# How Market Makers Price Spreads and How to Get Their Best Offer ▴ Guide

**Published:** 2025-08-05
**Categories:** Guide

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![A metallic circular interface, segmented by a prominent 'X' with a luminous central core, visually represents an institutional RFQ protocol. This depicts precise market microstructure, enabling high-fidelity execution for multi-leg spread digital asset derivatives, optimizing capital efficiency across diverse liquidity pools](https://options.greeks.live/wp-content/uploads/2025/07/prime-os-digital-asset-derivatives-rfq-execution-microstructure.jpg)

![A precision probe, symbolizing Smart Order Routing, penetrates a multi-faceted teal crystal, representing Digital Asset Derivatives multi-leg spreads and volatility surface. Mounted on a Prime RFQ base, it illustrates RFQ protocols for high-fidelity execution within market microstructure](https://options.greeks.live/wp-content/uploads/2025/07/prime-os-rfq-digital-asset-derivatives-high-fidelity-execution-probe.jpg)

## The Physics of a Price

A [market maker](https://prime.greeks.live/area/market-maker/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite)’s world is one of perpetual motion and risk calibration. They are the primary source of [liquidity](https://prime.greeks.live/area/liquidity/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) in financial markets, standing ready to buy from sellers and sell to buyers. Their function creates a continuous, two-sided market for an asset, which is the bedrock of modern trading. The price you see quoted on your screen is a direct output of this activity.

A market maker’s compensation for providing this service, for taking on the risk of holding an asset that might decline in value, is captured in the [bid-ask spread](https://prime.greeks.live/area/bid-ask-spread/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite). This is the small difference between the price at which they are willing to buy (the bid) and the price at which they are willing to sell (the ask). Your cost of immediacy is their revenue model.

Understanding this dynamic is the first step toward optimizing your own trading results. The spread is not an arbitrary fee. It is a calculated risk premium derived from three core components. The first is order processing costs, the operational expense of facilitating a trade.

The second, and more substantial, is inventory risk. A market maker who buys an asset from a seller holds that inventory, and its value can fluctuate. A wider spread compensates for the risk of holding a volatile or thinly traded asset. The third, and most critical from a strategic standpoint, is [adverse selection](https://prime.greeks.live/area/adverse-selection/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) risk.

This is the risk that the trader on the other side of the transaction possesses superior information. A market maker who unknowingly sells to a trader with positive inside information, or buys from one with negative information, will consistently lose. The spread is their defense mechanism.

The width of the bid-ask spread is therefore a direct signal about the state of the market for a particular asset. A narrow spread indicates high liquidity, robust competition among [market makers](https://prime.greeks.live/area/market-makers/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite), and low perceived risk. A wide spread signals the opposite ▴ lower liquidity, higher volatility, or a greater perceived threat of informed trading. For the ambitious trader, this spread is not a static cost to be accepted.

It is a piece of market intelligence. Recognizing the factors that influence its size gives you a significant advantage. Your goal is to conduct your trading in a manner that minimizes the perceived risk you pose to the market maker. When you achieve this, you are rewarded with a tighter price, a lower transaction cost, and a direct improvement to your bottom line. The system is built on risk assessment, and learning to signal safety is the key to unlocking the best available price.

![Abstract, layered spheres symbolize complex market microstructure and liquidity pools. A central reflective conduit represents RFQ protocols enabling block trade execution and precise price discovery for multi-leg spread strategies, ensuring high-fidelity execution within institutional trading of digital asset derivatives](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocol-engine-for-high-fidelity.jpg)

![A dark blue, precision-engineered blade-like instrument, representing a digital asset derivative or multi-leg spread, rests on a light foundational block, symbolizing a private quotation or block trade. This structure intersects robust teal market infrastructure rails, indicating RFQ protocol execution within a Prime RFQ for high-fidelity execution and liquidity aggregation in institutional trading](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-execution-framework-multi-leg-spreads-best-execution-capital-efficiency.jpg)

## Commanding Your Price

Obtaining superior pricing is an active, not a passive, endeavor. It requires a deliberate approach to trade execution, one that moves beyond simply accepting the quoted price on a screen. The system is designed to reward participants who provide clarity and reduce risk for [liquidity providers](https://prime.greeks.live/area/liquidity-providers/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite). By engineering your trading process, you can systematically access pricing that is unavailable to the retail majority.

This is achieved by shifting from a price taker to a price maker, a participant who actively negotiates the terms of their own liquidity. The primary mechanism for this is the [Request for Quote](https://prime.greeks.live/area/request-for-quote/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) ([RFQ](https://prime.greeks.live/area/rfq/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite)) system, a professional-grade tool that allows you to solicit competitive bids or offers from multiple market makers simultaneously.

