algorithmic trading: bid ask considerations

Let's say I have an algorithm that calculates and submits a buy stop limit order for a reasonably liquid stock that has unexceptional volatility. Later in the day, it executes. Then the algorithm submits a calculated sell stop limit order, and later that day it executes as well. When selecting stocks to use with this strategy, do I care whether the bid ask spread tends to be big or small? For example, am I more likely to miss the trade if the spread is large? Can the size of the spread somehow manifest itself as a cost in some other way?

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