.9% | 0.8 | 0.4 |
| XAGUSD | 40.9% | 59.1% | 30.4 | 11.0 |
| XAUUSD | 31.4% | 68.6% | 13.1 | 8.0 |
* 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 Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
|---|---|---|---|---|
| AUDUSD | 76.5% | 23.5% | 0.5 | 0.4 |
| EURGBP | 69.3% | 30.7% | 0.4 | 0.3 |
| EURJPY | 69.4% | 30.6% | 0.4 | 0.3 |
| EURUSD | 61.3% | 38.7% | 0.4 | 0.2 |
| GBPJPY | 66.3% | 33.7% | 0.6 | 0.4 |
| GBPUSD | 77.8% | 22.2% | 0.7 | 0.6 |
| NZDUSD | 77.4% | 22.6% | 0.5 | 0.4 |
| USDCAD | 63.5% | 36.5% | 1.0 | 0.6 |
| USDCHF | 71.8% | 28.2% | 0.4 | 0.3 |
| USDJPY | 64.5% | 35.5% | 0.4 | 0.3 |
| XAGUSD | 72.2% | 27.8% | 15.4 | 11.1 |
| XAUUSD | 51.9% | 48.1% | 5.2 | 2.7 |
* 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 Pair | Price Improvement* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Average Improvement (pips)** | Average Tolerance (pips) | Fill Rate*** |
|---|---|---|---|---|---|---|---|
| AUDUSD | 18.8% | 64.8% | 16.4% | 0.0 | 0.9 | 0.9 | 98.7% |
| EURGBP | 21.9% | 57.6% | 20.4% | 0.0 | 1.1 | 1.1 | 99.0% |
| EURJPY | 25.8% | 48.7% | 25.5% | 0.0 | 30.4 | 30.4 | 99.5% |
| EURUSD | 22.8% | 55.4% | 21.8% | 0.0 | 3.9 | 3.9 | 99.0% |
| GBPJPY | 26.7% | 45.5% | 27.8% | 0.0 | 2.4 | 2.4 | 99.1% |
| GBPUSD | 21.0% | 57.9% | 21.2% | 0.0 | 2.3 | 2.3 | 99.0% |
| NZDUSD | 16.9% | 66.2% | 16.9% | 0.0 | 0.7 | 0.7 | 98.6% |
| USDCAD | 19.5% | 61.3% | 19.2% | 0.0 | 3.8 | 3.8 | 98.1% |
| USDCHF | 18.6% | 65.2% | 16.2% | 0.0 | 1.1 | 1.0 | 99.2% |
| USDJPY | 22.3% | 54.5% | 23.2% | 0.0 | 7.5 | 7.5 | 99.4% |
| XAGUSD | 19.6% | 64.3% | 16.0% | 1.1 | 21.7 | 20.6 | 96.0% |
| XAUUSD | 30.5% | 40.9% | 28.5% | 0.4 | 13.2 | 12.8 | 98.6% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
|---|---|---|---|---|---|
| AUDUSD | 0.1 | 0.2 | 0.5 | 0.8 | 8.8 |
| EURGBP | 0.2 | 0.1 | - | 0.9 | 8.5 |
| EURJPY | 0.1 | 0.3 | 0.6 | 1.0 | 30.8 |
| EURUSD | 0.1 | 0.2 | 0.6 | 1.0 | 4.1 |
| GBPJPY | 0.0 | - | 0.4 | 0.9 | 2.5 |
| GBPUSD | 0.1 | 0.2 | 0.4 | 1.0 | 2.3 |
| NZDUSD | 0.0 | - | - | 0.7 | 5.6 |
| USDCAD | 0.0 | - | - | 1.0 | 3.8 |
| USDCHF | 0.0 | 0.2 | - | 1.0 | 2.8 |
| USDJPY | 0.1 | 0.3 | 0.6 | 1.0 | 7.7 |
| 0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
| XAGUSD | 1.7 | 4.1 | 18.7 | - | 218.8 |
| 0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
| XAUUSD | 1.0 | 4.1 | 13.4 | 29.3 | 93.0 |
* 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 Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
|---|---|---|---|---|---|
| AUDUSD | 77.6% | 82.2% | 86.1% | 98.4% | 98.4% |
| EURGBP | 69.7% | 70.6% | 70.6% | 97.6% | 97.7% |
| EURJPY | 80.0% | 80.6% | 88.2% | 89.5% | 99.3% |
| EURUSD | 71.2% | 77.9% | 85.0% | 86.6% | 98.4% |
| GBPJPY | 100.0% | 100.0% | 100.0% | 94.7% | 99.1% |
| GBPUSD | 62.3% | 80.5% | 83.0% | 85.9% | 98.7% |
| NZDUSD | 100.0% | 100.0% | 100.0% | 98.6% | 98.6% |
| USDCAD | 55.6% | 55.6% | 55.6% | 94.7% | 98.0% |
| USDCHF | 92.3% | 95.2% | 95.2% | 99.2% | 99.2% |
| USDJPY | 69.6% | 79.5% | 82.9% | 87.0% | 98.8% |
| 0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
| XAGUSD | 75.0% | 86.7% | 95.7% | 95.7% | 95.8% |
| 0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
| XAUUSD | 80.5% | 89.9% | 98.3% | 98.3% | 98.3% |
Limit IOC Order Execution Speed
| Time in Milliseconds | Fill Rate |
|---|---|
| < 50 | 90.5% |
| < 100 | 96.6% |
| < 250 | 99.7% |
| < 500 | 99.9% |
| < 1000 | 100.0% |
| Average execution speed | 30 milliseconds |
Resting Stop Order Statistics
| Currency Pair | Zero Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
|---|---|---|---|---|
| AUDUSD | 60.7% | 39.3% | 0.4 | 0.2 |
| EURGBP | 56.2% | 43.8% | 0.5 | 0.2 |
| EURJPY | 48.8% | 51.2% | 0.5 | 0.2 |
| EURUSD | 55.2% | 44.8% | 0.8 | 0.3 |
| GBPJPY | 42.7% | 57.3% | 0.7 | 0.4 |
| GBPUSD | 45.6% | 54.4% | 0.7 | 0.4 |
| NZDUSD | 47.9% | 52.1% | 0.4 | 0.2 |
| USDCAD | 44.4% | 55.6% | 3.3 | 1.8 |
| USDCHF | 46.7% | 53.3% | 0.6 | 0.3 |
| USDJPY | 57.8% | 42.2% | 0.7 | 0.3 |
| XAGUSD | 28.0% | 72.0% | 17.0 | 11.7 |
| XAUUSD | 42.5% | 57.5% | 15.1 | 8.0 |
* 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 Pair | Price improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
|---|---|---|---|---|
| AUDUSD | 23.0% | 77.0% | 0.3 | 0.1 |
| EURGBP | 25.9% | 74.1% | 0.4 | 0.1 |
| EURJPY | 29.8% | 70.2% | 0.5 | 0.2 |
| EURUSD | 27.5% | 72.5% | 0.6 | 0.2 |
| GBPJPY | 45.9% | 54.1% | 0.6 | 0.3 |
| GBPUSD | 39.3% | 60.7% | 0.5 | 0.2 |
| NZDUSD | 31.0% | 69.0% | 0.3 | 0.1 |
| USDCAD | 42.8% | 57.2% | 1.3 | 0.6 |
| USDCHF | 39.0% | 61.0% | 0.4 | 0.2 |
| USDJPY | 27.0% | 73.0% | 0.6 | 0.2 |
| XAGUSD | 68.5% | 31.5% | 9.2 | 6.3 |
| XAUUSD | 51.4% | 48.6% | 12.8 | 6.6 |
* 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 Pair | Price Improvement* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Average Improvement (pips)** | Average Tolerance (pips) | Fill Rate*** |
|---|---|---|---|---|---|---|---|
