Statistiques d'exécution des ordres

Déterminez la valeur des améliorations potentielles des prix sur chaque transaction. Bénéficiez d’un meilleur contrôle de votre trading et d’un équilibre optimal entre le taux d’exécution et le niveau de cours grâce à nos ordres entièrement personnalisés.

Pour en savoir plus sur la manière dont Saxo exécute les ordres au nom de ses clients, référez-vous à notre Politique d'exécution des ordres.

Afin de démontrer son engagement à garantir une meilleure transparence et la livraison de résultats équitables aux clients, Saxo Bank Suisse a pris l'initiative de publier ses statistiques sur l'exécution des ordres FX pour aider les clients à évaluer la qualité d'exécution afin de choisir le meilleur fournisseur de transactions pour eux.

Nous sommes fiers que ces statistiques prouvent que les intérêts de Saxo Bank Suisse$ sont alignés sur ceux de nos clients, grâce à une exécution de qualité, une amélioration considérable des prix et l’absence de slippage asymétrique.

Les tableaux ci-dessous présentent les statistiques d'exécution suivantes, publiées mensuellement, pour les paires de devises au comptant les plus négociées de Saxo Bank Suisse :

  • Statistiques ordre IOC à cours limité
  • Ordre IOC à cours limité Amélioration moyenne*, par valeur de tolérance de prix
  • Ordre IOC à cours limité, par valeur de tolérance de prix
  • Vitesse d’exécution des ordres IOC à cours limité
  • Statistiques des ordres au marché
  • Vitesse d'exécution des ordres au marché
  • Statistiques d'ordre stop dormant
  • Statistiques d'ordre à cours limité dormant

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate***
AUDUSD24.1%56.9%19.0%0.098.0%
EURGBP19.0%62.7%18.4%0.099.9%
EURJPY37.6%32.4%29.9%0.096.7%
EURUSD23.1%55.9%20.9%0.099.7%
GBPJPY42.2%26.5%31.3%0.195.6%
GBPUSD27.8%47.6%24.6%0.099.6%
NZDUSD19.6%62.3%18.1%0.098.9%
USDCAD21.7%60.2%18.1%0.099.7%
USDCHF21.7%60.0%18.4%0.097.5%
USDJPY33.5%37.5%29.1%0.096.4%
XAGUSD38.4%32.5%29.1%5.297.5%
XAUUSD41.2%22.6%36.2%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*
AUDUSD0.10.20.30.73.9
EURGBP0.00.10.50.81.9
EURJPY0.20.00.51.12.6
EURUSD0.10.20.21.010.7
GBPJPY0.30.00.21.22.5
GBPUSD0.10.20.50.028.3
NZDUSD0.00.20.60.04.9
USDCAD0.00.20.30.03.4
USDCHF0.00.20.50.96.4
USDJPY0.20.40.51.05.8
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD15.80.00.041.7208.7
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD5.511.80.027.0138.8

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

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD73.0%73.4%71.5%92.3%94.0%
EURGBP68.0%68.9%73.4%97.0%98.1%
EURJPY54.5%54.5%59.9%60.2%88.9%
EURUSD80.8%81.2%81.1%81.2%97.0%
GBPJPY70.7%70.7%70.4%70.9%90.5%
GBPUSD71.3%71.7%72.6%72.6%95.9%
NZDUSD79.8%80.2%95.6%95.6%96.1%
USDCAD74.1%74.3%79.6%79.6%96.9%
USDCHF63.5%64.2%64.9%90.9%91.2%
USDJPY55.7%55.2%54.8%55.7%88.3%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD67.7%67.6%67.6%81.9%94.3%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD51.7%54.7%54.7%78.2%93.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5097.1%
< 10099.6%
< 25099.9%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds16

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD22.7%54.2%23.1%0.0100.0%
EURGBP16.3%63.3%20.3%0.0100.0%
EURJPY35.4%31.6%33.0%0.0100.0%
EURUSD23.4%53.2%23.4%0.0100.0%
GBPJPY33.7%27.0%39.3%-0.1100.0%
GBPUSD28.1%44.0%27.9%0.0100.0%
NZDUSD20.4%59.1%20.5%0.0100.0%
USDCAD20.1%58.0%21.9%0.0100.0%
USDCHF23.8%52.2%24.0%0.0100.0%
USDJPY31.8%35.2%33.0%0.0100.0%
XAGUSD33.0%33.4%33.5%-0.5100.0%
XAUUSD37.5%24.1%38.4%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.9%
< 10099.7%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds14

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD74.8%25.2%0.40.1
EURGBP91.8%8.2%0.20.0
EURJPY61.0%39.0%0.30.1
EURUSD75.6%24.4%0.30.1
GBPJPY47.6%52.4%0.40.2
GBPUSD65.6%34.4%0.40.1
NZDUSD77.3%22.7%0.50.1
USDCAD86.4%13.6%0.50.1
USDCHF67.8%32.2%0.80.2
USDJPY73.2%26.8%0.40.1
XAGUSD10.2%89.8%13.211.5
XAUUSD38.5%61.5%5.93.6