> A market maker’s quote is not a final price; it is an opening offer in a negotiation you control.

![A polished metallic modular hub with four radiating arms represents an advanced RFQ execution engine. This system aggregates multi-venue liquidity for institutional digital asset derivatives, enabling high-fidelity execution and precise price discovery across diverse counterparty risk profiles, powered by a sophisticated intelligence layer](https://options.greeks.live/wp-content/uploads/2025/08/principal-rfq-hub-digital-asset-derivatives-liquidity-aggregation.jpg)

## The RFQ Advantage a New Conversation

The standard public order book is an anonymous environment. A market maker sees an order and must assume the worst, pricing in the maximum potential for adverse selection. An RFQ initiates a direct, private conversation. It allows you to broadcast your trading interest to a select group of liquidity providers.

This act alone changes the dynamic. You are no longer an anonymous order in a massive queue. You are a specific entity seeking a competitive price for a defined quantity. This process inherently filters for serious participants and creates a competitive auction for your business.

Market makers, compelled to compete with their peers, will tighten their spreads significantly to win the trade. This is the foundational advantage of the RFQ ▴ it replaces public anonymity with private competition.

![Reflective planes and intersecting elements depict institutional digital asset derivatives market microstructure. A central Principal-driven RFQ protocol ensures high-fidelity execution and atomic settlement across diverse liquidity pools, optimizing multi-leg spread strategies on a Prime RFQ](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocol-execution-precision.jpg)

## Structuring for Optimal Execution

The way you structure your request has a direct impact on the quality of the quotes you receive. Clarity and precision are paramount. Your RFQ should be specific, detailing the exact instrument, quantity, and desired side (buy or sell). For more complex instruments like options, this includes the strike price, expiration date, and type (call or put).

This precision signals to the market maker that you are a sophisticated participant, not a speculative gambler. A well-structured request reduces their uncertainty and, consequently, the risk premium they build into their price.

Consider the size of your order. While it may seem counterintuitive, breaking a very large order into smaller, strategically timed RFQs can sometimes yield a better aggregate price. This technique, known as “iceberging,” signals to the market that you are managing your execution carefully to minimize market impact. The market maker recognizes this as professional behavior.

They understand you are not trying to force a massive, market-moving trade that will leave them with a large, risky inventory position. This careful management of your order flow builds trust and results in more favorable quotes over the long term. Your execution strategy becomes a part of your reputation.

![A sophisticated, illuminated device representing an Institutional Grade Prime RFQ for Digital Asset Derivatives. Its glowing interface indicates active RFQ protocol execution, displaying high-fidelity execution status and price discovery for block trades](https://options.greeks.live/wp-content/uploads/2025/07/principal-rfq-engine-for-digital-asset-derivatives-best-execution-1.jpg)

## Decoding Liquidity Signals

The timing of your RFQ is a critical variable. Market makers adjust their spreads based on real-time market conditions. Launching an RFQ during periods of high volatility or low liquidity is a recipe for wide, unfavorable quotes. A professional trader cultivates a feel for the market’s rhythm.

You learn to identify periods of calm, deep liquidity. These are the opportune moments to seek pricing. Your patience is a strategic asset. Waiting for the right conditions to execute demonstrates a disciplined approach, which is another positive signal to liquidity providers. They are more willing to offer a tight spread to a trader who operates with deliberation than to one who panic-trades in a volatile market.

Furthermore, understanding the specific liquidity profile of the asset you are trading is essential. Some assets have deep liquidity throughout the trading day. Others have specific windows of high activity. For options, liquidity often concentrates around specific strike prices or expirations.

Directing your RFQs during these peak liquidity periods for your chosen asset will almost always result in better pricing. You are aligning your need for liquidity with the market’s ability to provide it at the lowest cost.

- **Preparation and Analysis:** Before initiating any request, you must have a clear thesis. Define your target price based on your own valuation models and a thorough analysis of the current market structure. Know what a “good” price looks like before you ask for one. Your preparation is your anchor in the negotiation.

- **Selective Engagement:** Do not broadcast your RFQ to the entire market. Curate a list of market makers who have historically provided competitive quotes in the specific asset you are trading. Building relationships with a core group of liquidity providers creates a positive feedback loop of trust and better pricing.

- **Competitive Bidding:** The core of the RFQ process is the auction. By soliciting quotes from multiple dealers simultaneously, you force them into a competitive environment. Each knows they must provide a compelling price to win your order flow. Let this competition work for you.

