Yes — between roughly 23:55 and 00:05 server time, when liquidity rolls over, spreads widen across most brokers, XM included. Spreads also widen during high-impact news (NFP, FOMC, ECB, BoE, BoJ).
Direct answer
Overnight spread widening is not specific to XM — it is a structural feature of forex markets. As liquidity providers roll books between sessions and reset their inventory, the bid-ask gap on most pairs temporarily expands. Spreads typically normalise within a few minutes after rollover.
When and how much
| Window (server time) | What happens | Typical EURUSD impact |
|---|---|---|
| ~23:55–00:05 | Daily rollover, liquidity thin | Spread can widen 5–15× |
| High-impact news (NFP) | Liquidity providers pull quotes | Spread can spike for 30–120 seconds |
| Friday close / Monday open | Weekend liquidity gap | Wider opening prints, slippage risk |
How to handle it
- Avoid placing market orders during the rollover window if you don’t need to.
- Use limit orders with realistic prices rather than market orders during news.
- If you trade a strategy that closes positions automatically, consider a small “deviation” allowance to avoid order rejection on widened spreads.
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FAQ
Do XM spreads widen overnight?
Yes — between roughly 23:55 and 00:05 server time, when liquidity rolls over, spreads widen across most brokers, XM included. Spreads also widen during high-impact news (NFP, FOMC, ECB, BoE, BoJ).
Does Ultra Low avoid overnight widening?
No. Ultra Low has tighter typical spreads but is still subject to the same liquidity dynamics. Widening is relative, not absolute.
Are charts on TradingView the same as XM’s feed?
They reflect different aggregated feeds. For execution, only the XM platform spread matters.
Related XM guides
- XM Spreads Compared
- How does XM calculate swap?
- Is XM’s slippage high?
- Are there hidden fees at XM?
- XM MT4 and MT5 Guide