| AUDUSD | 14.9% | 70.4% | 14.7% | 0.0 | 0.9 | 0.9 | 99.2% |
| EURGBP | 17.9% | 63.6% | 18.5% | 0.0 | 1.2 | 1.2 | 99.5% |
| EURJPY | 25.2% | 48.2% | 26.6% | 0.0 | 22.7 | 22.7 | 99.6% |
| EURUSD | 21.3% | 57.4% | 21.3% | 0.0 | 2.9 | 2.9 | 99.2% |
| GBPJPY | 25.5% | 48.9% | 25.6% | 0.0 | 1.8 | 1.8 | 99.5% |
| GBPUSD | 17.8% | 64.1% | 18.1% | 0.0 | 1.8 | 1.8 | 99.5% |
| NZDUSD | 17.3% | 68.6% | 14.1% | 0.0 | 0.7 | 0.7 | 98.9% |
| USDCAD | 19.6% | 61.0% | 19.4% | 0.0 | 4.1 | 4.0 | 99.4% |
| USDCHF | 16.1% | 68.0% | 15.9% | 0.0 | 1.1 | 1.1 | 99.3% |
| USDJPY | 21.2% | 57.4% | 21.4% | 0.0 | 5.4 | 5.4 | 99.5% |
| XAGUSD | 20.3% | 64.9% | 14.8% | 1.9 | 20.2 | 18.3 | 94.5% |
| XAUUSD | 28.7% | 42.7% | 28.6% | 0.2 | 14.4 | 14.2 | 98.6% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
|---|---|---|---|---|---|
| AUDUSD | 0.0 | 0.2 | 0.5 | 0.8 | 14.0 |
| EURGBP | 0.0 | - | - | 0.9 | 13.3 |
| EURJPY | 0.1 | 0.1 | 0.5 | 1.0 | 23.2 |
| EURUSD | 0.1 | 0.2 | 0.6 | 1.0 | 3.0 |
| GBPJPY | 0.0 | - | - | 1.0 | 1.8 |
| GBPUSD | 0.1 | 0.2 | 0.4 | 1.0 | 1.9 |
| NZDUSD | 0.0 | - | - | 0.7 | 7.9 |
| USDCAD | 0.0 | 0.2 | 0.3 | 1.0 | 4.1 |
| USDCHF | 0.0 | 0.2 | - | 1.0 | 3.6 |
| USDJPY | 0.1 | 0.2 | 0.5 | 0.9 | 5.5 |
| 0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
| XAGUSD | 2.5 | 5.6 | 18.9 | - | 253.4 |
| 0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
| XAUUSD | 0.7 | 3.8 | 13.2 | 27.0 | 266.8 |
* 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 Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
|---|---|---|---|---|---|
| AUDUSD | 82.9% | 88.7% | 89.3% | 98.9% | 98.9% |
| EURGBP | 65.1% | 65.1% | 65.1% | 98.8% | 98.9% |
| EURJPY | 71.7% | 72.9% | 74.4% | 77.6% | 98.7% |
| EURUSD | 74.5% | 80.3% | 85.1% | 86.0% | 98.7% |
| GBPJPY | 100.0% | 100.0% | 100.0% | 100.0% | 99.5% |
| GBPUSD | 61.4% | 75.2% | 78.6% | 80.3% | 98.9% |
| NZDUSD | 76.5% | 76.5% | 76.5% | 98.7% | 98.7% |
| USDCAD | 61.5% | 58.8% | 74.1% | 90.9% | 99.3% |
| USDCHF | 73.7% | 84.2% | 84.2% | 99.0% | 99.1% |
| USDJPY | 66.4% | 76.6% | 78.4% | 80.5% | 98.7% |
| 0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
| XAGUSD | 100.0% | 90.4% | 94.4% | 94.4% | 94.4% |
| 0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
| XAUUSD | 72.6% | 85.8% | 98.3% | 98.3% | 98.3% |
Limit IOC Order Execution Speed
| Time in Milliseconds | Fill Rate |
|---|---|
| < 50 | 91.3% |
| < 100 | 96.9% |
| < 250 | 99.7% |
| < 500 | 99.9% |
| < 1000 | 100.0% |
| Average execution speed | 28 milliseconds |
Resting Stop Order Statistics
| Currency Pair | Zero Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
|---|---|---|---|---|
| AUDUSD | 60.0% | 40.0% | 0.5 | 0.2 |
| EURGBP | 64.7% | 35.3% | 0.4 | 0.2 |
| EURJPY | 55.1% | 44.9% | 0.7 | 0.3 |
| EURUSD | 58.6% | 41.4% | 0.7 | 0.3 |
| GBPJPY | 44.9% | 55.1% | 1.1 | 0.6 |
| GBPUSD | 47.7% | 52.3% | 0.9 | 0.5 |
| NZDUSD | 51.2% | 48.8% | 0.9 | 0.5 |
| USDCAD | 50.1% | 49.9% | 0.7 | 0.3 |
| USDCHF | 50.2% | 49.8% | 0.4 | 0.2 |
| USDJPY | 56.1% | 43.9% | 0.8 | 0.3 |
| XAGUSD | 34.5% | 65.5% | 22.3 | 13.0 |
| XAUUSD | 35.4% | 64.6% | 31.3 | 20.2 |
* 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 Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
|---|---|---|---|---|
| AUDUSD | 29.5% | 70.5% | 0.3 | 0.1 |
| EURGBP | 32.7% | 67.3% | 0.3 | 0.1 |
| EURJPY | 38.5% | 61.5% | 0.5 | 0.2 |
| EURUSD | 34.7% | 65.3% | 0.6 | 0.2 |
| GBPJPY | 51.4% | 48.6% | 0.7 | 0.3 |
| GBPUSD | 47.6% | 52.4% | 0.5 | 0.2 |
| NZDUSD | 35.0% | 65.0% | 0.3 | 0.1 |
| USDCAD | 40.4% | 59.6% | 0.4 | 0.1 |
| USDCHF | 44.1% | 55.9% | 0.4 | 0.2 |
| USDJPY | 32.3% | 67.7% | 0.6 | 0.2 |
| XAGUSD | 70.8% | 29.2% | 17.8 | 12.6 |
| XAUUSD | 60.2% | 39.8% | 27.4 | 16.5 |
* 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 Pair | Price Improvement* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Average Improvement (pips)** | Average Tolerance (pips) | Fill Rate*** |
|---|---|---|---|---|---|---|---|
| AUDUSD | 16.0% | 68.4% | 15.7% | 0.0 | 1.1 | 1.1 | 99.1% |
| EURGBP | 17.7% | 63.6% | 18.7% | 0.0 | 1.0 | 1.0 | 98.9% |
| EURJPY | 27.2% | 44.5% | 28.3% | 0.0 | 26.6 | 26.6 | 98.7% |
| EURUSD | 21.6% | 56.8% | 21.6% | 0.0 | 3.1 | 3.1 | 99.1% |
| GBPJPY | 27.0% | 46.0% | 27.0% | 0.0 | 2.6 | 2.6 | 99.1% |
| GBPUSD | 19.1% | 61.4% | 19.5% | 0.0 | 1.5 | 1.5 | 99.7% |
| NZDUSD | 16.7% | 67.6% | 15.7% | 0.0 | 0.9 | 0.9 | 98.1% |
| USDCAD | 19.5% | 61.1% | 19.4% | 0.0 | 4.3 | 4.3 | 99.2% |
| USDCHF | 18.9% | 63.9% | 17.3% | 0.0 | 1.0 | 1.0 | 99.6% |
| USDJPY | 20.9% | 58.2% | 20.9% | 0.0 | 3.3 | 3.3 | 99.6% |
| XAGUSD | 16.1% | 70.6% | 13.4% | 1.3 | 18.5 | 17.2 | 95.7% |
| XAUUSD | 25.5% | 50.1% | 24.4% | 0.2 | 27.7 | 27.5 | 99.1% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
|---|---|---|---|---|---|
| AUDUSD | 0.0 | 0.2 | 0.4 | 0.8 | 19.4 |
| EURGBP | 0.0 | - | - | 0.9 | 7.2 |
| EURJPY | 0.1 | 0.2 | 0.5 | 1.1 | 26.6 |
| EURUSD | 0.1 | 0.2 | 0.6 | 1.0 | 3.2 |
