MRPNL

Spread

The gap between the bid and ask price. A tighter spread means lower transaction costs and better liquidity.

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Formula

Spread = Ask Price − Bid Price

The spread is the difference between the ask price and the bid price of a security. It represents the immediate cost of executing a round-trip trade (buy then sell) at market price.

Spread = Ask − Bid. A stock quoted at $99.95 bid / $100.05 ask has a $0.10 spread. On a 100-share trade, you immediately lose $10 to the spread on a round trip.

Spreads narrow when there is high liquidity and many competing market makers. Thinly traded securities, penny stocks, and assets in volatile conditions have wider spreads. Professional traders minimize spread costs by using limit orders.

Example

EUR/USD might have a 0.5 pip spread ($0.00005) in normal conditions — extremely tight. A small-cap stock might have a $0.20 bid-ask spread on a $5 stock, which is a 4% round-trip cost before the price even moves.

#transaction-cost#liquidity#execution

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