OK, so having gone back and read the longer explanatory text in the previous question, I've changed my answer. I thought it was about widening the spread between the best limit buy and sell prices, because that seemed to make best sense in the given context.

However, in the previous question we have the following additional context:

"Réalisation de transactions en sens inverse du déséquilibre côté acheteur, c'est-à-dire une vente de contrats (symétriquement, lorsque AAA a introduit un déséquilibre côté vendeur, elle réalise des transactions à l'achat)
Soit, au cours de la phase de création d'un déséquilibre, AAA a saisi des ordres de vente passifs à des prix supérieurs à la meilleure limite à l'achat.
L'impulsion à la hausse exercée via les ordres leurres dont AAA était à l'initiative conduisait les autres acheteurs à revoir à la hausse leur limite de prix jusqu'à rencontrer l'ordre de vente passif placé par AAA.
Soit, AAA n'avait pas placé d'ordres de vente passif lors de la création du déséquilibre.
L'impulsion exercée par le déséquilibre conduisait les autres intervenants à surenchérir en plaçant des ordres d'achat à des limites plus élevées que celles des ordres leurres."

It would seem from this that the effect of AAA's actions was to pull up the best limit buy orders placed by other market participants, thus artificially driving up the price of the instrument. That would suggest this is about the bid/ask spread not widening but being pushed upwards en bloc.

For the whole sentence, then, this would give us something like:

"This imbalance on the buy side of the order book created by AAA had the effect of beginning to push the "best limit buy/best limit sell" range upwards."

Apologies for the change of answer; if I'd seen this additional context before, I wouldn't have posted my first answer.

--------------------------------------------------
Note added at 7 hrs (2021-04-07 19:34:00 GMT)
--------------------------------------------------

Note to asker: in response to your second comment, I used "range" rather than spread" simply because when you talk about a "spread", normally the focus is on the size of the spread, whereas in this case the that's not so much in focus (because the whole of the spread/range between the bid and ask prices is moving upwards). So I just felt using "range" instead of "spread" might be a good way to avoid putting the focus on the size of the spread.

(It's also worth noting that French analysts will most often use "écart" for "spread" (and occasionally "différentiel"); in my experience it's relatively rare [though perhaps not entirely unheard of] for them to use "fourchette" when referring specifically to a spread.)