Liquidity Term Structure
Hourly liquidity profile
© Copyright - Mosaic Smart Data ®
For EUR/USD, the average liquidity in pre-COVID market conditions is about double the average liquidity in recent market conditions.
In the recent market conditions, the average liquidity for EUR/USD is highest around London close and New York open. This is similar to pre-COVID market conditions.
We notice an immediate and sharp drop in recent liquidity around Sydney open (between 21:00 and 22:00 GMT), relative to pre-COVID market conditions.