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Market data

What is bid and ask?

Every quote is composed of two prices: the bid, the highest price buyers are willing to pay, and the ask, the lowest price sellers are willing to accept. Most other market data, including quotes, spreads, and the last traded price, is built on these two values. The sections below explain each side of the quote, which price applies to a buyer or a seller, and what causes the two to move.

5 min readMarket data
The bid is the highest price a buyer is currently willing to pay for an asset, and the ask (also called the offer) is the lowest price a seller is willing to accept; together they form the current quote.

Key points

  • The bid is the highest price buyers are currently willing to pay.
  • The ask, also called the offer, is the lowest price sellers are willing to accept.
  • The ask is at or above the bid; the difference between them is the spread.
  • A buyer generally pays the ask, and a seller generally receives the bid.

The two sides of a quote

Buyers post the prices they are willing to pay, and the highest of these is the best bid. Sellers post the prices they are willing to accept, and the lowest of these is the best ask. The best bid and best ask together form the quote, a snapshot of where buyers and sellers currently stand. The remaining orders, those behind the best prices, make up the order book.

Which price applies

The two prices are not interchangeable. A participant buying immediately generally pays the ask, the price a seller is asking, while a participant selling immediately generally receives the bid, the price a buyer is offering. The difference between the two is a cost of trading, which is why the gap between them, the spread, is closely watched.

Bid, ask, and the last price

The quote is distinct from the last price. The bid and ask represent intentions, the prices at which participants are willing to trade. The last price is the price at which the most recent trade actually occurred, typically near the current bid and ask. A quote can change continuously even when no trades take place, as participants revise their orders.

What moves the bid and ask

Both sides respond to supply and demand. As buyers become more willing, the bid rises; as sellers become more willing, the ask falls. Liquidity determines how far apart they sit: in a deep, active market the bid and ask are close together, while in a thin market they can be far apart. That distance is itself an indication of how easily the asset can be traded.

On SiftingIO

Quotes on SiftingIO

SiftingIO normalizes pricing across stocks, forex, crypto, and commodities into one schema, so the bid, the ask, and the values derived from them are represented consistently in every market. For markets without a single central venue, the aggregated fair price reconciles quotes from several independent sources into one representative value rather than the bid and ask of a single venue.

FAQ

Common questions

What is the difference between bid and ask?

The bid is the highest price buyers are willing to pay, and the ask is the lowest price sellers will accept. The ask is always at or above the bid.

Do I buy at the bid or the ask?

A buyer generally pays the ask and a seller generally receives the bid. The difference between the two is an implicit cost of trading.

Why is the ask higher than the bid?

Sellers seek a higher price than buyers offer, so the ask sits above the bid. The difference is the spread, which tends to be wider in less liquid markets.

What is the bid-ask spread?

It is the difference between the ask and the bid. A narrow spread generally indicates a liquid market, and a wide spread indicates thinner trading.

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