How broker spreads have moved over time. Compare brokers, compare pairs, or drill into one. A live snapshot shows who is tight this second; history shows who stays tight through news, rollover and the quiet hours, which is what actually decides your cost over months of trading.
Spreads are not fixed. They tighten and widen through the day, spike hard around high-impact news and the daily rollover, then settle once volatility passes. Judging a broker on a single reading is like judging a road on one photo. Plot the full history and the real picture appears: which brokers hold a tight, stable spread, and which blow out the moment the market gets busy.
Choose a range of 24 hours, 7 days, 30 days, or a custom window.
Drawing every one-minute point across a long range would be millions of data points and would grind any browser to a halt. So the chart adapts to the range you are looking at. Across a wide window it shows a smoothed step built from averaged data, and as you zoom in the step refines, right down to one-minute resolution in recent periods. Drag the handles on the mini chart below to zoom into a window, and grab the main chart to pan across it. The tighter you make the window, the finer the detail, so you can take a single news spike and inspect it minute by minute without slowing anything down.
Flat, low lines are what you want: a broker holding a tight spread through the session. Tall spikes line up with scheduled news and the rollover, and the interesting question is who spikes least and recovers fastest. A broker that looks cheap at midday but triples its spread every news release is not as cheap as it first appears.
Recent activity is kept at one-minute detail for about the last month, and older periods are kept as averages so you can look back over roughly the past year.
To keep the page fast. A wide range shows averaged data; narrowing the window refines the step to one-minute resolution in recent periods.
High-impact news and the daily rollover, when spreads widen sharply for a short time before settling.
Longer ranges use time-weighted averages of the underlying readings for each broker and instrument, smoothing momentary noise while keeping the trend.
