Spread: Difference between revisions

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1.  
1. ''Two-way price quotations''.
 
''Two-way price quotations''.


Bid-offer spread.
Bid-offer spread.




2.  
2. ''Borrowing and investment''.
 
''Borrowing and investment''.


The differential between the yields on two fixed-income securities, usually expressed in basis points.
The differential between the yields on two fixed-income securities, usually expressed in basis points.
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3.  
3. ''Statistics''.
 
''Statistics''.


In statistics, spread is the extent to which data are clustered centrally, or more widely dispersed.   
In statistics, spread is the extent to which data are clustered centrally, or more widely dispersed.   

Revision as of 19:26, 17 February 2019

1. Two-way price quotations.

Bid-offer spread.


2. Borrowing and investment.

The differential between the yields on two fixed-income securities, usually expressed in basis points.

Usually, it is the difference between the yield on a fixed-income corporate security, and a comparable risk-free investment, such as a gilt.


3. Statistics.

In statistics, spread is the extent to which data are clustered centrally, or more widely dispersed.

Measured for example by Standard deviation, Variance or Mean deviation.


See also