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TCA and fair Execution: The metrics that the FX industry must use
$48/m – price improvement – an advantage of trading on firm liquidity
$25/m the cost of last look hold time at 100ms;
$15/m the cost of hold time at only 10ms
Video commentary by David Mercer, LMAX Exchange CEO
You want more numbers:
Hold time costs measured at up to $336/m
ZERO price improvement on ‘last look’ feeds
Fill rates increased by 7% at no net cost to the customer from 92% to 99% fills by trading improvement for fill rate -
TCA and fair Execution: The metrics that the FX industry must use
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Daily FX Market Commentary
Good morning, LMAX Close USDJPY 111.267 | EURUSD 1.12076 | AUDUSD 0.74571 | NZDUSD 0.69261 | USDCAD 1.35108 | USDCHF 0.97285 | GBPUSD 1.30364 |  LMAX Ranges 6am London time Highs   Lows EURUSD              1.12099 | 1.11826 USDJPY                111.608 | 111.149 GBPUSD              1.30257 | 1.29736 AUDUSD             0.74580 | 0.74353 USDCHF              0.97469 | 0.97257 USDCAD              […]
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More Room for US Dollar Drop
The market has been consolidating this latest run of US Dollar declines on Monday and while the run has been going on for some time, the technical outlook is still showing room for additional US Dollar weakness. Today’s focus will be on new headl…