Their ability to climb walls and squeeze through tight holes makes Giant Spiders ideal at assaulting buildings.
Source: Warhammer Armies Project: Unofficial 9th Edition (v2.2)
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Unlike other Cavalry, Spider Riders do not have to dismount before assaulting a building, meaning the Giant Spiders are allowed to attack during the assault. Each Spider Rider and his mount count as a single model when determining the number of models that fight in a building assault. Note that Spider Riders still cannot garrison a building.