How do you tell whether a spread widening is a session effect or a broker-specific quirk?

Spread behaviour is one of those things that looks simple until you try to compare it across sessions and venues. Around the daily rollover and during thin Asian hours, quoted spreads on majors often widen, and the question I keep returning to is how much of that is genuine interbank liquidity thinning versus how much is one feed's pricing policy. My own approach has been to separate the two by comparing quotes against a second reference source over the same window, and by checking whether the widening is symmetric across pairs that share a dollar leg. If EUR/USD, GBP/USD and AUD/USD all widen together at the same hour, that points toward session liquidity. If only one venue's quote on one pair blows out, it is more likely a feed or policy quirk. I am not certain this separation is always clean, especially for crosses where the underlying depth is harder to observe. Curious how others handle it: when you log spreads over a session, what do you use as your reference, and how do you decide a widening is noise you can ignore?