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parott

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tT
发表于 2011-7-13 13:05 | 只看该作者

forex spread calc

dealer, average
I've seen it two ways. Is it A - spread over average bid/ask or B - spread over dealer ask.


USD:GBP - 0.8955 - 0.8993

is it A) 0.0038 / Avg (0.8955+0.8993) = 0.4234%

or is it B) 0.0038 / 0.8993 = 0.4226%


thx in advance
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ap0258

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2#
发表于 2011-7-13 13:05 | 只看该作者
It can be expressed as a % of the bid, midpoint, or the ask. When in doubt, I would go with the spread over the midpoint.

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