| GBPJPY | 0.0 | - | 0.5 | 1.1 | 2.6 |
| GBPUSD | 0.1 | 0.2 | 0.3 | 0.9 | 1.5 |
| NZDUSD | 0.0 | - | - | 0.7 | 21.3 |
| USDCAD | 0.1 | 0.2 | 0.4 | 1.0 | 4.4 |
| USDCHF | 0.1 | 0.2 | - | 1.0 | 2.9 |
| USDJPY | 0.1 | 0.2 | 0.6 | 1.0 | 3.4 |
| 0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
| XAGUSD | 0.0 | 8.3 | 17.4 | 37.8 | 209.5 |
| 0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
| XAUUSD | 0.6 | 7.7 | 12.4 | 24.4 | 1064.0 |
* 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 Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
|---|---|---|---|---|---|
| AUDUSD | 72.2% | 86.8% | 89.4% | 98.8% | 98.8% |
| EURGBP | 79.6% | 79.6% | 79.6% | 98.6% | 98.6% |
| EURJPY | 69.1% | 70.9% | 72.4% | 72.2% | 98.3% |
| EURUSD | 73.1% | 77.8% | 81.4% | 83.8% | 98.6% |
| GBPJPY | 75.0% | 75.0% | 83.3% | 92.9% | 99.1% |
| GBPUSD | 62.8% | 82.5% | 84.9% | 86.9% | 99.1% |
| NZDUSD | 60.0% | 60.0% | 60.0% | 97.7% | 97.7% |
| USDCAD | 65.7% | 67.7% | 70.7% | 82.4% | 98.9% |
| USDCHF | 57.1% | 85.2% | 85.2% | 99.5% | 99.5% |
| USDJPY | 71.2% | 81.3% | 82.4% | 86.7% | 99.1% |
| 0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
| XAGUSD | 100.0% | 85.0% | 95.7% | 95.7% | 95.7% |
| 0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
| XAUUSD | 89.0% | 91.0% | 98.9% | 98.9% | 98.9% |
Limit IOC Order Execution Speed
| Time in Milliseconds | Fill Rate |
|---|---|
| < 50 | 90.6% |
| < 100 | 96.5% |
| < 250 | 99.5% |
| < 500 | 99.9% |
| < 1000 | 99.9% |
| Average execution speed | 29 milliseconds |
Resting Stop Order Statistics
| Currency Pair | Zero Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
|---|---|---|---|---|
| AUDUSD | 74.7% | 25.2% | 0.4 | 0.1 |
| EURGBP | 73.7% | 26.3% | 0.4 | 0.1 |
| EURJPY | 76.2% | 23.8% | 0.5 | 0.1 |
| EURUSD | 78.7% | 21.2% | 0.7 | 0.1 |
| GBPJPY | 58.5% | 41.5% | 0.3 | 0.1 |
| GBPUSD | 60.8% | 39.2% | 1.0 | 0.4 |
| NZDUSD | 71.6% | 28.4% | 0.5 | 0.1 |
| USDCAD | 70.0% | 30.0% | 0.7 | 0.2 |
| USDCHF | 72.9% | 27.1% | 0.4 | 0.1 |
| USDJPY | 78.9% | 21.1% | 0.7 | 0.1 |
| XAGUSD | 30.6% | 69.4% | 40.7 | 28.3 |
| XAUUSD | 50.4% | 49.6% | 12.0 | 6.0 |
* 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 Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
|---|---|---|---|---|
| AUDUSD | 24.6% | 75.4% | 0.3 | 0.1 |
| EURGBP | 22.8% | 77.2% | 0.3 | 0.1 |
| EURJPY | 23.2% | 76.8% | 0.4 | 0.1 |
| EURUSD | 22.4% | 77.6% | 0.8 | 0.2 |
| GBPJPY | 37.8% | 62.2% | 0.3 | 0.1 |
| GBPUSD | 38.2% | 61.8% | 0.6 | 0.2 |
| NZDUSD | 26.9% | 73.1% | 1.8 | 0.5 |
| USDCAD | 29.6% | 70.4% | 0.3 | 0.1 |
| USDCHF | 22.7% | 77.3% | 0.9 | 0.2 |
| USDJPY | 23.8% | 76.2% | 0.7 | 0.2 |
| XAGUSD | 61.6% | 38.4% | 77.4 | 47.6 |
| XAUUSD | 48.6% | 51.4% | 14.8 | 7.2 |
* 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 Pair | Price Improvement* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Average Improvement (pips)** | Average Tolerance (pips) | Fill Rate*** |
|---|---|---|---|---|---|---|---|
| AUDUSD | 15.4% | 69.8% | 14.8% | 0.0 | 0.9 | 0.9 | 99.6% |
| EURGBP | 19.3% | 60.6% | 20.1% | 0.0 | 2.8 | 2.8 | 98.8% |
| EURJPY | 26.1% | 48.1% | 25.8% | 0.0 | 30.3 | 30.3 | 99.3% |
| EURUSD | 20.8% | 59.1% | 20.1% | 0.0 | 3.5 | 3.5 | 99.3% |
| GBPJPY | 28.3% | 44.0% | 27.7% | 0.0 | 3.2 | 3.2 | 98.7% |
| GBPUSD | 22.3% | 56.1% | 21.6% | 0.0 | 1.6 | 1.6 | 98.7% |
| NZDUSD | 13.4% | 73.3% | 13.3% | 0.0 | 0.8 | 0.8 | 99.1% |
| USDCAD | 17.1% | 66.4% | 16.4% | 0.0 | 1.7 | 1.7 | 99.6% |
| USDCHF | 16.0% | 68.0% | 16.0% | 0.0 | 1.0 | 1.0 | 99.5% |
| USDJPY | 20.6% | 58.1% | 21.4% | 0.0 | 3.5 | 3.5 | 99.5% |
| XAGUSD | 16.9% | 70.1% | 13.0% | 1.4 | 23.5 | 22.1 | 96.1% |
| XAUUSD | 25.9% | 49.3% | 24.8% | 0.3 | 19.8 | 19.5 | 98.8% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
|---|---|---|---|---|---|
| AUDUSD | 0.1 | 0.2 | 0.5 | 0.8 | 6.4 |
| EURGBP | 0.1 | - | - | 0.9 | 56.0 |
| EURJPY | 0.1 | 0.3 | 0.5 | 0.9 | 30.8 |
| EURUSD | 0.1 | 0.2 | 0.6 | 1.0 | 3.6 |
| GBPJPY | 0.1 | - | 0.7 | 1.0 | 3.3 |
| GBPUSD | 0.1 | 0.4 | 0.4 | 1.0 | 1.7 |
| NZDUSD | 0.0 | - | - | 0.7 | 44.3 |
| USDCAD | 0.1 | - | - | 0.9 | 1.7 |
| USDCHF | 0.0 | 0.2 | - | 1.0 | 2.6 |
| USDJPY | 0.1 | 0.2 | 0.6 | 1.0 | 3.6 |
| 0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
| XAGUSD | 1.9 | 10.9 | 18.5 | - | 552.6 |
| 0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
| XAUUSD | 1.3 | 6.2 | 13.1 | 25.5 | 748.6 |
* 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 Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
|---|---|---|---|---|---|
| AUDUSD | 67.9% | 79.2% | 80.8% | 98.9% | 98.9% |
| EURGBP | 79.3% | 79.3% | 79.3% | 98.6% | 98.6% |
| EURJPY | 75.9% | 77.7% | 78.0% | 80.9% | 98.9% |
| EURUSD | 71.4% | 77.2% | 80.3% | 82.9% | 98.6% |
| GBPJPY | 100.0% | 100.0% | 100.0% | 98.8% | 98.7% |
| GBPUSD | 66.7% | 81.1% | 83.7% | 85.4% | 97.8% |
| NZDUSD | 79.3% | 79.3% | 79.3% | 99.0% | 99.0% |
