During the extreme price volatility in fast markets, currency pair prices can "gap" and spreads widen. A price gap occurs when the price of a currency pair either jumps or plummets from its last bid/offer quote to a new quote, without ever trading at prices in between those quotes. As an example, the Euro/US Dollar currency pair may move from a bid/offer of 1.3407 ? 1.3409 and begin trading at 1.3418 ? 1.3420, without ever trading at the prices between those quotes. At these times both stop-loss and entry stop orders will either be executed at their requested rate , if the market has traded there, or at the next recorded price in the market, regardless of order size.
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