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

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD26.6%73.4%0.60.2
EURGBP14.6%85.4%0.30.0
EURJPY41.7%58.3%0.30.1
EURUSD26.1%73.9%0.40.1
GBPJPY51.3%48.7%0.40.2
GBPUSD32.9%67.1%0.50.2
NZDUSD20.6%79.4%0.40.1
USDCAD15.3%84.7%0.30.0
USDCHF32.6%67.4%0.50.2
USDJPY33.7%66.3%0.30.1
XAGUSD88.1%11.9%13.912.3
XAUUSD63.2%36.8%5.63.5

* 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***
AUDUSD23.4%56.9%19.7%0.097.7%
EURGBP16.3%64.1%19.6%0.099.9%
EURJPY38.4%27.4%34.2%0.097.7%
EURUSD26.0%50.3%23.7%0.099.7%
GBPJPY46.9%20.6%32.4%0.196.8%
GBPUSD28.2%45.9%25.9%0.099.5%
NZDUSD22.0%61.5%16.4%0.098.1%
USDCAD23.2%54.7%22.1%0.099.8%
USDCHF25.7%51.6%22.8%0.097.9%
USDJPY36.4%30.6%33.0%0.097.7%
XAGUSD38.1%35.2%26.8%4.996.7%
XAUUSD43.4%23.4%33.2%1.198.8%

* 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*
AUDUSD0.10.20.30.74.5
EURGBP0.00.00.50.82.8
EURJPY0.30.00.61.12.1
EURUSD0.10.20.51.07.6
GBPJPY0.40.00.51.02.4
GBPUSD0.10.20.50.03.8
NZDUSD0.10.20.60.03.6
USDCAD0.10.20.30.04.0
USDCHF0.10.20.50.85.2
USDJPY0.30.30.51.013.5
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD14.424.00.038.4470.0
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD5.813.00.026.3160.7

* 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
AUDUSD69.1%69.7%67.7%90.4%93.2%
EURGBP47.5%46.8%51.5%95.5%97.4%
EURJPY58.6%58.6%66.8%66.9%92.0%
EURUSD75.6%76.0%76.0%75.9%97.0%
GBPJPY80.7%80.7%80.7%80.7%93.3%
GBPUSD65.3%66.2%67.1%67.1%95.2%
NZDUSD78.6%79.3%93.1%93.1%94.1%
USDCAD75.0%75.7%78.4%78.4%97.1%
USDCHF59.2%59.9%60.6%91.7%92.2%
USDJPY58.7%61.5%61.5%64.5%92.2%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD69.6%70.2%70.2%80.7%92.7%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD62.4%64.4%64.4%79.5%92.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.2%
< 10099.7%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds14

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD23.8%54.8%21.3%0.0100.0%
EURGBP22.5%60.6%16.9%0.0100.0%
EURJPY37.0%25.9%37.0%0.0100.0%
EURUSD25.3%48.6%26.1%0.0100.0%
GBPJPY38.3%20.8%40.9%0.0100.0%
GBPUSD27.6%44.4%28.0%0.0100.0%
NZDUSD24.1%54.9%21.0%0.0100.0%
USDCAD25.0%52.1%22.9%0.0100.0%
USDCHF24.7%48.1%27.3%0.0100.0%
USDJPY36.6%26.5%36.8%0.0100.0%
XAGUSD34.1%32.9%33.0%-0.3100.0%
XAUUSD39.0%23.8%37.3%-0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.5%
< 10099.9%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds13

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD82.1%17.9%0.20.0
EURGBP86.6%13.4%0.50.1
EURJPY54.2%45.8%0.3-0.1
EURUSD78.8%21.2%0.30.1
GBPJPY44.9%55.1%0.30.2
GBPUSD71.6%28.4%0.30.1
NZDUSD77.8%22.2%0.30.0
USDCAD85.8%14.2%0.80.1
USDCHF72.4%27.6%0.30.1
USDJPY71.5%28.5%0.40.1
XAGUSD10.7%89.3%10.79.3
XAUUSD37.7%62.3%4.52.7

* 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)**
AUDUSD22.7%77.3%0.40.1
EURGBP12.4%87.6%0.80.1
EURJPY46.3%53.7%0.40.2
EURUSD21.6%78.4%0.40.1
GBPJPY60.3%39.7%0.60.4
GBPUSD29.6%70.4%0.40.1
NZDUSD25.1%74.9%0.50.1
USDCAD19.0%81.0%0.80.2
USDCHF29.2%70.8%0.50.2
USDJPY36.3%63.7%0.40.1
XAGUSD86.0%14.0%10.28.8
XAUUSD60.2%39.8%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**
AUDUSD23.9%55.6%20.5%0.098.2%
EURGBP19.4%62.4%18.3%0.099.9%
EURJPY40.7%26.5%32.7%0.197.8%
EURUSD24.8%53.3%21.9%0.099.7%
GBPJPY43.1%20.6%36.4%0.197.2%
GBPUSD24.6%54.7%20.7%0.099.6%
NZDUSD20.4%63.5%16.1%0.098.8%
USDCAD23.1%55.3%21.6%0.099.8%
USDCHF25.5%53.9%20.7%0.098.4%
USDJPY37.3%29.7%33.0%0.098.0%
XAGUSD33.7%40.3%26.0%3.396.0%
XAUUSD41.3%25.3%33.4%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*
AUDUSD0.10.20.60.712.0
EURGBP0.00.20.50.92.1
EURJPY0.30.00.61.12.3
EURUSD0.10.20.41.05.7
GBPJPY0.40.00.70.03.5
GBPUSD0.10.20.51.02.5
NZDUSD0.00.20.60.04.3
USDCAD0.00.20.30.04.3
USDCHF0.10.20.50.92.6
USDJPY0.30.30.71.015.1
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD12.719.00.033.0156.0
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD5.011.222.025.3269.3

