Does the Bid-Offer Spread Change Depending on Market Volatility?

Yes, the bid-offer spread typically widens during periods of high market volatility. Increased uncertainty about future price movements heightens the risk for market makers.

To compensate for this greater risk, they increase the difference between the price they are willing to buy (bid) and the price they are willing to sell (ask). This widening spread essentially increases the transaction cost for traders.

A narrower spread, conversely, signals a more liquid and stable market.

How Does the Widening Bid-Offer Spread Impact a Trader’s Execution Price?
How Is “Implied Volatility” Related to the Bid-Offer Spread in an Options Contract?
How Does Regulatory Uncertainty Affect the Willingness of Market Makers to Tighten Spreads?
How Does the Sudden Loss of Confidence in a Stablecoin Impact Market Makers on an Exchange?
What Is the Impact of a Large Order Book on the Bid-Offer Spread?
What Is the Concept of “Pin Risk” in Options Trading and How Does It Affect Spreads near Expiration?
How Does Implied Volatility (IV) Specifically Influence the Bid-Ask Spread of a Cryptocurrency Option Contract?
Why Is the Bid-Offer Spread Often Wider for Low-Cap Altcoins Compared to Highly Liquid Assets like Bitcoin Futures?

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