| USDCAD | 85.7% | 85.7% | 85.7% | 97.7% | 99.6% |
| USDCHF | 84.6% | 92.5% | 92.5% | 99.4% | 99.2% |
| USDJPY | 72.4% | 81.9% | 83.6% | 87.7% | 99.0% |
| 0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
| XAGUSD | 82.4% | 83.1% | 95.6% | 95.6% | 95.7% |
| 0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
| XAUUSD | 71.8% | 87.1% | 98.6% | 98.6% | 98.6% |
Limit IOC Order Execution Speed
| Time in Milliseconds | Fill Rate |
|---|---|
| < 50 | 92.2% |
| < 100 | 97.3% |
| < 250 | 99.6% |
| < 500 | 99.9% |
| < 1000 | 100.0% |
| Average execution speed | 27 milliseconds |
Resting Stop Order Statistics
| Currency Pair | Zero Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
|---|---|---|---|---|
| AUDUSD | 80.1% | 19.9% | 0.4 | 0.1 |
| EURGBP | 66.6% | 33.4% | 13.7 | 4.6 |
| EURJPY | 79.7% | 20.3% | 0.3 | 0.1 |
| EURUSD | 78.5% | 21.5% | 0.4 | 0.1 |
| GBPJPY | 63.1% | 36.9% | 7.0 | 2.6 |
| GBPUSD | 59.4% | 40.6% | 10.9 | 4.4 |
| NZDUSD | 75.6% | 24.4% | 2.2 | 0.5 |
| USDCAD | 71.1% | 28.9% | 0.4 | 0.1 |
| USDCHF | 78.5% | 21.5% | 0.2 | 0.0 |
| USDJPY | 82.9% | 17.1% | 0.5 | 0.1 |
| XAGUSD | 18.3% | 81.5% | 23.7 | 19.1 |
| XAUUSD | 49.3% | 50.7% | 12.0 | 6.1 |
* 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 Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
|---|---|---|---|---|
| AUDUSD | 28.1% | 71.9% | 1.0 | 0.3 |
| EURGBP | 31.7% | 68.3% | 9.0 | 2.9 |
| EURJPY | 21.3% | 78.7% | 1.3 | 0.3 |
| EURUSD | 23.3% | 76.7% | 0.8 | 0.2 |
| GBPJPY | 40.0% | 60.0% | 12.2 | 4.9 |
| GBPUSD | 41.8% | 58.2% | 9.2 | 3.8 |
| NZDUSD | 25.1% | 74.9% | 1.5 | 0.4 |
| USDCAD | 28.6% | 71.4% | 0.9 | 0.2 |
| USDCHF | 25.1% | 74.9% | 0.5 | 0.1 |
| USDJPY | 20.3% | 79.7% | 1.1 | 0.2 |
| XAGUSD | 70.2% | 29.8% | 41.5 | 29.1 |
| XAUUSD | 49.4% | 50.6% | 12.0 | 5.9 |
* 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 Pair | Price Improvement* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Average Improvement (pips)** | Average Tolerance (pips) | Fill Rate*** |
|---|---|---|---|---|---|---|---|
| AUDUSD | 14.9% | 71.4% | 13.7% | 0.0 | 1.0 | 1.0 | 99.4% |
| EURGBP | 18.4% | 62.9% | 18.7% | 0.0 | 0.9 | 0.9 | 99.5% |
| EURJPY | 24.0% | 51.1% | 24.9% | 0.0 | 46.5 | 46.5 | 99.6% |
| EURUSD | 18.4% | 63.4% | 18.2% | 0.0 | 5.4 | 5.4 | 99.7% |
| GBPJPY | 24.6% | 50.3% | 25.1% | 0.0 | 3.3 | 3.3 | 99.0% |
| GBPUSD | 19.9% | 60.1% | 20.1% | 0.0 | 1.4 | 1.4 | 99.3% |
| NZDUSD | 12.2% | 75.0% | 12.8% | 0.0 | 1.0 | 1.0 | 99.3% |
| USDCAD | 17.7% | 64.5% | 17.8% | 0.0 | 1.5 | 1.5 | 99.7% |
| USDCHF | 13.5% | 72.4% | 14.2% | 0.0 | 1.1 | 1.1 | 99.7% |
| USDJPY | 20.1% | 58.7% | 21.2% | 0.0 | 4.7 | 4.7 | 99.6% |
| XAGUSD | 15.5% | 72.5% | 12.1% | 1.5 | 22.0 | 20.5 | 95.2% |
| XAUUSD | 26.2% | 47.8% | 26.0% | 0.2 | 19.9 | 19.7 | 98.9% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
|---|---|---|---|---|---|
| AUDUSD | 0.0 | 0.1 | 0.5 | 0.7 | 18.5 |
| EURGBP | 0.0 | - | 0.4 | 0.9 | 3.2 |
| EURJPY | 0.1 | 0.1 | 0.4 | 0.9 | 47.0 |
| EURUSD | 0.1 | 0.2 | 0.6 | 1.0 | 5.5 |
| GBPJPY | 0.0 | - | 0.4 | 1.1 | 3.4 |
| GBPUSD | 0.1 | 0.2 | 0.5 | 0.9 | 1.5 |
| NZDUSD | 0.1 | - | - | 0.7 | 48.6 |
| USDCAD | 0.0 | - | 0.7 | 1.0 | 1.5 |
| USDCHF | 0.0 | 0.2 | - | 1.0 | 5.9 |
| USDJPY | 0.1 | 0.2 | 0.6 | 0.9 | 4.9 |
| 0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
| XAGUSD | 2.4 | 5.8 | 18.1 | 52.0 | 350.5 |
| 0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
| XAUUSD | 0.5 | 4.6 | 12.7 | 24.9 | 833.8 |
* 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 Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
|---|---|---|---|---|---|
| AUDUSD | 83.5% | 86.8% | 88.7% | 99.1% | 99.2% |
| EURGBP | 76.9% | 76.9% | 77.8% | 99.3% | 99.5% |
| EURJPY | 78.5% | 82.4% | 89.4% | 90.1% | 99.6% |
| EURUSD | 71.8% | 77.1% | 83.4% | 85.7% | 99.6% |
| GBPJPY | 91.7% | 91.7% | 97.8% | 98.5% | 99.1% |
| GBPUSD | 77.3% | 86.9% | 91.4% | 92.1% | 99.2% |
| NZDUSD | 81.0% | 81.0% | 81.0% | 99.2% | 99.3% |
| USDCAD | 77.8% | 77.8% | 78.9% | 95.3% | 99.7% |
| USDCHF | 72.0% | 73.1% | 73.1% | 99.6% | 99.7% |
| USDJPY | 66.8% | 74.5% | 78.0% | 83.5% | 99.4% |
| 0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
| XAGUSD | 97.1% | 88.5% | 95.8% | 95.9% | 96.0% |
| 0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
| XAUUSD | 82.9% | 93.0% | 98.8% | 98.8% | 98.9% |
Limit IOC Order Execution Speed
| Time in Milliseconds | Fill Rate |
|---|---|
| < 50 | 90.3% |
| < 100 | 96.7% |
| < 250 | 99.7% |
| < 500 | 99.9% |
| < 1000 | 100.0% |
| Average execution speed | 29 milliseconds |
|---|
Resting Stop Order Statistics
| Currency Pair | Zero Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
|---|---|---|---|---|
| AUDUSD | 75.7% | 24.3% | 0.4 | 0.1 |
| EURGBP | 79.3% | 20.7% | 0.3 | 0.1 |
| EURJPY | 80.5% | 19.5% | 0.3 | 0.1 |
| EURUSD | 83.1% | 16.9% | 0.7 | 0.1 |
| GBPJPY | 58.1% | 41.9% | 0.4 | 0.1 |
| GBPUSD | 71.3% | 28.7% | 0.4 | 0.1 |