- **Information Discipline:** Your trading activity is valuable information. Avoid tipping your hand. Use RFQ systems that protect the anonymity of the participants until a trade is agreed upon. Limiting information leakage prevents other market participants from trading against your intentions, which protects your execution quality.

- **Decisive Action:** Once you receive the quotes, you must act with decision. A period of good liquidity can be fleeting. Hesitation can lead to the opportunity vanishing. Your preparation in the first step allows you to recognize a favorable price instantly and execute without delay. This decisiveness is the hallmark of a professional.

Mastering this process transforms your relationship with the market. You cease to be a passive recipient of whatever price the market decides to show you. You become an active agent, an architect of your own execution costs. This is more than just saving a few basis points on a trade.

It is a fundamental shift in perspective that compounds over time, forming a significant and durable edge in your overall investment performance. You are not just buying or selling an asset. You are engaging the system on your own terms.

![A transparent bar precisely intersects a dark blue circular module, symbolizing an RFQ protocol for institutional digital asset derivatives. This depicts high-fidelity execution within a dynamic liquidity pool, optimizing market microstructure via a Prime RFQ](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-rfq-protocol-for-prime-os-execution.jpg)

![Interconnected, sharp-edged geometric prisms on a dark surface reflect complex light. This embodies the intricate market microstructure of institutional digital asset derivatives, illustrating RFQ protocol aggregation for block trade execution, price discovery, and high-fidelity execution within a Principal's operational framework enabling optimal liquidity](https://options.greeks.live/wp-content/uploads/2025/07/precision-geometric-prisms-reflecting-institutional-digital-asset-derivatives-rfq-price-discovery-and-optimized-execution-market-microstructure.jpg)

## The Systemic Edge

Mastery of trade execution is not an isolated skill. It is a foundational component of a larger, more robust portfolio management system. The ability to consistently secure favorable pricing on individual trades creates a systemic advantage that permeates every aspect of your investment strategy. Each basis point saved on execution is a basis point added directly to your net return.

This cumulative effect, over hundreds or thousands of trades, separates the professional from the amateur. It is the invisible alpha that is generated not from picking the right asset, but from executing the trade on that asset with maximum efficiency. This efficiency becomes a core pillar of your long-term performance.

Integrating this execution-focused mindset requires you to view your portfolio as a dynamic system, not a static collection of assets. The way you enter and exit positions is as important as the positions themselves. For block traders and institutional-sized participants, this concept is paramount. A large order, executed carelessly, can move the entire market, resulting in significant slippage and a drastically worse entry price.

The cost of this market impact can often outweigh the perceived alpha of the trade itself. Sophisticated execution methods are therefore a form of risk management. They protect your capital from the hidden tax of poor liquidity.

![A sharp, metallic instrument precisely engages a textured, grey object. This symbolizes High-Fidelity Execution within institutional RFQ protocols for Digital Asset Derivatives, visualizing precise Price Discovery, minimizing Slippage, and optimizing Capital Efficiency via Prime RFQ for Best Execution](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-rfq-protocols-precision-execution-prime-os-liquidity.jpg)

## Beyond the Single Trade a Portfolio View

Advanced traders think in terms of their entire portfolio’s exposure. The execution of a single block trade is considered in the context of its effect on other positions. For example, a large purchase of an underlying asset might be paired with the simultaneous sale of call options against that position. This requires a multi-leg execution strategy that must be priced as a single, unified package.

Attempting to execute each leg of such a trade separately in the open market would be fraught with risk. The price of one leg could move against you while you are trying to execute the other. This is where a deep relationship with market makers becomes a strategic imperative.

Through a sophisticated RFQ process, you can request a price for the entire multi-leg package. The market maker is able to view the trade holistically. They can see the offsetting risks between the different legs of the trade. An options market maker, for instance, might be able to offer a much tighter spread on a complex options structure because the various legs of the trade hedge each other out on their own books.

They are pricing the net risk of the entire package, which is often significantly lower than the sum of its parts. This ability to price and execute complex, [multi-leg strategies](https://prime.greeks.live/area/multi-leg-strategies/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) as a single unit is a hallmark of a truly professional trading operation. It allows for the implementation of sophisticated hedging and income-generating strategies that are simply inaccessible to those who are confined to single-leg execution.

![A complex interplay of translucent teal and beige planes, signifying multi-asset RFQ protocol pathways and structured digital asset derivatives. Two spherical nodes represent atomic settlement points or critical price discovery mechanisms within a Prime RFQ](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocol-for-optimal-liquidity-aggregation-and-high-fidelity-execution.jpg)

## The Information Game Asymmetric Advantage

In the world of institutional trading, information is the ultimate currency. Your trading patterns, your order sizes, and your frequency of activity all create a data trail. Market makers and high-frequency trading firms are experts at analyzing this data to predict future order flow.

