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We get a lot of questions about underglazes. I believe some confusion is caused by the fact that underglazes have changed throughout the years.
The original underglazes were quite similar to colored slips, made by adding pigments such as stains to watered down clay. Underglazes tend to be highly pigmented for strong color. They are desired for painting by many ceramists because they stay where you put them. In other words, with underglaze the lines won't "flow" into each other like many glazes.
The original underglazes fire very dry, so they are most often covered with a clear glaze. The underglazes are applied to wet clay or greenware. This way the "clay based" colors can shrink with the piece they are on.
Recently glaze manufacturers have begun to make underglazes which can be applied to bisque. They do this by adding a more frit than clay. Frit contains silica which is one of the main ingredients in glaze. The silica causes the underglaze to "melt", effectively making it a little more like a glaze. This change allows you to apply the underglaze to bisque (and sometimes to both greenware and bisque).
(Note: You may have heard of an engobe. An engobe is actually quite similar to these new types of underglazes, as it has some silica and is half way between a pure slip and a pure glaze.)
As example, underglaze by Duncan Concepts is specifically designed for bisque. Their other underglazes all work on greenware, but only some colors also work on bisque. Spectrum Underglazes can be applied to greenware or bisque. Amaco GDC's can be used as underglazes or glazes, so they have silica and should be applied to bisque. But their Velvets and LUG underglazes can be applied to greenware or bisque.
Some of these underglazes have enough "melt" that they are somewhat shiny and don't require a clear glaze. But you can put a clear glaze on any of them.
The next most common question involves when to apply the clear glaze (if you are applying one over the top of the underglaze.) If you are using underglaze on greenware, the most common method is to bisque the decorated greenware, then apply the clear glaze and fire again. One advantage of this is that you get a final chance to add more color if you have an area that did not get enough coverage. Sometimes this problem doesn't show up until after a firing. Another advantage is that you won't risk messing up your design when you apply the clear glaze.
However, you can apply the clear glaze right over the top of the underglaze without a firing between. This is best done if you applied your underglaze to bisque, because greenware can absorb glaze and crack. There is also a risk that you can mess up the design by applying the clear. So a good approach is to sponge on the first coat of clear to help protect the underglaze. Then you can gently brush on your remaining coats. Often dipping the piece into clear glaze will not affect the underlying design either, but you should test as some underglazes do "dissolve" or "smudge" easier than others when a glaze is applied to it.
Unlike glazes, underglaze colors can always be mixed together to create new colors. Also unlike glazes, the color when fired is similar to the color when wet (another reason why painters often prefer underglazes.)
However, a final consideration with underglazes has to do with firing temperatures. Technically all underglazes can go to the highest temperatures (such as Cone 10) because they don't have enough silica to cause them to run. Remember, underglaze is more like clay than glaze. But the colors do tend to burn out the hotter they are fired. Some underglazes hold their colors better than others at the higher temperatures, so read the description on each color, and test at the temperatures you plan to fire to.
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