Questions tagged [spreads]

A spread ca refer to one of: * the difference between the bid and the ask price of a security. * an options position established by purchasing one option and selling another option of the same class but of a different series. * The difference between a financial measurement relative to some benchmark (e.g. credit spreads, Z-spreads)

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Spreads on taker-maker exchange

Intuitively, I feel that, for a given stock traded on 2 exchanges with different price structure (i.e., exchange A is maker-taker, exchange B is taker-maker), the spread should be wider on exchange B (...
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What exactly happens during Forex transaction?

We are talking about Forex market. I want to figure out what exactly happens when I process a transaction on this market. Can you please correct me if I'm wrong: Assume we are working on EURUSD pair ...
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Calculating volume-weighted-average spread (VWAS) for an index at a given size

I need to produce the effective spread at size 5K of an index. I am able to get all the securities' individual effective spread, but a simple averaging of all the effective spread of those securities ...
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How to vet the liquidity of a bid/ask spread for swing and position trading of equities

I'm looking to create a liquidity vetting policy when searching for equities to swing or position trade, I won't be Forex trading, day trading, options trading or trading OTC stocks. I'm familiar with ...
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How should I interpret information about bond spreads that narrowed or widened the most?

How should I interpret information about bond spreads that narrowed or widened the most? I see this information in the financial pages in the newspaper, and have some ideas about what it means, but ...