Yeah i understand but what is max registered today, i am just documenting max registered cases during high volatile hours and extreme cases, so if you provide exact higher spreads registered will be much of use to study markets
Yeah i understand but what is max registered today, i am just documenting max registered cases during high volatile hours and extreme cases, so if you provide exact higher spreads registered will be much of use to study markets
Ignored
I don't know, didn't watch out for that, but why you don't just open a couple of demo accounts with different brokers. Then you can find that out for yourself.
And may I ask what the use of such a study is, since entering during fast markets is nearly impossible?
I'm afraid there's no single answer to this question.
First of all, you need high frequency data to find the maximum spread, and not many people here have access to this data or collect it themselves.
Secondly, there are hundreds potential sources of high frequency data, as there is no centralized exchange.
Unfortunately I don't have this data, and cannot help you any further.
I don't know, didn't watch out for that, but why you don't just open a couple of demo accounts with different brokers. Then you can find that out for yourself.
And may I ask what the use of such a study is, since entering during fast markets is nearly impossible?
Ignored
This is required to study HFT trading strategies as the potential risk of HFTs are sudden higher spreads and its extremes
