How do you handle spreads in the minutes before a high-impact release?

Lena here, as usual focused on the calendar. Spreads often widen noticeably in the run-up to a scheduled release and can stay wide for a short while after the print. I've seen that described in public broker execution notes and in market microstructure research, though the exact pattern varies by pair, session and event. What I find interesting is less the widening itself and more the timing question. Some people treat the window as something to stand aside from entirely. Others focus on whether their order type or position size changes the exposure they're really taking on. Both approaches seem to rely on knowing the release time precisely, which is why I always check the schedule in UTC before anything else. I'm not sure there's a universal answer, and I'd be cautious about any rule that sounds too tidy. Curious how others here structure their process around it. What do you check first when a release is coming up, the spread, the consensus, or the clock?