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When trading optioin spreads at both the CBOE and AMEX a spread quote
actually exists in the trading crowd. Before electronics the Amex had a
group of brokers called spread brokers.
Have your broker send someone into the crowd and get a spread quote. If
your broker won't do it or is lazy you really ought to re examine the
relationship.
Spreads improve the displayed market most of the time.....although there
is no asurance that a spread market will be better...it commonly is.
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