外汇流动性
Session Averages And Changes
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纽约
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伦敦
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东京
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悉尼
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什么是流动性？
流动性部分提供对外汇市场交易活动的粗略估计。它允许您实时了解和查看当前的流动性和以前时段的流动性。更高的流动性通常意味着更好的点差，因为有更多的交易正在进行。
流动性的计算考虑了许多经纪商和前10名交易货币，以计算过去48小时内每分钟的流动性。您可以使用图表放大功能来放大/选择一个自定义的时间框架，并自动计算流动性。
过去24小时的平均流动性被用作百分比计算的100%流动性基础（点数除以平均点差）。例如，110%的读数会告诉您，当前的流动性比过去24小时的平均流动性高10%。
您也可以在左边的表格中看到过去几个时段的平均流动性。
由于外汇是一个"场外交易"市场，没有关于以下方面的官方数据 volume和open interest，所以流动性可以通过价格点的数量和spreads来估计。
举例来说，高量的价格刻度和低点差将标志着高流动性，而低量的价格刻度和高点差将标志着低流动性。
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
