Temporal patterns and history of EUR/JPY spread, 2003-2009

Source: forexautomaton.com

This third article in a series dedicated to patterns and stability of forex spread deals with EUR/JPY. As in other studies, the data come from a popular non-ECN broker. The only surprise here is the unexpected increse of the spread in 2009, both on absolute scale and in relation to the EUR/JPY quote.


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