원문에서 자동 번역됨 · 원문 읽기 (English)
어느 정도 규모가 있는 계좌를 가지고 있음에도 불구하고, 특정 CFD 브로커들이 특히 변동성이 큰 시기에 대량 거래 실행에 어려움을 겪어 상당한 슬리피지가 발생한다는 것을 알게 되었습니다. 광고하는 스프레드 외에 실제 유동성을 검증할 수 있는 특정 기준을 찾은 분이 있는지 궁금합니다.
I've had similar experiences. Sometimes it feels like advertised spreads are one thing, but the actual depth of market they can handle at that price is another entirely. Do you think it's more about the broker's own liquidity providers or their internal risk management?
This is something I've been wondering about too! Is it mostly an issue with less liquid pairs, or does it happen even on major indices during big news events?
This is a key issue. I've found brokers with direct market access (DMA) or ECN models generally offer better execution and less slippage for larger orders, even if spreads appear slightly wider initially.
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