* 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
AUDUSD73.1%73.3%80.4%93.2%94.4%
EURGBP68.6%68.3%71.3%97.2%97.9%
EURJPY60.0%60.0%65.6%66.3%92.2%
EURUSD75.4%76.0%76.1%76.1%96.9%
GBPJPY59.2%59.2%62.0%62.0%93.4%
GBPUSD77.0%77.3%77.7%78.6%95.9%
NZDUSD83.2%83.7%95.4%95.4%95.9%
USDCAD76.6%76.8%77.3%77.3%97.4%
USDCHF69.9%70.6%71.9%93.6%94.1%
USDJPY60.3%61.0%61.9%66.0%93.1%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD63.9%64.0%64.0%77.6%91.2%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD59.1%60.7%60.7%78.0%92.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.4%
< 10099.7%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds14

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD20.5%58.8%20.7%0.0100.0%
EURGBP19.3%61.7%19.0%0.0100.0%
EURJPY32.4%36.6%31.0%0.0100.0%
EURUSD20.2%58.6%21.2%0.0100.0%
GBPJPY34.2%32.8%33.0%0.0100.0%
GBPUSD21.2%56.3%22.5%0.0100.0%
NZDUSD19.1%63.0%18.0%0.0100.0%
USDCAD21.7%59.2%19.1%0.0100.0%
USDCHF19.1%62.2%18.7%0.0100.0%
USDJPY32.3%33.7%34.1%0.0100.0%
XAGUSD29.7%39.1%31.3%-0.2100.0%
XAUUSD35.3%30.0%34.8%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.4%
< 10099.8%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds13

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD80.5%19.5%0.30.0
EURGBP86.6%13.4%0.40.1
EURJPY54.9%45.1%0.30.1
EURUSD81.0%19.0%0.30.1
GBPJPY42.7%57.3%0.30.2
GBPUSD70.7%29.3%0.40.1
NZDUSD77.3%22.7%0.40.1
USDCAD83.1%16.9%0.20.0
USDCHF79.2%20.8%0.30.1
USDJPY67.5%32.5%0.30.1
XAGUSD13.6%86.4%10.17.8
XAUUSD37.0%63.0%5.13.2

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

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD24.5%75.5%0.50.1
EURGBP22.6%77.4%0.70.2
EURJPY48.5%51.5%0.40.2
EURUSD22.2%77.8%0.30.1
GBPJPY62.7%37.3%0.40.3
GBPUSD33.1%66.9%0.50.2
NZDUSD28.8%71.2%0.40.1
USDCAD14.5%85.5%0.40.1
USDCHF31.7%68.3%0.80.3
USDJPY40.1%59.9%0.40.2
XAGUSD85.2%14.8%9.88.3
XAUUSD64.1%35.9%5.23.3

* 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**
AUDUSD20.7%62.1%17.2%0.099.4%
EURGBP15.9%68.1%16.0%0.0100.0%
EURJPY33.5%37.3%29.2%0.099.2%
EURUSD20.1%61.0%19.0%0.099.8%
GBPJPY36.4%29.0%34.6%0.098.3%
GBPUSD22.7%58.1%19.2%0.099.8%
NZDUSD16.0%68.6%15.4%0.099.5%
USDCAD21.2%57.8%21.0%0.0100.0%
USDCHF18.8%66.2%15.0%0.099.6%
USDJPY31.0%40.7%28.3%0.099.0%
XAGUSD32.9%42.8%24.2%3.497.2%
XAUUSD38.1%29.2%32.7%0.599.5%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.20.50.79.1
EURGBP0.00.20.50.82.5
EURJPY0.20.00.60.93.6
EURUSD0.00.20.61.05.7
GBPJPY0.50.20.51.03.0
GBPUSD0.10.20.51.02.1
NZDUSD0.00.20.61.04.0
USDCAD0.00.20.31.03.7
USDCHF0.10.20.50.93.5
USDJPY0.20.30.61.123.8
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD10.30.00.033.7338.3
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD3.912.30.024.5236.3

