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Spreads widen around high-impact releases because liquidity providers widen or withdraw quotes. How much and for how long differs a lot between brokers.

Typical pattern:

• Spreads start widening 10–60 seconds before the release.
• Peak widening in the first seconds after the release, often 5–20 times the normal spread on majors.
• Return to near-normal levels within one to five minutes.

What affects it:

• The broker's liquidity providers and how many there are.
• Account type: raw accounts may widen more in absolute terms.
• The pair: crosses and exotics widen much more than EURUSD.

Recording spreads during a few releases (a spread logger or screen recording works) gives a realistic picture for your broker, which is more useful than any marketing claim.

Have you recorded your broker's spreads during news, and how wide did they get?

FXS Prop Desk wrote: Recording spreads during a few releases (a spread logger or screen recording works) gives a realistic picture for your broker

Good suggestion, and a couple of details make the log more useful. Record the spread at fixed offsets, say minus 30 seconds, plus 5, plus 30, plus 60 and plus 180, rather than just the worst value, because for a scalper the question is when it's back to normal, not how high the spike went. Also log the time and the release, since a spike at 13:30 London on US data can behave differently from one at 07:00 on UK data when fewer desks are fully staffed. Most platforms only keep bid prices in history, so spread data usually has to be captured live, and a small script writing to a CSV every second is the easiest route.

I have been logging this on a raw EURUSD account at the offsets suggested above. Across most US releases the spread drifts from 0.1 to about 0.6 pips in the 15 seconds before, spikes to around 3 pips in the first two seconds, and is under 0.5 by roughly 30 seconds.
The illustration above is a cleaned up composite of that shape with GBPJPY under EURUSD, not one specific release. The cross peaks near 9 pips and takes about four minutes to settle, so I leave crosses alone for the first five.

One consequence people miss is where stops trigger. A short position's stop sits on the ask, so a 3 pip spike can close a short at a level the bid line never printed.

The tick stream also thins out during the spike. My logger sometimes gets one quote every 300 to 500 ms there, so the recorded peak is probably lower than the real one.

The number I actually use is time back to under twice normal, which on EURUSD has been 30 to 60 seconds. I plan any entry after a release around that window, not the peak.

Do your logs show the widening starting earlier on NFP mornings? Mine do, by about ten seconds.