Point
In my experience the bid/ask spread is low especially if you compare to Singapore etc.
Point
I believe the dealers' association invoked some kind of minimum investment a few years ago, maybe something like 100,000 baht. ICBW
I personally recommend you investigate the gold shops on Charoen Krung, at a minimum a cultural experience. Oh, get your grams and bahts and exchange rates straight in your head beforehand.