What is the average spread and average size at the best bid/ask for
the EUR/USD on IB's IdealPro during
London and NY hours ?
the EUR/USD on IB's IdealPro during
London and NY hours ?
Idealpro EUR/USD spread + size
- Thread starter NickBarings
- Start date
is there anybody out there ?
At 17:42 Sunday: 10,157,115 1.2825/
1.2828 20,000,000.
During the hours your asking about 1-2 pip spreads and 5M to 20M+ sizes are typical. Although like any other market it will vary. A week or so ago I saw a 5 - 6 pip spread just before a econ release. The globex Euro FX futs at the same time had a spread twice as wide.
Ib has a 1/2 pip quote capability, although I've personally never noticed a 1/2 pip spread between bid/ask.
1.2828 20,000,000.
During the hours your asking about 1-2 pip spreads and 5M to 20M+ sizes are typical. Although like any other market it will vary. A week or so ago I saw a 5 - 6 pip spread just before a econ release. The globex Euro FX futs at the same time had a spread twice as wide.
Ib has a 1/2 pip quote capability, although I've personally never noticed a 1/2 pip spread between bid/ask.