* 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
AUDUSD80.5%80.8%82.6%95.7%96.5%
EURGBP91.9%93.0%93.8%99.4%99.5%
EURJPY73.3%73.3%78.3%79.3%96.8%
EURUSD82.5%83.1%83.3%83.5%98.4%
GBPJPY74.0%75.6%76.5%78.0%97.8%
GBPUSD79.0%79.3%79.7%80.9%96.9%
NZDUSD86.2%85.9%97.6%97.6%98.2%
USDCAD82.7%82.8%83.5%83.6%98.9%
USDCHF77.3%78.1%79.0%95.2%96.0%
USDJPY76.6%76.7%76.9%77.3%96.2%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD70.2%70.2%70.2%79.9%92.4%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD70.6%73.3%73.3%89.2%96.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5098.1%
< 10099.6%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds13

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD20.5%58.8%20.7%0.0100.0%
EURGBP19.3%61.7%19.0%0.0100.0%
EURJPY32.4%36.6%31.0%0.0100.0%
EURUSD20.2%58.6%21.2%0.0100.0%
GBPJPY34.2%32.8%33.0%0.0100.0%
GBPUSD21.2%56.3%22.5%0.0100.0%
NZDUSD19.1%63.0%18.0%0.0100.0%
USDCAD21.7%59.2%19.1%0.0100.0%
USDCHF19.1%62.2%18.7%0.0100.0%
USDJPY32.3%33.7%34.1%0.0100.0%
XAGUSD29.7%39.1%31.3%-0.2100.0%
XAUUSD35.3%30.0%34.8%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.4%
< 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)**
AUDUSD78.2%21.8%0.70.1
EURGBP84.7%15.3%0.50.1
EURJPY61.7%38.3%0.40.2
EURUSD76.3%23.7%0.40.1
GBPJPY49.0%51.0%0.30.2
GBPUSD66.7%33.3%0.60.2
NZDUSD73.7%26.3%1.10.3
USDCAD82.4%17.6%0.40.1
USDCHF74.3%25.7%0.40.1
USDJPY66.2%33.8%0.40.1
XAGUSD14.3%85.7%21.717.3
XAUUSD36.9%63.1%8.05.0

* 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)**
AUDUSD26.3%73.7%0.90.2
EURGBP22.5%77.5%0.80.2
EURJPY49.5%50.5%0.50.2
EURUSD22.9%77.1%0.40.1
GBPJPY57.5%42.5%0.50.3
GBPUSD40.7%59.3%0.60.2
NZDUSD28.6%71.4%1.30.4
USDCAD18.8%81.2%0.30.1
USDCHF33.0%67.0%0.40.1
USDJPY41.7%58.3%0.50.2
XAGUSD86.6%13.4%13.411.6
XAUUSD62.8%37.2%5.83.6

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

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD20.8%60.3%18.9%0.099.4%
EURGBP16.5%67.0%16.5%0.0100.0%
EURJPY32.6%36.0%31.5%0.099.9%
EURUSD21.2%59.6%19.2%0.099.6%
GBPJPY33.5%33.4%33.0%0.099.8%
GBPUSD23.9%55.9%20.2%0.099.6%
NZDUSD18.9%64.3%16.8%0.099.4%
USDCAD21.7%56.7%21.6%0.099.9%
USDCHF18.7%66.1%15.3%0.099.1%
USDJPY26.1%49.1%24.8%0.099.3%
XAGUSD35.6%40.4%24.0%4.296.9%
XAUUSD39.0%28.3%32.7%0.798.6%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.

 

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.20.40.75.5
EURGBP0.00.20.50.86.1
EURJPY0.10.00.51.02.2
EURUSD0.10.20.41.14.6
GBPJPY0.10.00.40.02.6
GBPUSD0.10.20.51.02.2
NZDUSD0.00.00.61.03.1
USDCAD0.00.20.41.04.1
USDCHF0.10.20.50.92.2
USDJPY0.10.20.50.921.1
  0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD11.90.00.036.7616.1
  0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD4.312.90.023.5491.1

* 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
AUDUSD70.5%70.9%71.2%93.7%94.8%
EURGBP90.2%87.0%89.2%99.2%99.4%
EURJPY73.2%73.2%80.4%80.9%98.6%
EURUSD76.6%77.2%77.1%77.3%96.5%
GBPJPY54.9%54.9%55.3%55.3%96.6%
GBPUSD81.3%81.6%79.9%82.6%96.1%
NZDUSD91.5%91.5%97.5%97.5%97.9%
USDCAD64.5%65.9%67.3%67.7%97.6%
USDCHF76.6%77.7%78.5%95.4%95.8%
USDJPY69.6%69.4%69.8%70.8%95.4%
  0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD88.1%88.1%82.8%84.9%95.4%
 0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 50.3%54.4%53.8%77.1%91.1%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5097.5%
< 10099.7%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds14

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD21.5%57.0%21.5%0.0100.0%
EURGBP12.1%70.0%17.8%0.0100.0%
EURJPY31.4%37.9%30.7%0.0100.0%
EURUSD20.5%57.3%22.2%0.0100.0%
GBPJPY28.3%37.5%34.1%0.0100.0%
GBPUSD23.0%52.0%25.0%0.0100.0%
NZDUSD22.1%61.1%16.8%0.0100.0%
USDCAD22.5%55.5%22.0%0.0100.0%
USDCHF17.0%64.6%18.4%0.0100.0%
USDJPY26.7%42.6%30.7%0.0100.0%
XAGUSD33.1%34.6%32.2%-0.4100.0%
XAUUSD35.8%27.7%36.5%-0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.2%
< 10099.7%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds13