A trader who repeatedly shows up in the market with large, uninformed market orders is effectively broadcasting their strategy to the world. They will see spreads widen and liquidity disappear as the market anticipates their next move and positions itself to profit from their predictability.

The disciplined use of private RFQ channels and careful execution management is a form of information warfare. It conceals your true intentions. By breaking up large orders, timing your executions, and using private negotiation channels, you starve the market of predictive data. You become a ghost in the machine.

This information discipline is a powerful, long-term advantage. It ensures that when you do need to execute a large or complex trade, you are able to do so with minimal market impact and on the most favorable terms possible. You are not just managing your trades. You are managing your information signature within the market ecosystem. This is the final layer of mastery ▴ understanding that in the game of trading, the edge often goes to the player who reveals the least while learning the most.

![A conceptual image illustrates a sophisticated RFQ protocol engine, depicting the market microstructure of institutional digital asset derivatives. Two semi-spheres, one light grey and one teal, represent distinct liquidity pools or counterparties within a Prime RFQ, connected by a complex execution management system for high-fidelity execution and atomic settlement of Bitcoin options or Ethereum futures](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-market-microstructure-2.jpg)

## The Perpetual Mandate for Alpha

The market is a dynamic, living system. It rewards precision, discipline, and a deep understanding of its underlying mechanics. The principles of effective price negotiation and execution are not a static set of rules to be memorized. They are a mindset to be cultivated.

This approach transforms your view of the market from a place of passive observation to one of active engagement. Every trade becomes an opportunity to refine your process, to improve your efficiency, and to compound your strategic advantage. The pursuit of superior execution is a perpetual one. It is a commitment to operational excellence that becomes the bedrock of sustained, long-term performance. Your ability to command your price is a direct reflection of the depth of your strategic thinking.

![Abstract intersecting beams with glowing channels precisely balance dark spheres. This symbolizes institutional RFQ protocols for digital asset derivatives, enabling high-fidelity execution, optimal price discovery, and capital efficiency within complex market microstructure](https://options.greeks.live/wp-content/uploads/2025/07/digital-asset-derivatives-rfq-best-execution-prime-os-infrastructure.jpg)

## Glossary

<a href="https://prime.greeks.live/area/market-maker/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A precision-engineered RFQ protocol engine, its central teal sphere signifies high-fidelity execution for digital asset derivatives. This module embodies a Principal's dedicated liquidity pool, facilitating robust price discovery and atomic settlement within optimized market microstructure, ensuring best execution](https://options.greeks.live/wp-content/uploads/2025/08/institutional-rfq-engine-for-digital-asset-derivatives-best-execution.jpg)

## Market Maker

Meaning ▴ A Market Maker is an entity, typically a financial institution or specialized trading firm, that provides liquidity to financial markets by simultaneously quoting both bid and ask prices for a specific asset. </a><a href="https://prime.greeks.live/area/liquidity/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A sleek, abstract system interface with a central spherical lens representing real-time Price Discovery and Implied Volatility analysis for institutional Digital Asset Derivatives. Its precise contours signify High-Fidelity Execution and robust RFQ protocol orchestration, managing latent liquidity and minimizing slippage for optimized Alpha Generation](https://options.greeks.live/wp-content/uploads/2025/07/high-fidelity-institutional-digital-asset-derivatives-execution-via-optimized-rfq-protocols-enhancing-market-microstructure.jpg)

## Liquidity

Meaning ▴ Liquidity refers to the degree to which an asset or security can be converted into cash without significantly affecting its market price. </a><a href="https://prime.greeks.live/area/bid-ask-spread/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Sleek, intersecting planes, one teal, converge at a reflective central module. This visualizes an institutional digital asset derivatives Prime RFQ, enabling RFQ price discovery across liquidity pools](https://options.greeks.live/wp-content/uploads/2025/07/prime-os-digital-asset-derivatives-rfq-engine-optimizing-institutional-liquidity-aggregation-and-best-execution.jpg)

## Bid-Ask Spread

Meaning ▴ The Bid-Ask Spread represents the differential between the highest price a buyer is willing to pay for an asset, known as the bid price, and the lowest price a seller is willing to accept, known as the ask price. </a><a href="https://prime.greeks.live/area/adverse-selection/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Two sleek, distinct colored planes, teal and blue, intersect. Dark, reflective spheres at their cross-points symbolize critical price discovery nodes](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocols-multi-leg-execution-liquidity.jpg)

