Home Wikituition Browse all terms Categories
Random term
Orders, Execution & Market Structure

Bid-Ask Spread

The difference between the best ask and the best bid, representing the immediate cost of a round trip in a security.

Formula Spread % = (Best Ask - Best Bid) / Mid Price x 100, where Mid Price = (Best Ask + Best Bid) / 2
Unit %

In depth

The spread is the market maker's compensation for standing ready to trade, and it is a cost borne by whoever demands immediacy. It widens with uncertainty, with thin volume and around news, which means it is largest exactly when a trader most wants out. Because it is not itemised on any contract note, traders routinely leave it out of their cost calculations and then cannot explain why a strategy that backtested well loses money live. Comparing brokers on brokerage while ignoring the spread on the instruments traded is a false economy.

Worked example

Best bid ₹249.90, best ask ₹250.10. Mid price = (250.10 + 249.90) / 2 = ₹250.00, and the spread is 0.20 / 250 x 100 = 0.08%. For a trader making four round trips a day, that is 0.32% of turnover per day in cost that no invoice shows.

Illustrative figures, chosen so the arithmetic is easy to follow. Not a live price and not a valuation of any company.

Educational reference only

This entry explains what “Bid-Ask Spread” means. It is not investment advice and not a recommendation to buy or sell any security. Any numbers above are illustrative, not live prices, and nothing here predicts price direction or rates a stock. Consider your own circumstances and consult a SEBI-registered investment adviser before acting.