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD80.3%19.7%0.60.1
EURGBP82.3%17.7%0.40.1
EURJPY64.3%35.7%0.30.1
EURUSD82.3%17.7%0.60.1
GBPJPY54.6%45.4%0.30.1
GBPUSD69.6%30.4%0.40.1
NZDUSD72.1%27.9%0.70.2
USDCAD75.0%25.0%1.90.4
USDCHF65.7%34.3%1.00.4
USDJPY69.2%30.8%0.40.1
XAGUSD8.8%91.2%12.211.1
XAUUSD38.9%61.1%7.34.3

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

 

Resting Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD21.9%78.1%0.70.2
EURGBP23.5%76.5%0.40.1
EURJPY33.7%66.3%0.40.1
EURUSD19.0%81.0%0.40.1
GBPJPY39.9%60.1%0.30.1
GBPUSD34.9%65.1%0.70.3
NZDUSD25.8%74.2%0.70.2
USDCAD22.8%77.2%0.50.1
USDCHF35.1%64.9%1.10.4
USDJPY34.6%65.4%0.50.2
XAGUSD86.0%14.0%12.911.1
XAUUSD61.3%38.7%5.73.5

* 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***
AUDUSD20.2%62.9%16.9%0.099.4%
EURGBP15.8%69.3%14.9%0.0100.0%
EURJPY28.3%44.6%27.1%0.099.9%
EURUSD20.5%60.5%19.0%0.099.7%
GBPJPY30.5%42.0%27.5%0.099.8%
GBPUSD23.1%55.8%21.1%0.099.6%
NZDUSD16.6%63.9%19.6%0.099.6%
USDCAD22.1%57.7%20.2%0.099.9%
USDCHF16.8%69.1%14.1%0.099.1%
USDJPY28.3%47.1%24.7%0.099.4%
XAGUSD35.7%38.3%26.1%4.598.0%
XAUUSD38.2%29.5%32.4%0.798.9%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.

 

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.20.60.78.5
EURGBP0.00.20.50.99.3
EURJPY0.10.00.51.02.4
EURUSD0.10.20.41.06.8
GBPJPY0.20.10.61.02.8
GBPUSD0.10.20.41.02.2
NZDUSD0.00.20.61.04.9
USDCAD0.10.20.41.26.6
USDCHF0.00.20.50.92.2
USDJPY0.10.20.50.84.8
0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD14.20.00.037.0475.0
0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD5.211.120.823.9373.6

* 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
AUDUSD74.3%74.8%77.1%94.5%95.3%
EURGBP87.2%82.4%83.6%99.2%99.5%
EURJPY72.9%72.9%85.3%86.3%98.8%
EURUSD73.2%73.6%73.5%73.8%96.6%
GBPJPY60.3%60.5%60.8%61.9%96.4%
GBPUSD78.5%78.7%77.1%78.2%96.5%
NZDUSD81.8%82.1%98.0%98.0%98.3%
USDCAD69.5%70.1%71.5%71.8%97.7%
USDCHF71.1%75.3%75.8%95.5%95.7%
USDJPY64.4%66.3%67.7%68.3%95.7%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD87.1%87.1%81.4%88.5%96.7%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD50.0%64.4%65.7%83.3%93.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.1%
< 10099.6%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds16

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD21.8%58.1%20.1%0.0100.0%
EURGBP16.4%69.5%14.1%0.0100.0%
EURJPY26.7%45.5%27.9%0.0100.0%
EURUSD20.6%57.5%22.0%0.0100.0%
GBPJPY27.0%43.0%30.1%0.0100.0%
GBPUSD24.4%52.4%23.2%0.0100.0%
NZDUSD15.0%65.7%19.3%0.0100.0%
USDCAD21.0%58.0%21.1%0.0100.0%
USDCHF16.0%66.7%17.4%0.0100.0%
USDJPY27.4%42.1%30.6%0.0100.0%
XAGUSD31.2%36.5%32.3%-0.5100.0%
XAUUSD36.1%28.7%35.1%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.8%
< 10099.7%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds13

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD83.6%16.4%0.50.1
EURGBP81.6%18.4%0.30.0
EURJPY64.3%35.7%0.40.1
EURUSD82.0%18.0%0.70.1
GBPJPY54.1%45.9%0.50.2
GBPUSD71.1%28.9%0.50.2
NZDUSD68.4%31.6%0.80.2
USDCAD77.8%22.2%1.30.3
USDCHF76.2%23.8%0.90.1
USDJPY70.1%29.9%0.40.1
XAGUSD9.4%90.6%14.312.9
XAUUSD37.5%62.5%5.33.3

