[DcifrThs]

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barron, is there any correlation between bid/ask spread and volume? if not, what causes shifts in bid/ask spread?

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hmmmm, i haven't thought about this but reasoning out loud:

when volume is low, fewer people are trading or fewer things are being traded & thus execution becomes harder so the bid ask spread should widen.

so volume should be negatively correlated to the size of the bid/ask spread if that logic is correct.

i'd love to hear more informed views on this since i'm not a logistical trader and this info is likely useful.

Thanks for the question,
Barron