In underlying markets, Instruments do not have fixed spreads. The width of spreads varies according to the liquidity in the markets. Therefore when the markets are very active, with large volumes of buyers and sellers the difference between the buy and sell price is usually tighter, and vice versa for when markets are quieter. This is especially evident on shares and therefore when you are spread betting, the difference between the buy and sell prices will not always be a fixed difference – they are reflective of the underlying order books of each security, at the time you trade.
At the lower end of the AIM you have SEAQ trading which is via MMs in order to provide liquidity. Otherwise most of the London market largely bypasses MMs.
For indices and forex however, a few spread betting providers do commit to a fixed spread in order to offer you more stability and certainty. You therefore can be more confident that getting out of a position will cost no more than it did to enter into. However, in the end during protracted volatile period, spread betting firms may still have to adjust their spreads to suit trading periods based on average market activity for that period, i.e. tighter in typically busy (liquid) periods and wider during quiet periods.