Prop Firm Spreads and Execution Quality

Been trading with a few prop firms recently, and I'm consistently noticing wider spreads on major pairs, particularly during higher volatility times, compared to my retail accounts. Not just $EURUSD but even on some indices. It makes scaling in and out, especially with tighter stops, feel like I'm giving away a chunk before the trade even moves. Anyone else seeing this, or is it just the particular firms I've been with?

Secondly, how reliable is the execution speed when taking size? I'm talking about significant slippage on market orders during news events. Trying to figure out if it's systemic across the prop firm model due to their liquidity providers or if I just need to be more selective with who I'm funding through. The difference in effective entry/exit points can quickly erode any edge.