Watching the Bid-Ask Gap Breathe Hour by Hour · FxPro Qatar

This is the live, hour-by-hour measured spread feed (refreshed daily). For the Standard vs Raw+ cost comparison and fees, see our spreads & costs page.

Measured Raw+ spreads (pips)

Best = the tightest quiet-market quote we saw; Typical = the median you usually trade; Busy market = the wider spread to expect about 10% of the time (news, rollover, thin liquidity). ‘At capture’ is the live spread at the last reading. Metals such as XAU/USD use a different contract size, so their cash cost is on our gold page. Server FxPro-MT5 Demo, feed 2026.09.15 14:10:41.

Spread through the trading day (measured, last 24h)

Table hours are FxPro server time (about UTC+3 / EET); the highlighted guidance above is shown in AST. Average pip spread by hour over the last 24 hours, with the worst single-tick spike. Spreads run tightest in the peak London–New York overlap and widen around the 00:00 server rollover and the thinner Asian hours — the sparkline is each instrument’s daily shape.

Advertised ‘from 0.0’ vs what we measured

FxPro markets Raw+ as spreads ‘from 0.0 pips’ — a best-case floor. Across our sample the tightest EUR/USD quote we recorded was 0.1 pips and the typical was 0.2 pips. That is normal: the ‘from’ figure is a floor you rarely trade on, so judge a Raw+ account by its typical spread and how far it widens under load (the p90 column), not the headline number.

How we measured this

• Recorded on FxPro's own MetaTrader 5 Raw+ account — the broker's real pricing feed, not a third-party estimate.
• Captured in-terminal by an MQL5 expert advisor that logs every tick's bid and ask, so the spread is exactly what the platform shows.
• 3,714,831 ticks across 6 instruments; the figures refresh on a schedule.
• Demo and live Raw+ share the same pricing feed, so these spreads are representative of a funded account.

Spreads are variable and widen around high-impact news and the daily rollover. Past readings do not guarantee future spreads. Last updated 2026-09-15.

One line on the chart, two prices in the terminal

Almost every chart you have ever looked at is drawn from one side of the quote. The candles, the averages laid over them and the level you drew across the screen are all built from a single series, and that series is one of two numbers the platform holds at every instant. The other number exists at exactly the same moment and changes at exactly the same moments, and it is never plotted. Nothing is being withheld by this. A chart has one vertical axis and has to pick a series to put on it.

The consequence is small and permanent. Everything you conclude from the picture is a statement about one member of the pair, while the direction you take is measured against whichever member your side refers to. That is not a defect in the drawing; it is what a two-sided market looks like once it is reduced to a line. The measured tables above are the same market described the other way round: instead of following one of the two numbers through time, they report how far apart the two of them stood.

Which member of the pair your side is measured against

A buy is measured against the upper number and a sell against the lower one. Turn the direction around and the roles swap: the number that was the reference for one side becomes the reference for the other. Both are live, both belong to the same quote, and neither of them on its own is the price. The price is the pair, and the figure this page publishes is how wide that pair was.

This is why a level touched on the chart and a level reached on the side you are trading against are two different statements about the same second. The plotted series can arrive at your number while the other member of the pair is still short of it, and the amount by which it is short is precisely the quantity the tables above measure. Read that way, the page is less a cost sheet than a conversion between what the chart says and what your own side of the market says; the fields that describe the two numbers themselves sit on the trading conditions page.

Widening is the one thing a chart cannot draw

When the pair separates or closes up, the two numbers move apart or together. A chart drawn from one of them registers almost nothing: the line can sit exactly where it sat a second earlier while the gap behind it has doubled. No style of chart escapes this, because the quantity that changed is not the quantity the axis is measuring. It is a blind spot of the format rather than of any particular platform.

That blind spot is the reason a page like this one is worth publishing at all. A distance can be compared between instruments whose prices have nothing in common, and it can be compared between two moments on the same instrument without knowing where price went in between. The tables above are that comparison. The cost table beside them restates the same distance for one standard lot of 100,000 units and sets it next to the part of the bill that is written as a line rather than quoted: on Raw+ that line is the commission, $3.50 per lot per side, $7.00 for the round turn.

Which member of the quote answers which question

A chart can answer the first row and nothing below it; the last two rows are what a measured spread page exists to answer.

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