Topic: Spread variability in some securities
Suppose there's some stock in which have different spread in different price range
$0-$5 Spread=$0.1
$5-$10 Spread=$0.15
$10-$30 Spread=$0.4
how to backtest that stock in FSB in the future? is there's gonna be a new feature in the FSB market instrument to include spread variability in some price range?