How are trading spreads calculated, and which market conditions can cause them to widen?

Spreads are not fixed — they are dynamic and determined by real-time market conditions. Maven uses institutional liquidity pools, meaning the spread at any moment reflects the difference between the best available buy and sell prices from those liquidity providers.

Spreads naturally widen during:

• Rollover (end-of-day position rollovers)
• High-impact news events
• Low liquidity periods (e.g. weekends — spreads on Saturdays and Sundays are significantly wider than on weekdays)
• Session transitions (e.g. the overlap or gap between major trading sessions)

During normal weekday trading hours (Monday to Friday), spreads return to their standard levels. To check live and typical spreads for instruments such as XAUUSD, EURUSD, GBPJPY, or BTCUSD, you can use the Maven test spread accounts:

• Match Trader — https://manager.maven.markets/ | Email: support@maventrading.com | Password: Testspread123
• MetaTrader 5 — Login: 10333423 | Password: xuhheE5! | Server: MavenTrade-Limited
• Prediction Market (Match Trader) — https://manager.maven.markets/ | Email: support@maventrading.com | Password: Testspread123 | Account ID: 820278

These are read-only accounts for checking spreads and contract specifications. Trading is disabled — you will not be able to place trades.

Note: Because Maven does not use zero-spread accounts, the spread is factored into your execution price. This means a Stop Loss may trigger slightly before or after the exact price shown on the chart, as the stop is hit when the market price (including spread) reaches the SL level.

Tip: To better understand when your stop-loss might be triggered, enable bid and ask price display directly on your chart. In your chart settings, turn on the "Ask" and "Bid" price lines — this shows you the actual prices that trigger stop-loss orders, not just the mid-market candle price.

Updated on: 30/09/2026