| NZDUSD | 70.4% | 29.6% | 2.4 | 0.7 |
| USDCAD | 76.8% | 23.2% | 0.2 | 0.1 |
| USDCHF | 81.8% | 18.2% | 0.2 | 0.0 |
| USDJPY | 85.2% | 14.8% | 0.4 | 0.1 |
| XAGUSD | 29.1% | 70.3% | 23.1 | 16.1 |
| XAUUSD | 46.3% | 53.6% | 11.3 | 6.1 |
* 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 Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
|---|---|---|---|---|
| AUDUSD | 24.1% | 75.9% | 0.2 | 0.1 |
| EURGBP | 17.8% | 82.2% | 0.2 | 0.0 |
| EURJPY | 18.7% | 81.3% | 0.2 | 0.0 |
| EURUSD | 18.8% | 81.2% | 0.2 | 0.0 |
| GBPJPY | 35.6% | 64.4% | 0.4 | 0.1 |
| GBPUSD | 34.6% | 65.4% | 0.4 | 0.1 |
| NZDUSD | 25.7% | 74.3% | 0.3 | 0.1 |
| USDCAD | 21.5% | 78.5% | 0.2 | 0.0 |
| USDCHF | 21.4% | 78.6% | 0.2 | 0.1 |
| USDJPY | 17.3% | 82.7% | 0.3 | 0.1 |
| XAGUSD | 61.0% | 39.0% | 33.0 | 20.1 |
| XAUUSD | 48.3% | 51.7% | 12.1 | 5.8 |
* 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 Pair | Price Improvement* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Average Improvement (pips)** | Average Tolerance (pips) | Fill Rate*** |
|---|---|---|---|---|---|---|---|
| AUDUSD | 14.3% | 72.4% | 13.3% | 0.0 | 1.0 | 1.0 | 99.5% |
| EURGBP | 19.5% | 61.4% | 19.1% | 0.0 | 0.9 | 0.9 | 99.3% |
| EURJPY | 24.9% | 50.3% | 24.8% | 0.0 | 1.4 | 1.4 | 99.1% |
| EURUSD | 18.2% | 64.0% | 17.9% | 0.0 | 1.4 | 1.3 | 99.3% |
| GBPJPY | 26.5% | 47.3% | 26.2% | 0.0 | 2.1 | 2.1 | 99.1% |
| GBPUSD | 20.2% | 59.8% | 20.0% | 0.0 | 1.3 | 1.3 | 99.0% |
| NZDUSD | 13.3% | 75.8% | 10.8% | 0.0 | 0.7 | 0.7 | 99.8% |
| USDCAD | 17.1% | 65.7% | 17.2% | 0.0 | 1.5 | 1.5 | 99.5% |
| USDCHF | 13.8% | 69.7% | 16.5% | 0.0 | 1.1 | 1.1 | 99.6% |
| USDJPY | 21.5% | 56.2% | 22.3% | 0.0 | 2.3 | 2.3 | 99.4% |
| XAGUSD | 16.7% | 70.8% | 12.5% | 1.7 | 19.3 | 17.6 | 95.8% |
| XAUUSD | 28.9% | 44.3% | 26.8% | 0.4 | 27.4 | 27.0 | 98.5% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
|---|---|---|---|---|---|
| AUDUSD | 0.0 | 0.2 | 0.5 | 0.8 | 4.1 |
| EURGBP | 0.0 | 0.1 | 0.5 | 0.9 | 1.4 |
| EURJPY | 0.1 | 0.1 | 0.6 | 0.9 | 1.5 |
| EURUSD | 0.1 | 0.2 | 0.6 | 0.9 | 1.5 |
| GBPJPY | 0.1 | 0.0 | 0.4 | 1.0 | 2.2 |
| GBPUSD | 0.2 | 0.2 | 0.6 | 1.0 | 1.4 |
| NZDUSD | 0.0 | 0.2 | 0.5 | 0.8 | 1.2 |
| USDCAD | 0.0 | 0.4 | 0.6 | 1.0 | 1.5 |
| USDCHF | - | 0.2 | 0.5 | 1.0 | 1.7 |
| USDJPY | 0.0 | 0.2 | 0.6 | 0.9 | 2.5 |
| 0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
| XAGUSD | 5.9 | 10.2 | 19.5 | - | 142.0 |
| 0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
| XAUUSD | 1.2 | 6.0 | 13.3 | 25.0 | 912.0 |
* 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 Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
|---|---|---|---|---|---|
| AUDUSD | 86.2% | 79.4% | 93.3% | 98.6% | 98.8% |
| EURGBP | 66.7% | 75.8% | 91.9% | 98.3% | 98.6% |
| EURJPY | 68.6% | 71.3% | 72.0% | 96.1% | 99.0% |
| EURUSD | 73.3% | 70.0% | 82.3% | 92.5% | 98.5% |
| GBPJPY | 68.2% | 69.6% | 78.4% | 94.4% | 99.0% |
| GBPUSD | 72.7% | 79.8% | 85.6% | 94.5% | 98.6% |
| NZDUSD | 91.7% | 92.9% | 97.5% | 99.3% | 99.5% |
| USDCAD | 70.4% | 72.4% | 81.4% | 98.0% | 99.5% |
| USDCHF | 0.0% | 75.0% | 95.6% | 99.1% | 99.3% |
| USDJPY | 69.1% | 70.5% | 78.1% | 91.6% | 99.1% |
| 0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
| XAGUSD | 70.8% | 76.1% | 94.9% | 94.9% | 95.2% |
| 0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
| XAUUSD | 85.7% | 88.2% | 98.4% | 98.4% | 98.5% |
Limit IOC Order Execution Speed
| Time in Milliseconds | Fill Rate |
|---|---|
| < 50 | 88.5% |
| < 100 | 95.3% |
| < 250 | 99.6% |
| < 500 | 99.9% |
| < 1000 | 100.0% |
| Average execution speed | 32 |
Resting Stop Order Statistics
| Currency Pair | Zero Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
|---|---|---|---|---|
| AUDUSD | 78.7% | 21.3% | 0.5 | 0.1 |
| EURGBP | 77.9% | 22.1% | 0.3 | 0.1 |
| EURJPY | 78.5% | 21.5% | 0.2 | 0.0 |
| EURUSD | 79.9% | 20.1% | 0.3 | 0.1 |
| GBPJPY | 65.1% | 34.9% | 0.3 | 0.1 |
| GBPUSD | 65.5% | 34.5% | 0.3 | 0.1 |
| NZDUSD | 77.5% | 22.5% | 0.3 | 0.1 |
| USDCAD | 69.4% | 30.6% | 0.4 | 0.1 |
| USDCHF | 77.4% | 22.6% | 0.7 | 0.2 |
| USDJPY | 83.3% | 16.7% | 0.6 | 0.1 |
| XAGUSD | 47.0% | 53.0% | 52.8 | 28.0 |
| XAUUSD | 49.1% | 50.9% | 34.4 | 17.5 |
* 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 Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
|---|---|---|---|---|
| AUDUSD | 29.4% | 70.6% | 0.7 | 0.2 |
| EURGBP | 26.0% | 74.0% | 1.0 | 0.2 |
| EURJPY | 25.0% | 75.0% | 4.9 | 1.2 |
| EURUSD | 22.5% | 77.5% | 1.8 | 0.4 |
| GBPJPY | 34.3% | 65.7% | 2.8 | 1.0 |
| GBPUSD | 34.6% | 65.4% | 0.6 | 0.2 |
| NZDUSD | 28.7% | 71.3% | 0.4 | 0.1 |
| USDCAD | 27.2% | 72.8% | 0.9 | 0.3 |
| USDCHF | 21.6% | 78.4% | 1.9 | 0.4 |
| USDJPY | 21.5% | 78.5% | 1.3 | 0.3 |
| XAGUSD | 67.0% | 33.0% | 43.3 | 29.0 |
| XAUUSD | 53.8% | 46.2% | 17.3 | 9.3 |
* 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 Pair | Price Improvement* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Average Improvement (pips)** | Average Tolerance (pips) | Fill Rate*** |
