However, I have to disagree when you wrote, “There is usually a difference between the bid and the buy numbers, but it is seldom substantial.”

During times of high market volatility (i.e., big news releases such as Non-Farm Payrolls), the spread between the bid and ask can be quite significant.

Of course, I’m referring only to variable spreads provided by some brokers. Other brokers such as dealing desk brokers typically provide fixed spreads, so an increase in the spread during volatile markets shouldn’t be an issue.