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Spot exchange rates

Types of data

  • Complete spot exchange rates database:
    • Exchange rate codes (EUROFIDAI, ISIN and Valoren).
    • Exchange rate name, status, names and codes for the base currency and the counter currency, observation period, number of observations and source.
    • Spot exchange rates : opening (MID, BID, ASK), closing (MID, BID, ASK), highest (MID, BID, ASK), lowest (MID, BID, ASK), adjusted, settlement, adjustment coefficient.
    • For a specific currency pair: displays all the quotes listed by different suppliers or places or displays just the most relevent quote selected by EUROFIDAI.
       
  • Selected spot exchange rates database:
    • A single rate for each currency pair.
    • For major currency pairs, our exchange rates are based on closing midpoint rate.
    • For currency pairs where few data are available, exchange rates are computed from cross rates with the US Dollar, the Euro, or the British Pound.

Data Range & Origin

Database version: December, 2022

All data is provided by Six Financial Information.

  • Period: January, 1975 - September, 2022
  • Frequency of observations: daily
  • Number of spot exchange rates: 17 421
  • Number of currency pairs for selected exchange rates: 13 870

  • Data overview: download

Choose your type of data extraction

 

A complete spot exchange rates database...

EUROFIDAI offers a complete spot exchange rates database (all the quotes from the different suppliers and places) with 17 421 different quotes, including, among others:

  • 196 currencies against the US dollar
  • 199 currencies against the euro
  • 194 currencies against the pound sterling.

Data extraction requires a specific EUROFIDAI code. 

... or a selected spot exchange rates database

EUROFIDAI offers a selected exchange rate database (one single quote for a currency pair) for 13 870 currency pairs.

This database can be used in combination with other EUROFIDAI databases allowing researchers to work with data expressed in a common currency.

Data extraction only requires currency ISO 4217 codes.