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GlossarySSpread

Spread

The difference between the highest bid price and the lowest ask price in an order book.

What is Spread?

The spread, or bid-ask spread, measures the gap between the best bid (highest buy price) and best ask (lowest sell price) for a digital asset, serving as an indicator of market liquidity and trading costs. A narrow spread, such as $0.01 on a highly liquid pair like BTC-USD, suggests high liquidity and low costs, while a wider spread of $10 indicates lower liquidity or volatility. Market makers profit from this difference by buying at the bid and selling at the ask.

In practice, the spread appears in the middle of the order book on platforms like Coinbase, highlighting real-time supply-demand imbalances. For illiquid assets, spreads can exceed 10% during low-volume periods, increasing slippage risk for large orders. Traders calculate spread percentage as (ask - bid)/ask * 100 to compare across assets.

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