Common use of Risk of Wider Spreads Clause in Contracts

Risk of Wider Spreads. Spread refers to the difference in best buy price and best sell price. It represents the differential between the price of buying a security and immediately selling it or vice versa. Lower liquidity and higher volatility may result in wider than normal spreads for less liquid or illiquid securities. This in turn will hamper better price formation.

Risk of Wider Spreads. a. Spread refers to the difference in best buy price and best sell price. It represents the differential between the price of buying a security commodity derivative and immediately selling it or vice versa. Lower liquidity and higher volatility may result in wider than normal spreads for less liquid or illiquid securitiescommodities/ commodity derivatives contracts. This in turn will hamper better price formation.

Risk of Wider Spreads. Spread refers to the difference in best buy price and best sell price. It represents the differential between the price of buying a security / derivatives contract and immediately selling it or vice versa. Lower liquidity and higher volatility may result in wider than normal spreads for less liquid or illiquid securitiessecurities / derivatives contracts. This in turn will hamper better price formation.

Risk of Wider Spreads. Spread refers to the difference in best buy price and best sell price. It represents the differential between the price of buying a security and immediately selling it or vice versa. Lower liquidity and higher volatility may result in wider than normal spreads for less liquid or illiquid securitiessecurities / contracts . This in turn will hamper better price formation.

Risk of Wider Spreads. Spread refers to the difference in best buy price and best sell price. It represents the differential between the price of buying a security and immediately selling it or vice versa. Lower liquidity and higher volatility may result in wider than normal spreads for less liquid or illiquid securitiessecurities / contracts. This in turn will hamper better price formation.

Risk of Wider Spreads. Spread refers to the difference in between the best buy price and the best sell price. It represents the differential between the price of buying a security and immediately selling it or vice versa. Lower liquidity and higher volatility may result in wider than normal spreads for less liquid or illiquid securities. This in turn will hamper better price formation.

Risk of Wider Spreads. Spread refers to the difference in best buy price and best sell price. It represents the differential between the price of buying a security commodity derivative and immediately selling it or vice versa. Lower liquidity and higher volatility may result in wider than normal spreads for less liquid or illiquid securitiescommodities/commodity derivatives contracts. This in turn will hamper better price formation.

Risk of Wider Spreads. Spread refers to the difference in best buy price and best sell price. It represents the differential between the price of buying a security and immediately selling it or vice versa. Lower liquidity and higher volatility may result in wider than normal spreads for less liquid or illiquid securitiescurrency derivatives contracts. This in turn will hamper better price formation.