外匯流動性
Session Averages And Changes
| 會議 | 以前 | 最後一次 | 變化 |
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紐約
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倫敦
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東京
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悉尼
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什麼是流動性？
流動性部分提供對外匯市場交易活動的粗略估計。它允許您即時瞭解和查看當前的流動性和以前時段的流動性。更高的流動性通常意味著更好的點差，因為有更多的交易正在進行。
流動性的計算考慮了許多經紀商和前10名交易貨幣，以計算過去48小時內每分鐘的流動性。您可以使用圖表放大功能來放大/選擇一個自訂的時間框架，並自動計算流動性。
過去24小時的平均流動性被用作百分比計算的100%流動性基礎（點數除以平均點差）。例如，110%的讀數會告訴您，當前的流動性比過去24小時的平均流動性高10%。
您也可以在左邊的表格中看到過去幾個時段的平均流動性。
由於外匯是一個"場外交易"市場，沒有關於以下方面的官方資料 volume和open interest，所以流動性可以通過價格點的數量和spreads來估計。
舉例來說，高量的價格刻度和低點差將標誌著高流動性，而低量的價格刻度和高點差將標誌著低流動性。
What does the Liquidity percentage mean on this page?
The liquidity percentage shows how current market liquidity compares to the recent average. A value of 100% represents the average liquidity of the past 24 hours. Values above 100% indicate higher-than-normal liquidity, while values below 100% indicate reduced market activity.
How is Forex liquidity measured if there is no official volume data?
Forex is an over-the-counter (OTC) market, so there is no centralized volume reporting.
Liquidity on this page is estimated using price activity (tick frequency) and spreads, aggregated from multiple brokers and major currency pairs.
More price updates combined with tighter spreads generally indicate higher liquidity.
Why does liquidity change throughout the day?
Liquidity fluctuates based on trading sessions, market participation, and economic events.
It is usually highest during the London and New York sessions, especially when they overlap, and tends to be lower during late Asian hours, rollovers, and holidays.
Why can liquidity drop sharply around news events?
Before major economic releases, many market participants temporarily remove orders, reducing available liquidity.
After the news is released, trading activity often increases again, sometimes leading to sharp price movements and higher volatility.
Does low liquidity mean higher trading risk?
Yes. Lower liquidity often results in wider spreads, increased slippage, and less predictable price movements.
This is especially important for larger position sizes or strategies that rely on precise execution.
Is high volatility the same as high liquidity?
No. Volatility measures how much prices move, while liquidity measures how easily trades can be executed.
A market can be highly volatile but have low liquidity, particularly during news events or thin trading hours.
How can traders use this liquidity data in practice?
Traders use liquidity data to:
- Identify periods with better execution conditions
- Avoid thin market hours when spreads tend to widen
- Adjust position size during low-liquidity periods
- Compare current market conditions to recent norms