|---|---|---|---|---|---|---|---|
| AUDUSD | 18.1% | 64.9% | 17.0% | 0.0 | 1.1 | 1.1 | 99.1% |
| EURGBP | 20.4% | 58.9% | 20.7% | 0.0 | 0.9 | 0.9 | 99.3% |
| EURJPY | 24.3% | 51.0% | 24.7% | 0.0 | 1.5 | 1.5 | 99.5% |
| EURUSD | 19.6% | 61.5% | 18.9% | 0.0 | 1.3 | 1.3 | 99.4% |
| GBPJPY | 27.1% | 47.1% | 25.8% | 0.0 | 1.7 | 1.7 | 98.8% |
| GBPUSD | 23.1% | 55.7% | 21.2% | 0.0 | 1.6 | 1.6 | 99.0% |
| NZDUSD | 15.9% | 68.6% | 15.6% | 0.0 | 0.7 | 0.7 | 98.8% |
| USDCAD | 17.7% | 64.6% | 17.7% | 0.0 | 1.4 | 1.4 | 99.6% |
| USDCHF | 15.7% | 69.8% | 14.5% | 0.0 | 1.2 | 1.2 | 99.7% |
| USDJPY | 23.0% | 54.5% | 22.4% | 0.0 | 1.6 | 1.6 | 99.3% |
| XAGUSD | 18.6% | 67.5% | 13.8% | 1.8 | 21.8 | 20.0 | 95.7% |
| XAUUSD | 29.0% | 43.5% | 27.6% | 0.3 | 16.3 | 16.0 | 98.5% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
|---|---|---|---|---|---|
| AUDUSD | 0.1 | 0.2 | 0.5 | 0.8 | 22.9 |
| EURGBP | 0.1 | 0.1 | - | 0.9 | 6.1 |
| EURJPY | 0.0 | 0.4 | - | 1.0 | 1.5 |
| EURUSD | 0.1 | 0.2 | 0.6 | 1.0 | 1.3 |
| GBPJPY | 0.1 | - | 0.6 | 0.8 | 1.7 |
| GBPUSD | 0.1 | 0.2 | 0.7 | 1.1 | 1.7 |
| NZDUSD | 0.0 | 0.1 | - | 0.7 | 2.1 |
| USDCAD | 0.1 | - | - | 1.0 | 1.4 |
| USDCHF | 0.0 | 0.2 | - | 1.0 | 3.1 |
| USDJPY | 0.1 | 0.2 | 0.6 | 1.0 | 1.7 |
| 0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
| XAGUSD | 4.5 | 9.3 | 19.4 | - | 1135.4 |
| 0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
| XAUUSD | 1.2 | 5.5 | 12.6 | 22.8 | 374.4 |
* 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 Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
|---|---|---|---|---|---|
| AUDUSD | 73.5% | 76.5% | 78.0% | 98.1% | 99.0% |
| EURGBP | 72.6% | 73.0% | 73.0% | 98.7% | 99.3% |
| EURJPY | 84.6% | 81.3% | 81.3% | 92.5% | 99.5% |
| EURUSD | 75.3% | 77.7% | 79.7% | 85.1% | 99.2% |
| GBPJPY | 92.3% | 92.3% | 96.6% | 96.9% | 98.8% |
| GBPUSD | 68.9% | 77.4% | 82.2% | 83.3% | 98.5% |
| NZDUSD | 70.7% | 73.5% | 73.5% | 98.5% | 98.8% |
| USDCAD | 71.2% | 71.2% | 71.2% | 75.8% | 99.6% |
| USDCHF | 85.7% | 93.8% | 93.8% | 99.6% | 99.7% |
| USDJPY | 62.3% | 67.2% | 73.1% | 78.8% | 99.0% |
| 0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
| XAGUSD | 79.5% | 81.4% | 95.5% | 95.5% | 95.7% |
| 0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
| XAUUSD | 79.2% | 82.1% | 98.3% | 98.3% | 98.5% |
Resting Stop Order Statistics
| Currency Pair | Zero Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
|---|---|---|---|---|
| AUDUSD | 78.2% | 21.8% | 0.6 | 0.1 |
| EURGBP | 74.0% | 26.0% | 0.6 | 0.2 |
| EURJPY | 76.8% | 23.2% | 2.5 | 0.6 |
| EURUSD | 79.1% | 20.9% | 0.5 | 0.1 |
| GBPJPY | 63.7% | 36.3% | 0.6 | 0.2 |
| GBPUSD | 64.2% | 35.8% | 0.4 | 0.1 |
| NZDUSD | 72.3% | 27.7% | 1.3 | 0.4 |
| USDCAD | 74.5% | 25.5% | 0.5 | 0.1 |
| USDCHF | 77.9% | 22.1% | 0.3 | 0.1 |
| USDJPY | 83.1% | 16.9% | 0.6 | 0.1 |
| XAGUSD | 53.9% | 45.9% | 45.3 | 20.3 |
| XAUUSD | 47.8% | 52.2% | 14.6 | 7.6 |
* 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 Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
|---|---|---|---|---|
| AUDUSD | 23.5% | 76.5% | 0.3 | 0.1 |
| EURGBP | 22.2% | 77.8% | 0.3 | 0.1 |
| EURJPY | 18.4% | 81.6% | 0.3 | 0.1 |
| EURUSD | 19.6% | 80.4% | 0.3 | 0.1 |
| GBPJPY | 33.3% | 66.7% | 0.3 | 0.1 |
| GBPUSD | 34.2% | 65.8% | 0.3 | 0.1 |
| NZDUSD | 24.9% | 75.1% | 0.2 | 0.1 |
| USDCAD | 20.0% | 80.0% | 0.3 | 0.1 |
| USDCHF | 20.0% | 80.0% | 0.4 | 0.1 |
| USDJPY | 16.8% | 83.2% | 0.5 | 0.1 |
| XAGUSD | 60.0% | 40.0% | 31.4 | 18.8 |
| XAUUSD | 50.5% | 49.5% | 10.5 | 5.3 |
* 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 Pair | Price Improvement* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Average Improvement (pips)** | Average Tolerance (pips) | Fill Rate*** |
|---|---|---|---|---|---|---|---|
| AUDUSD | 18.5% | 63.1% | 18.4% | 0.0 | 0.8 | 0.8 | 99.3% |
| EURGBP | 22.6% | 56.1% | 21.3% | 0.0 | 0.9 | 0.9 | 98.7% |
| EURJPY | 25.0% | 49.0% | 26.0% | 0.0 | 1.3 | 1.3 | 99.7% |
| EURUSD | 19.8% | 60.3% | 19.8% | 0.0 | 1.2 | 1.2 | 99.5% |
| GBPJPY | 29.7% | 39.9% | 30.4% | 0.0 | 1.8 | 1.8 | 98.6% |
| GBPUSD | 23.7% | 52.8% | 23.5% | 0.0 | 1.4 | 1.4 | 98.6% |
| NZDUSD | 16.5% | 66.7% | 16.8% | 0.0 | 0.7 | 0.7 | 98.7% |
| USDCAD | 18.5% | 62.5% | 19.0% | 0.0 | 1.4 | 1.4 | 99.7% |
| USDCHF | 16.9% | 66.3% | 16.8% | 0.0 | 1.0 | 1.0 | 99.5% |
| USDJPY | 23.1% | 53.0% | 23.9% | 0.0 | 1.5 | 1.5 | 99.1% |
| XAGUSD | 16.4% | 70.7% | 12.9% | 0.7 | 25.5 | 24.8 | 96.8% |
| XAUUSD | 28.7% | 43.1% | 28.2% | 0.1 | 12.6 | 12.6 | 98.3% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
|---|---|---|---|---|---|
| AUDUSD | 0.1 | 0.1 | 0.4 | 0.8 | 42.2 |
| EURGBP | 0.1 | - | - | 0.9 | 5.7 |
| EURJPY | 0.1 | - | - | 1.1 | 1.3 |
| EURUSD | 0.1 | 0.2 | 0.5 | 1.0 | 1.3 |
| GBPJPY | 0.0 | 0.4 | 0.7 | 1.0 | 1.8 |
| GBPUSD | 0.1 | 0.2 | 0.7 | 1.0 | 1.4 |
| NZDUSD | 0.1 | - | - | 0.7 | 2.9 |
