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GlossaryBBid-Ask Spread

Bid-Ask Spread

The difference between the highest bid price and the lowest ask price in an order book, indicating market liquidity.

What is Bid-Ask Spread?

The bid-ask spread measures trading costs; a tight spread like 0.01% on BTC/USDT signals high liquidity, while wider spreads (e.g., 1%) occur in illiquid assets. Market makers profit from it, as in capturing $0.50 on a $2,000 ETH trade.

In crypto, spreads average 0.1-0.5% on major pairs, but can spike during volatility, leading to slippage.

Effective spreads, per research, gauge true costs beyond quoted, aiding institutional trading on platforms like Kaiko.

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