Trading basics

Spread

Also known as: bid-ask spread

The spread is the difference between the bid (sell) price and the ask (buy) price of an instrument.

It represents an immediate transaction cost: you buy at the ask and can only sell at the lower bid. Liquid markets have tight spreads; thin or volatile markets widen them. Spreads, like commissions and slippage, must be modelled in a realistic backtest.

Related terms

Build strategies around spread without code — drag nodes onto the Algovex canvas, backtest, and export.

Build a strategy free →