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

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD19.4%80.6%0.40.1
EURGBP20.9%79.1%0.40.1
EURJPY47.0%53.0%0.60.3
EURUSD17.6%82.4%0.40.1
GBPJPY46.8%53.2%0.60.3
GBPUSD33.2%66.8%0.60.2
NZDUSD26.6%73.4%1.00.3
USDCAD23.3%76.7%0.90.2
USDCHF40.3%59.7%0.50.2
USDJPY36.8%63.2%0.50.2
XAGUSD85.6%14.4%11.49.8
XAUUSD62.4%37.6%5.03.1

* 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***
AUDUSD22.7%58.5%18.9%0.099.4%
EURGBP14.4%70.4%15.2%0.0100.0%
EURJPY29.6%41.0%29.4%0.099.9%
EURUSD23.3%55.8%20.9%0.099.7%
GBPJPY34.3%37.9%27.8%0.199.7%
GBPUSD24.2%54.4%21.4%0.099.6%
NZDUSD19.2%62.9%17.9%0.099.4%
USDCAD25.9%52.3%21.7%0.099.9%
USDCHF21.1%61.3%17.7%0.099.1%
USDJPY29.9%44.8%25.3%0.199.3%
XAGUSD34.4%40.5%25.1%4.197.9%
XAUUSD39.9%27.3%32.9%1.199.2%

* 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*
AUDUSD0.10.20.60.77.1
EURGBP0.00.10.40.913.6
EURJPY0.10.00.50.91.9
EURUSD0.10.20.41.07.0
GBPJPY0.20.40.50.02.4
GBPUSD0.10.20.51.02.8
NZDUSD0.00.20.61.04.4
USDCAD0.10.20.41.07.1
USDCHF0.10.20.50.92.7
USDJPY0.20.20.51.25.4
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD13.030.031.135.6289.7
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD6.56.220.924.4696.3

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

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD77.2%77.8%91.2%94.3%95.3%
EURGBP94.2%91.9%92.3%99.3%99.5%
EURJPY71.6%71.6%83.5%83.7%99.2%
EURUSD78.8%79.5%79.5%79.6%97.0%
GBPJPY67.3%68.7%69.4%69.4%95.3%
GBPUSD80.3%80.5%84.4%84.5%96.8%
NZDUSD75.0%75.2%97.6%97.7%97.9%
USDCAD75.6%77.4%79.3%79.6%97.8%
USDCHF73.4%75.9%76.2%95.5%95.7%
USDJPY65.2%65.4%66.5%66.9%95.2%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD88.5%88.6%84.7%89.0%96.7%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD63.5%64.8%66.3%87.5%95.0%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.8%
< 10099.5%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds15

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD23.0%54.0%23.1%0.0100.0%
EURGBP13.1%69.0%17.9%0.0100.0%
EURJPY27.7%43.7%28.6%0.0100.0%
EURUSD24.2%50.8%25.0%0.0100.0%
GBPJPY31.5%35.9%32.6%0.0100.0%
GBPUSD23.2%53.0%23.7%0.0100.0%
NZDUSD17.5%63.5%19.0%0.0100.0%
USDCAD23.6%51.1%25.3%0.0100.0%
USDCHF20.2%56.6%23.2%0.0100.0%
USDJPY28.2%41.0%30.9%0.0100.0%
XAGUSD30.6%38.7%30.7%0.0100.0%
XAUUSD36.3%27.2%36.4%-0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.4%
< 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)**
AUDUSD82.2%17.8%0.50.1
EURGBP86.0%14.0%0.20.0
EURJPY62.6%37.4%0.30.1
EURUSD83.4%16.6%0.30.1
GBPJPY50.8%49.2%0.40.2
GBPUSD72.9%27.1%0.30.1
NZDUSD80.9%19.1%0.50.1
USDCAD85.3%14.7%0.30.0
USDCHF71.7%28.3%0.40.1
USDJPY63.5%36.5%0.40.1
XAGUSD10.5%89.5%10.19.0
XAUUSD36.9%63.1%4.22.6

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

 

Resting Limit Order Statistics

Currency PairPrice improvementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD21.1%78.9%0.40.1
EURGBP14.5%85.5%0.40.1
EURJPY45.2%54.8%0.40.2
EURUSD17.5%82.5%0.30.1
GBPJPY47.1%52.9%0.50.2
GBPUSD27.5%72.5%0.50.1
NZDUSD23.1%76.9%0.20.1
USDCAD19.3%80.7%0.40.1
USDCHF36.1%63.9%0.40.1
USDJPY39.9%60.1%0.40.2
XAGUSD84.5%15.5%9.78.2
XAUUSD62.8%37.2%3.82.4

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

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Fill Rate**
AUDUSD20.4%62.7%16.9%0.099.3%
EURGBP16.5%68.4%15.1%0.0100.0%
EURJPY28.6%44.1%27.3%0.099.9%
EURUSD22.4%58.4%19.2%0.099.6%
GBPJPY33.5%37.7%28.8%0.099.7%
GBPUSD23.0%55.2%21.8%0.099.6%
NZDUSD17.5%66.1%16.5%0.099.4%
USDCAD21.0%58.0%21.0%0.099.9%
USDCHF19.0%63.1%18.0%0.099.3%
USDJPY28.4%46.0%25.6%0.099.4%
XAGUSD25.3%53.9%20.7%1.996.5%
XAUUSD36.3%34.6%29.1%0.798.7%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** On Limit IOC orders with default price tolerance of 0.01% and above.


Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.20.60.73.8
EURGBP0.00.20.30.916.3
EURJPY0.10.00.50.92.6
EURUSD0.10.20.41.05.1
GBPJPY0.10.20.50.02.3
GBPUSD0.10.20.51.02.7
NZDUSD0.00.00.61.03.7
USDCAD0.00.20.31.019.6
USDCHF0.10.20.50.91.9
USDJPY0.10.20.50.910.6
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.40.026.749.41108.6
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD4.610.118.722.1895.8

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

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD79.1%79.2%83.0%94.4%95.0%
EURGBP91.2%87.5%88.2%99.0%99.4%
EURJPY73.2%73.2%79.2%79.7%98.2%
EURUSD75.5%75.9%76.0%76.1%95.8%
GBPJPY64.0%65.4%68.4%68.4%95.1%
GBPUSD76.2%76.9%84.8%85.0%96.3%
NZDUSD81.6%81.6%96.9%97.0%97.7%
USDCAD73.7%74.2%75.3%75.8%97.8%
USDCHF72.6%75.0%76.6%96.0%96.3%
USDJPY70.1%70.8%72.2%74.2%95.9%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD72.2%72.2%87.3%93.5%94.3%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD61.1%62.6%65.7%82.3%92.1%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.5%
< 10099.5%
< 25099.9%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds15

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD19.2%58.9%21.9%0.0100.0%
EURGBP16.3%66.8%16.9%0.0100.0%
EURJPY27.8%46.9%25.3%0.0100.0%
EURUSD22.0%55.9%22.1%0.0100.0%
GBPJPY29.5%39.5%31.0%0.0100.0%
GBPUSD22.8%53.6%23.6%0.0100.0%
NZDUSD14.4%70.8%14.8%0.0100.0%
USDCAD19.8%57.2%23.0%0.0100.0%
USDCHF21.1%58.2%20.7%0.0100.0%
USDJPY27.9%40.2%31.9%0.0100.0%
XAGUSD23.0%52.4%24.6%-0.6100.0%
XAUUSD32.0%34.7%33.3%-0.3100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5098.0%
< 10099.7%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds13

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD83.6%16.4%0.20.0
EURGBP87.1%12.9%0.30.0
EURJPY63.3%36.7%0.20.1
EURUSD82.4%17.6%0.30.1
GBPJPY59.7%40.3%0.30.1
GBPUSD69.6%30.4%0.40.1
NZDUSD79.7%20.3%0.70.1
USDCAD83.3%16.7%0.40.1
USDCHF73.2%26.8%0.50.1
USDJPY75.2%24.8%0.40.1
XAGUSD13.7%86.3%11.29.6
XAUUSD38.0%62.0%4.32.6

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

 

Limit Order Statistics

Currency PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD20.6%79.4%0.40.1
EURGBP17.4%82.6%0.40.1
EURJPY35.6%64.4%0.30.1
EURUSD19.1%80.9%0.30.1
GBPJPY44.1%55.9%0.20.1
GBPUSD31.9%68.1%0.40.1
NZDUSD24.0%76.0%0.60.1
USDCAD22.5%77.5%0.40.1
USDCHF32.3%67.7%0.50.1
USDJPY31.7%68.3%0.40.1
XAGUSD80.4%19.6%10.58.5
XAUUSD59.3%40.7%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**
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.

Ordre au marché

Un ordre au marché est une instruction traditionnelle « au mieux » de négocier le plus possible de l'ordre aux meilleures conditions disponibles sur le marché. Un ordre au marché sera traité comme valable pour la journée. Si Saxo estime être en mesure d'exécuter immédiatement un ordre au marché à partir de sa propre liquidité, elle le fera. Sinon, elle acheminera l'ordre à un tiers qui tentera de l'exécuter. Si l'ordre ne peut être exécuté dans son intégralité immédiatement, Saxo continuera à le prendre en compte jusqu'à la clôture officielle du marché concerné.

Ordre au marché Immédiat ou annuler (IOC)

Un ordre au marché Immédiat ou annuler (IOC) est similaire à un ordre au marché standard (décrit ci-dessus). C’est une instruction de négocier immédiatement aux meilleures conditions disponibles. Cependant, Saxo ne continuera pas à exécuter l’ordre si elle est incapable de l’exécuter immédiatement. Si Saxo estime être en mesure d'exécuter immédiatement un ordre au marché Immédiat ou annuler (IOC) à partir de sa propre liquidité, elle le fera, faute de quoi elle transmettra l'ordre à un tiers pour tenter de l'exécuter. Si un ordre n'a pas été exécuté immédiatement, il sera annulé.