| USDCAD | 0.0 | - | - | 1.0 | 1.4 |
| USDCHF | 0.1 | 0.2 | - | 1.0 | 3.9 |
| USDJPY | 0.1 | 0.2 | 0.5 | 1.0 | 1.6 |
| 0.0 pips* | 1 - 10 pips* | 11 - 25 pips* | 25- 50 pips* | > 51 pips* | |
| XAGUSD | 1.7 | 3.4 | 18.5 | 35.0 | 5451.8 |
| 0.0 pips* | 1 - 10 pips* | 11 - 20 pips* | 21- 30 pips* | > 31 pips* | |
| XAUUSD | 0.7 | 4.3 | 12.3 | 23.8 | 60.3 |
* 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 Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
|---|---|---|---|---|---|
| AUDUSD | 77.5% | 80.5% | 81.1% | 98.6% | 99.1% |
| EURGBP | 84.3% | 84.3% | 84.3% | 98.6% | 98.8% |
| EURJPY | 38.5% | 38.5% | 38.5% | 52.9% | 99.7% |
| EURUSD | 67.6% | 73.2% | 75.9% | 90.2% | 99.3% |
| GBPJPY | 81.8% | 83.8% | 84.6% | 93.4% | 98.6% |
| GBPUSD | 68.6% | 76.9% | 77.2% | 78.8% | 98.3% |
| NZDUSD | 90.0% | 90.0% | 90.0% | 98.6% | 98.7% |
| USDCAD | 85.7% | 85.7% | 85.7% | 98.9% | 99.7% |
| USDCHF | 85.7% | 90.9% | 90.9% | 99.5% | 99.5% |
| USDJPY | 75.6% | 77.0% | 79.4% | 87.3% | 98.9% |
| 0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
| XAGUSD | 82.8% | 83.8% | 96.6% | 96.6% | 96.9% |
| 0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
| XAUUSD | 78.6% | 82.8% | 98.1% | 98.1% | 98.2% |
Resting Stop Order Statistics
| Currency Pair | Zero Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
|---|---|---|---|---|
| AUDUSD | 79.2% | 20.8% | 0.3 | 0.1 |
| EURGBP | 72.9% | 27.1% | 0.2 | 0.1 |
| EURJPY | 79.7% | 20.3% | 0.2 | 0.0 |
| EURUSD | 79.9% | 20.1% | 0.6 | 0.1 |
| GBPJPY | 62.1% | 37.9% | 0.3 | 0.1 |
| GBPUSD | 66.4% | 33.6% | 0.3 | 0.1 |
| NZDUSD | 74.2% | 25.8% | 0.3 | 0.1 |
| USDCAD | 69.6% | 30.4% | 1.8 | 0.5 |
| USDCHF | 73.6% | 26.4% | 0.5 | 0.1 |
| USDJPY | 80.1% | 19.9% | 0.5 | 0.1 |
| XAGUSD | 62.8% | 37.2% | 37.7 | 14.1 |
| XAUUSD | 47.7% | 52.3% | 34.0 | 17.8 |
* 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 Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
|---|---|---|---|---|
| AUDUSD | 24.3% | 75.7% | 0.3 | 0.1 |
| EURGBP | 27.3% | 72.7% | 0.4 | 0.1 |
| EURJPY | 22.9% | 77.1% | 0.4 | 0.1 |
| EURUSD | 24.3% | 75.7% | 0.4 | 0.1 |
| GBPJPY | 39.8% | 60.2% | 0.4 | 0.2 |
| GBPUSD | 34.6% | 65.4% | 0.4 | 0.1 |
| NZDUSD | 24.2% | 75.8% | 0.4 | 0.1 |
| USDCAD | 34.1% | 65.9% | 1.3 | 0.4 |
| USDCHF | 37.5% | 62.5% | 0.3 | 0.1 |
| USDJPY | 20.7% | 79.3% | 0.4 | 0.1 |
| XAGUSD | 61.2% | 38.8% | 25.5 | 15.6 |
| XAUUSD | 51.3% | 48.7% | 20.7 | 10.7 |
* 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 Pair | Price Improvement* | Zero Slippage* | Negative Slippage* | Average Net Slippage (pips)* | Average Improvement (pips)** | Average Tolerance (pips) | Fill Rate*** |
|---|---|---|---|---|---|---|---|
| AUDUSD | 25.7% | 51.0% | 23.3% | 0.0 | 1.4 | 1.4 | 99.2% |
| EURGBP | 27.7% | 46.9% | 25.5% | 0.0 | 0.9 | 0.9 | 97.6% |
| EURJPY | 28.5% | 41.1% | 30.4% | 0.0 | 1.3 | 1.3 | 99.1% |
| EURUSD | 26.7% | 48.0% | 25.3% | 0.0 | 1.3 | 1.2 | 98.7% |
| GBPJPY | 31.7% | 33.4% | 34.9% | 0.0 | 1.5 | 1.6 | 97.8% |
| GBPUSD | 25.6% | 47.3% | 27.2% | 0.0 | 1.2 | 1.2 | 97.8% |
| NZDUSD | 21.5% | 57.3% | 21.2% | 0.0 | 0.7 | 0.7 | 98.4% |
| USDCAD | 25.1% | 50.9% | 24.0% | 0.0 | 1.3 | 1.3 | 98.9% |
| USDCHF | 23.3% | 52.3% | 24.4% | 0.0 | 1.0 | 1.0 | 98.7% |
| USDJPY | 28.3% | 41.8% | 29.9% | 0.0 | 1.5 | 1.5 | 97.7% |
| XAGUSD | 23.7% | 59.4% | 16.9% | 1.2 | 18.3 | 17.1 | 93.5% |
| XAUUSD | 30.3% | 37.8% | 31.9% | 0.0 | 12.1 | 12.2 | 98.0% |
* 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 Pair | 0.0 pips* | 0.1 – 0.2 pips* | 0.3 – 0.6 pips* | 0.7 – 1.0 pips* | > 1.1 pips* |
|---|---|---|---|---|---|
| AUDUSD | 0.0 | 0.1 | - | 0.8 | 145.1 |
| EURGBP | 0.0 | - | - | 0.9 | 6.5 |
| EURJPY | - | - | 0.5 | - | 1.3 |
| EURUSD | 0.0 | 0.1 | 0.5 | 1.0 | 1.3 |
| GBPJPY | - | 0.1 | 0.5 | - | 1.6 |
| GBPUSD | 0.0 | 0.1 | 0.5 | 1.0 | 1.2 |
| NZDUSD | 0.0 | - | - | 0.7 | 3.0 |
| USDCAD | 0.0 | - | - | 1.0 | 1.3 |
| USDCHF | 0.0 | - | - | 1.0 | 2.0 |
| USDJPY | 0.0 | 0.1 | 0.6 | 1.0 | 1.5 |
| 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* | |
| XAUUSD | 0.0 | 4.8 | 12.0 | 24.0 | 59.0 |
* 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 Pair | 0.0 pips | =< 0.2 pips | =< 0.6 pips | =< 1.0 pips | All |
|---|---|---|---|---|---|
| AUDUSD | 65.6% | 68.1% | 68.1% | 97.7% | 98.5% |
| EURGBP | 63.0% | 63.0% | 63.0% | 97.0% | 97.7% |
| EURJPY | - | - | 100.0% | 100.0% | 99.1% |
| EURUSD | 67.0% | 70.5% | 75.4% | 83.9% | 98.5% |
| GBPJPY | - | 100.0% | 83.3% | 83.3% | 97.8% |
| GBPUSD | 66.7% | 79.7% | 79.2% | 80.3% | 97.2% |
| NZDUSD | 63.6% | 63.6% | 63.6% | 98.2% | 98.5% |
| USDCAD | 50.0% | 50.0% | 50.0% | 92.6% | 98.9% |
| USDCHF | 58.3% | 58.3% | 58.3% | 98.3% | 98.7% |
| USDJPY | 59.1% | 71.4% | 75.9% | 84.1% | 97.2% |
| 0.0 pips | =< 10 pips | =< 25 pips | =< 50 pips | All | |
| XAGUSD | - | - | 93.5% | 93.5% | 93.5% |
| 0.0 pips | =< 10 pips | =< 20 pips | =< 30 pips | All | |
