对大型差价合约头寸的经纪商流动性和滑点有何看法？

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.