Ordre à limite Immédiat ou annuler (IOC)

Un ordre à limite Immédiat ou annuler (IOC) est un ordre de négocier au prix que vous voyez sur votre écran s'il est toujours disponible sous réserve d'une tolérance définie. La tolérance vous permet de contrôler l’intervalle de cours en définissant le différentiel de prix minimum (à la vente) ou le différentiel de prix maximum (à l'achat) que vous pouvez accepter. La tolérance peut être spécifiée soit comme un incrément de cours fixe, soit comme un pourcentage du cours actuel du marché. Saxo peut exécuter l’ordre à un cours inférieur à celui que vous avez vu sur l’écran, à condition que la différence de cours n’excède pas la tolérance spécifiée. Si un meilleur cours est disponible, Saxo vous apportera l’avantage de l’amélioration de cours disponible en exécutant l’ordre au meilleur cours. Comme avec un ordre IOC au marché, si Saxo est incapable de fournir une liquidité suffisante à partir de ses comptes, elle pourra acheminer l'ordre à l'extérieur. Si un ordre n'a pas été exécuté immédiatement, il sera annulé.

Ordre à cours limité

Un ordre à cours limité est un ordre de négocier à un prix spécifié ou mieux s'il est possible de le faire dans un délai spécifié. Les durées d'ordres suivantes sont disponibles :

  • Ordre valable jour (Day order, DO) : valable jusqu'à la clôture officielle du trading le jour de l'ordre (ou le jour ouvrable suivant pour les ordres acceptés durant le week-end).

  • Valable jusqu'à date (GTD) : valable jusqu'à la clôture officielle du trading à une date de votre choix.

  • Valable jusqu'à révocation (GTC) : valable indéfiniment à moins que vous ne l'annuliez expressément.

Un ordre à cours limité sera déclenché lorsque le prix du marché atteindra le prix limite. Si Saxo estime être en mesure d'exécuter immédiatement un ordre à cours limité à partir de sa propre liquidité, elle le fera. Sinon, elle acheminera l'ordre à un tiers qui tentera de l'exécuter. À tout moment lorsqu'il n'y a pas suffisamment de liquidité disponible dans les comptes de Saxo ou à l'extérieur, pour exécuter l'ordre en totalité au cours spécifié ou à un cours supérieur, l'ordre résiduel deviendra un « ordre dormant ».

Ordre stop

Un ordre stop est généralement utilisé pour clôturer une position lorsque le marché va à l'encontre de celle-ci en vue d'éviter d'autres pertes. Il peut également être utilisé pour ouvrir une position lorsque le marché dépasse un niveau choisi. Un ordre stop peut avoir une durée similaire à un ordre à cours limité (voir ci-dessus). Un ordre d'achat stop à l'achat est traité comme un ordre Stop si Demandé (Stop if Bid). Un ordre stop à la vente est traité comme un ordre Stop si Offert (Stop if Offer).

  • Un ordre stop à la vente sera déclenché lorsque le cours de l'offre atteindra le niveau de prix spécifié. Une fois déclenché, l'ordre sera traité comme un ordre au marché.

  • Un ordre stop à l'achat sera déclenché lorsque le cours demandé atteindra le niveau de prix spécifié. Une fois déclenché, l'ordre sera traité comme un ordre au marché.

Cette disposition est conçue pour vous protéger du risque qu'un ordre stop soit exécuté à la suite de l'élargissement des cours sans que le marché ne varie réellement. Cela peut se produire lors de la publication de statistiques économiques ou lors de périodes de liquidité réduite, par exemple lors de la clôture et de l'ouverture du marché. Veuillez noter cependant, que cela signifie qu'un ordre stop ne sera jamais exécuté à son niveau spécifié mais toujours à un prix qui est inférieur du niveau stop. Lorsqu'un ordre stop est adossé à une position ouverte, il sera automatiquement annulé si la position est clôturée. Le niveau de déclenchement d'un ordre stop peut être spécifié pour suivre le marché (ordre stop suiveur). Dans ce cas, lorsque le marché évolue en votre faveur, le niveau de déclenchement de l'ordre évolue de la même manière. Le niveau de déclenchement d'un ordre stop suiveur se déplace par paliers définis lors de la passation de l'ordre.

Ordre stop limite

Un ordre stop limite est identique à un ordre stop. Cependant, une fois déclenché, plutôt que de l'exécuter au prix disponible suivant, il est converti en un ordre à cours limité à un prix limite préétabli. À partir de ce moment, l'ordre est traité comme un ordre à cours limité. Ce type d'ordre vous offre une certaine protection contre une mauvaise exécution sur un marché peu ou pas liquide. Les ordres stop limite suiveurs ne sont pas disponibles. 

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Le trading d’instruments financiers comporte des risques. Les pertes peuvent dépasser les dépôts sur les produits de marge. Vous devez comprendre comment fonctionnent nos produits et quels types de risques ils comportent. De plus, vous devez savoir si vous pouvez vous permettre de prendre un risque élevé de perdre votre argent. Pour vous aider à comprendre les risques impliqués, nous avons compilé une divulgation des risques ainsi qu'un ensemble de documents d'informations clés (Key Information Documents ou KID) qui décrivent les risques et opportunités associés à chaque produit. Les KID sont accessibles sur la plateforme de trading. Veuillez noter que le prospectus complet est disponible gratuitement auprès de Saxo Bank (Suisse) SA ou directement auprès de l'émetteur.

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