  We show that the results of ArXiv:1305.6008 on the Fundamental Theorem of
Asset Pricing and the super-hedging theorem can be extended to the case in
which the options available for static hedging (\emph{hedging options}) are
quoted with bid-ask spreads. In this set-up, we need to work with the notion of
\emph{robust no-arbitrage} which turns out to be equivalent to no-arbitrage
under the additional assumption that hedging options with non-zero spread are
\emph{non-redundant}. A key result is the closedness of the set of attainable
claims, which requires a new proof in our setting.
