Effective Spread Calculator

Full page analytics for analyzing your trade execution quality.

Calculate Your Costs

Mode

Units

Best Bid

Best Ask

Fills

Price

Quantity

Fees (Optional)

Fee Type

Effective Spread (Gross) -

Quoted Half Spread -

Effective Half Spread -

Execution Price (VWAP) -

Cost (One-way, All-in) -

Cost (Round-trip, All-in) -

How to use this calculator

Select your market type (Order Book or AMM). Enter the pre-trade prices and your execution details. The calculator will derive the effective spread (transaction cost) and all-in costs including platform fees.