## Adverse Selection

Meaning ▴ Adverse selection describes a market condition characterized by information asymmetry, where one participant possesses superior or private knowledge compared to others, leading to transactional outcomes that disproportionately favor the informed party. </a><a href="https://prime.greeks.live/area/market-makers/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A sleek Prime RFQ interface features a luminous teal display, signifying real-time RFQ Protocol data and dynamic Price Discovery within Market Microstructure. A detached sphere represents an optimized Block Trade, illustrating High-Fidelity Execution and Liquidity Aggregation for Institutional Digital Asset Derivatives](https://options.greeks.live/wp-content/uploads/2025/08/advanced-rfq-protocol-engine-for-institutional-digital-asset-derivatives.jpg)

## Market Makers

Meaning ▴ Market Makers are financial entities that provide liquidity to a market by continuously quoting both a bid price (to buy) and an ask price (to sell) for a given financial instrument. </a><a href="https://prime.greeks.live/area/liquidity-providers/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Sleek, angled structures intersect, reflecting a central convergence. Intersecting light planes illustrate RFQ Protocol pathways for Price Discovery and High-Fidelity Execution in Market Microstructure](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-price-discovery-microstructure.jpg)

## Liquidity Providers

Meaning ▴ Liquidity Providers are market participants, typically institutional entities or sophisticated trading firms, that facilitate efficient market operations by continuously quoting bid and offer prices for financial instruments. </a><a href="https://prime.greeks.live/area/request-for-quote/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Geometric planes, light and dark, interlock around a central hexagonal core. This abstract visualization depicts an institutional-grade RFQ protocol engine, optimizing market microstructure for price discovery and high-fidelity execution of digital asset derivatives including Bitcoin options and multi-leg spreads within a Prime RFQ framework, ensuring atomic settlement](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-execution-engine-architecture.jpg)

## Request for Quote

Meaning ▴ A Request for Quote, or RFQ, constitutes a formal communication initiated by a potential buyer or seller to solicit price quotations for a specified financial instrument or block of instruments from one or more liquidity providers. </a><a href="https://prime.greeks.live/area/rfq/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A clear glass sphere, symbolizing a precise RFQ block trade, rests centrally on a sophisticated Prime RFQ platform. The metallic surface suggests intricate market microstructure for high-fidelity execution of digital asset derivatives, enabling price discovery for institutional grade trading](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-execution-microstructure-2.jpg)

## Rfq

Meaning ▴ Request for Quote (RFQ) is a structured communication protocol enabling a market participant to solicit executable price quotations for a specific instrument and quantity from a selected group of liquidity providers. </a><a href="https://prime.greeks.live/area/multi-leg-strategies/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Engineered components in beige, blue, and metallic tones form a complex, layered structure. This embodies the intricate market microstructure of institutional digital asset derivatives, illustrating a sophisticated RFQ protocol framework for optimizing price discovery, high-fidelity execution, and managing counterparty risk within multi-leg spreads on a Prime RFQ](https://options.greeks.live/wp-content/uploads/2025/08/institutional-digital-asset-derivatives-rfq-protocol-stack-optimization.jpg)

## Multi-Leg Strategies

Meaning ▴ Multi-leg strategies involve the simultaneous execution of two or more distinct derivative contracts, typically options or futures, to achieve a specific risk-reward profile or market exposure that cannot be replicated with a single instrument. </a>

**Tags:** [Multi-Leg Strategies](https://options.greeks.live/area/multi-leg-strategies/), [Market Maker](https://options.greeks.live/area/market-maker/), [Request for Quote](https://options.greeks.live/area/request-for-quote/), [Liquidity Providers](https://options.greeks.live/area/liquidity-providers/), [Price Impact](https://options.greeks.live/area/price-impact/), [Market Makers](https://options.greeks.live/area/market-makers/)	

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Command deep liquidity and eliminate slippage by moving your block trades from the public book to private, competitive auctions.

- 
### [The RFQ Method for Perfecting Your Spread Fills](https://options.greeks.live/guide/the-rfq-method-for-perfecting-your-spread-fills/)
![The image depicts two distinct liquidity pools or market segments, intersected by algorithmic trading pathways. A central dark sphere represents price discovery and implied volatility within the market microstructure. This illustrates a Principal's operational framework for high-fidelity execution of multi-leg spread strategies in digital asset derivatives via RFQ protocols.](https://options.greeks.live/wp-content/uploads/2025/07/digital-asset-derivatives-rfq-multi-leg-spread-execution-microstructure.jpg)

The RFQ Method: Execute complex options spreads as a single block, commanding institutional-grade pricing and liquidity.

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---

**Original URL:** https://options.greeks.live/guide/how-market-makers-price-spreads-and-how-to-get-their-best-offer/
