Thats the wrap around spread Gloveski.
I learnt that like you did awhile ago but early last week i learnt that when the spread increases on the sleeping market so does the wrap around the spread too (dont know why i didnt think that would happen).
e.g. DAX is 7 point spread sleeping = 3.5 on either side of current quote price.
Once you know it just trade accordingly.
Thats the wrap around spread Gloveski.I learnt that like you did...
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