What is the foreign exchange margin?

The middel rate is the middle point between foreign exchange buying and sales prices.
Also known as Interbank rate. If you google "EUR to DKK" you will see the middel rate.

It is not an option to trade with the clean middle rate.

All banks will either add or remove a foreign exchange marginal which is calculated in danish Kroner for 100 units.

As an example: 
The middle exchange rate on 100 EUR will equal 745 in DKK.
The Foreign exchange marginal from EUR to DKK on 1,3.
You will then buy for 746,3 and sell the EUR for 743,7.

The foreign exchange marginal differs from exchange to exchange. November First will at a minimum, always be 20% cheaper than the Banks.