Why Is the Effective Spread Considered a More Accurate Measure of Trading Cost than the Quoted Spread?

The quoted spread only reflects the best available prices at a single point in time, assuming a small trade. The effective spread captures the actual cost of execution, factoring in the price at which the order was actually filled.

If an order causes price impact or slippage, the effective spread will be wider than the quoted spread, providing a more realistic assessment of the total transaction cost.

What Is the Effective Spread and How Does It Differ from the Quoted Spread in a Thin Market?
What Is the Role of a “Tick Chart” in Visualizing the Difference between Quoted and Effective Spread?
Explain the Difference between ‘Theoretical Price’ and ‘Quoted Price’ in an RFQ
Calculate ‘Slippage’ in a Hypothetical Large Crypto Purchase
What Market Structure Element Allows for the Effective Spread to Be Narrower than the Quoted Spread?
How Is the ‘Effective Spread’ Calculated, and Why Is It a Better Measure of the Cost of Immediacy than the Quoted Spread?
How Does the Concept of “Market Impact” Differentiate from the Effective Spread?
Explain How the Effective Spread Is Used as a Metric for Broker Execution Quality

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