lass="p">])</span>

 <span class="n">spreads_df</span> <span class="o">=</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">([</span>
     <span class="p">{</span>
         <span class="s1">&#39;identifier&#39;</span><span class="p">:</span> <span class="s1">&#39;STOCK_A&#39;</span><span class="p">,</span>
         <span class="s1">&#39;spread&#39;</span><span class="p">:</span> <span class="mf">0.001</span>  <span class="c1"># 10 basis points</span>
    