Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices R package bidask version 2.1.5 CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) Implements the efficient estimator of bid-ask spreads from open, high, low, and close prices described in Ardia, Guidotti, & Kroencke (JFE, 2024) <doi:10.1016/j.jfineco.2024.103916>. It also provides an implementation of the estimators described in Roll (JF, 1984) <doi:10.1111/j.1540-6261.1984.tb03897.x>, Corwin & Schultz (JF, 2012) <doi:10.1111/j.1540-6261.2012.01729.x>, and Abdi & Ranaldo (RFS, 2017) <doi:10.1093/rfs/hhx084>. Software Imports: data.table Suggests: xts, zoo, dplyr, crypto2, quantmod, ggplot2, knitr, rmarkdown, testthat (>= 3.0.0) Emanuele Guidotti <emanuele.guidotti@usi.ch> Comprehensive R Archive Network (CRAN) Emanuele Guidotti [aut, cre] (ORCID: <https://orcid.org/0000-0002-8961-6623>), David Ardia [ctb] (ORCID: <https://orcid.org/0000-0003-2823-782X>), Tim Kroencke [ctb] (ORCID: <https://orcid.org/0000-0001-8700-356X>) MIT + file LICENSE (https://CRAN.R-project.org/package=bidask/LICENSE) 2025-10-13 application/tgz https://CRAN.R-project.org/package=bidask doi:10.32614/CRAN.package.bidask