In the context of interest rate derivatives, we often speak of the spot date. But of course, there is not a "the" spot date, because there are multiple spot dates, for example for different currencies.
There isn't necessarily even a single spot date for a currency. For example, SOFR and USD LIBOR swaps both have a two-business-day spot lag, but they count business days using different calendars (joint SIFMA / New York for SOFR, joint London / New York for LIBOR), so they can have different spot dates.
Also, in principle, two instruments in the same currency could have different spot lags. It's simply a matter of market convention, after all. In practice, is this ever the case?
So, over what scope is a spot date actually unique?