Hello, I wonder which execution method can result in better fills regarding vertical spreads (fills below the current mid price) -- placing a vertical spread order or trying to legging into the spreads by trading the individual legs separately? I would assume that by trying to legging into the spreads there may be more chance to get good fills, since by not being confined that the counter order should also be a spread order there is more order supply available. In addition, there are exchanges that do not enable trading spreads, as opposed to single orders. However, legging into a spread in order to get good price may take some time and carries a substantial execution risk (such as the market may "run away" and I will be left with only one leg), so I am really not sure if it is worth the effort, especially when the bid/ask spread is relatively small. I would be happy to read any thoughts and tips in this regard based on your own experience. Thanks!