Sector & Index Stocks?

Depends on the index stock/ETF you're looking at. The more popular ones like BBH and SMH and of course QQQ and SPY and fairly decent spreads.

Even today during holiday trading the spread is a few cents on these (at least as I write this). But I have seen spreads as much as 25 cents on the BBH and 10 cents on the SMH (particularly on low volume days).

There are a lot of much lower volume ETFs where the spread will undoubtedly be fairly large.
 
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