The Fed - What Do Quoted Spreads Tell Us About Machine Trading at Times of Market Stress? Evidence from Treasury and FX Markets during the COVID-19-Related Market Turmoil in March 2020
Components of the bid-ask spread for positive and negative surprises | Download Table
Negative bids? : r/OptionsExclusive
Explained: What Is The Bid-Ask Spread and Slippage? - Bybit Learn