The bid-ask spread is the gap between the highest price buyers bid and the lowest price sellers offer. It is the toll paid on every entry and exit, and on multi-leg structures it compounds per leg, which makes quote width a first-class entry screen.
A practical screen caps the spread as a fraction of the mid price, for example refusing candidates whose short strike trades wider than 15% of mid. Width also degrades every measure computed from quotes: implied volatility, and therefore POP and expected move, are only as precise as the mid they are solved from. Wide markets do not just cost more; they know less.