AUDUSD: why the weekly maximum spread matters more than the average
Posted: Wed Oct 28, 2026 8:53 pm
Most traders look at average spread. The weekly maximum on AUDUSD is worth tracking too, because averages hide the moments that actually hurt.
How to measure it: a small MT5 service that logs bid and ask every second and records the highest spread per hour. Run it for a few weeks, then look at where the maximums cluster.
What to expect, based on how AUD liquidity works:
The service is only a few lines of MQL5. Does your broker show rollover spikes on AUD, and how wide do they get?
How to measure it: a small MT5 service that logs bid and ask every second and records the highest spread per hour. Run it for a few weeks, then look at where the maximums cluster.
What to expect, based on how AUD liquidity works:
- The widest spreads tend to sit around the daily rollover, when liquidity providers reset and the book is thin.
- Outside rollover, Australian data (employment, CPI) and RBA decisions are the obvious candidates for short spikes.
- During London and New York, spikes should be rare except around US data.
- No open AUDUSD positions from 10 minutes before to 30 minutes after rollover.
- Stops at least 3 times the normal hourly spread away, so a short spike can't trigger them.
- No pending orders left near price during Australian data.
The service is only a few lines of MQL5. Does your broker show rollover spikes on AUD, and how wide do they get?