| XAUUSD | 64.1% | 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 Pair | Zero Slippage | Negative Slippage | Average Negative Slippage (pips)* | Average Net Slippage (pips)** |
|---|---|---|---|---|
| AUDUSD | 78.9% | 21.1% | 0.3 | 0.1 |
| EURGBP | 76.0% | 24.0% | 0.3 | 0.1 |
| EURJPY | 72.3% | 27.7% | 0.3 | 0.1 |
| EURUSD | 80.7% | 19.3% | 0.4 | 0.1 |
| GBPJPY | 57.8% | 42.2% | 0.4 | 0.2 |
| GBPUSD | 60.0% | 40.0% | 0.4 | 0.2 |
| NZDUSD | 70.0% | 30.0% | 0.3 | 0.1 |
| USDCAD | 69.2% | 30.8% | 0.3 | 0.1 |
| USDCHF | 75.5% | 24.5% | 0.7 | 0.2 |
| USDJPY | 78.7% | 21.3% | 0.5 | 0.1 |
| XAGUSD | 14.0% | 86.0% | 100.5 | 86.4 |
| XAUUSD | 52.5% | 47.5% | 8.2 | 3.9 |
* 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 Pair | Price Improvement | Zero Slippage | Average Price Improvement (pips)* | Average Net Price Improvement (pips)** |
|---|---|---|---|---|
| AUDUSD | 21.7% | 78.3% | 0.3 | 0.1 |
| EURGBP | 27.0% | 73.0% | 0.4 | 0.1 |
| EURJPY | 26.5% | 73.5% | 0.4 | 0.1 |
| EURUSD | 24.8% | 75.2% | 0.5 | 0.1 |
| GBPJPY | 38.3% | 61.7% | 0.5 | 0.2 |
| GBPUSD | 39.7% | 60.3% | 0.4 | 0.2 |
| NZDUSD | 31.7% | 68.3% | 0.3 | 0.1 |
| USDCAD | 30.8% | 69.2% | 0.5 | 0.1 |
| USDCHF | 24.6% | 75.4% | 0.5 | 0.1 |
| USDJPY | 23.5% | 76.5% | 0.3 | 0.1 |
| XAGUSD | 68.6% | 31.4% | 77.0 | 52.8 |
| XAUUSD | 47.0% | 53.0% | 7.7 | 3.6 |
* 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
Bir piyasa emri,mevcut en iyi fiyatla hemen anlık satım işlemi yapmak için kullanılır.
Hızlı İşlem Piyasası (Quick Trade Market), IOC (Anında veya İptal) emri, mümkün olduğunca hızlı almak veya satmak için bir talimat vermenize olanak tanır. "Mümkün olduğunca hızlı" emrinizin 5 saniyelik Yaşam Süresi'ne (TTL) sahip olduğu anlamına gelir. Hızlı İşlem Piyasası, IOC emri kısmen gerçekleştirebilir. Emir tam olarak gerçekleştirilemezse, kalan miktar iptal edilir. Fiyat Toleransı, bir piyasa IOC siparişine eklenemez, yani bir müşterinin işlem gerçekleştirmesindeki fiyat aralığı olamaz.
Bekleyen Piyasa Emri - İşlem emrinizin mümkün olan en iyi fiyatla, mümkün olan en kısa sürede alınıp satılması için Gün süresine sahip bir Piyasa emridir. Bekleyen Emir talimatı kısmen gerçekleştirilebilir. Eğer emir tüm büyüklüğü ile işleme giremezse kalan miktar, belirlenen süre boyunca sistemde kalmaya devam eder.
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 emirler kâr realizasyonu için veya pozisyona belirli bir fiyat seviyesinden girmek için kullanılır;
- Alım yönlü limit emirler sadece cari piyasa fiyatının altında bir seviyeye girilebilir.
- Satım yönlü limit emirler sadece cari piyasa fiyatının üzerinde bir seviyeye girilebilir.
Hızlı İşlem Limiti IOC (Derhal veya İptal) Emri - Önceden tanımlanmış bir fiyat dahilinde, mümkün olduğunca hızlı ve çok sayıda alım satım işlemlerinize yönelik bir talimattır. Mümkün olan en hızlı süre; siparişin 5 saniyelik Yaşam Süresine (TTL) sahip olduğu anlamına gelir.
Eğer emir tüm büyüklüğü ile işleme giremezse kalan miktar, belirlenen süre boyunca sistemde kalmaya devam eder.
Bekleyen Limit Emri - Bir limit emir çeşitli sürelerde (Günlük, İptal edilene kadar geçerli vs.) belirlenen fiyatı işleme girene kadar, iptal edilene kadar ya da süresi dolana kadar Saxo sisteminde bekler. Bekleyen Limit emri kısmi doldurma ile işleme girebilir. Eğer emir tüm büyüklüğü ile işleme giremezse kalan miktar, belirlenen süre boyunca sistemde kalmaya devam eder.
Stop emirleri, genellikle kayıpları belli bir fiyat seviyesi ile sınırlandırmak adına kullanılır. Tüm Stop emirleri pozisyonun ters yönündeki fiyatına göre tetiklenir. Bu emirler, o andaki spread'e göre konumlanan stop seviyesine göre ayarlanmıştır.
Stop emirleri şeffaf fiyatlar ve yatırımcı tarafından ayarlanmış beklenen emir büyüklüğüne göre konumlandırılmaktadır. Saxo Bank'ın Geçmiş Stop Emirleri istatistikleri için buraya tıklayınız.
Bekleyen Limit Emri - Bir limit emir çeşitli sürelerde (Günlük, İptal edilene kadar geçerli vs.) belirlenen fiyatı işleme girene kadar, iptal edilene kadar ya da süresi dolana kadar Saxo sisteminde bekler. Bekleyen Limit emri kısmi doldurma ile işleme girebilir. Eğer emir tüm büyüklüğü ile işleme giremezse kalan miktar, belirlenen süre boyunca sistemde kalmaya devam eder.
Bekleyen Stop Limit Emri - Bir limit emir çeşitli sürelerde (Günlük, İptal edilene kadar geçerli vs.) belirlenen fiyatı işleme girene kadar, iptal edilene kadar ya da süresi dolana kadar Saxo sisteminde bekler. Fiyat tetiklendiği zaman, Bekleyen Stop Limit Emri, Durdurulan fiyatta Bekleyen Emir'e çevrilir. Eğer emir tüm büyüklüğü ile işleme giremezse kalan miktar, belirlenen süre boyunca sistemde kalmaya devam eder.
Türkiye iştiraki olduğumuz Saxo Bank'ın emir yönetim sisteminde yer alan Müşteri koruma mekanizması ile emirlerin büyük çoğunluğu herhangi bir slipaj / kayma olmadan gerçekleşir. Stop emirleri ile ilgili istatistikleri buradan görüntüleyebilirsiniz.
