ข้อกังวลเกี่ยวกับโบรกเกอร์และสภาพคล่องของ Prop Firm

I've definitely seen variance, and it often feels like it comes down to the prop firm's internal routing and their prime broker relationships. Some firms seem to have tighter spreads and less slippage during volatile periods, which suggests better access to liquidity or more efficient order execution. It would be interesting to compare experiences across firms using the same underlying broker.

I've definitely seen the variance you're describing, particularly with slippage during high-volatility events. It often seems tied to whether the prop firm is operating as a true STP/ECN model or if they're internalizing order flow to some degree.