Broker selection and true liquidity for CFDs

Been trading CFDs for years, and the biggest headache is still finding a broker that offers genuinely deep liquidity without widening spreads into oblivion during volatile periods. You see fancy platforms, competitive headline spreads, but then the execution quality and slippage on anything beyond micro-lots can be shocking. How do you guys vet your brokers for actual market depth and reliable pricing, especially for indices or less liquid FX pairs?