有没有人注意到某些货币对的报告点差与实际执行之间存在差异？

It's a common issue, especially with less liquid pairs or during volatile periods. You're probably seeing the bid/ask widen in real-time, which isn't always reflected perfectly in the platform's 'quoted' spread. Have you compared the actual fill price against the quoted price at the exact moment of your order?

It's a common issue with some prop firms, particularly during volatile periods or around news releases. They often quote best-case spreads, which aren't always achievable in live execution. Have you compared fills across different platforms or brokers?

Yeah, it's a common issue, especially with fast market movements. Have you tried comparing your fills with another broker or platform to see if it's a widespread thing or specific to your prop firm?