Spence, 23, is desperate to play at the highest level after progressing through parent club West Ham's academy, but is currently looking no further than holding down his place in Owls boss Dave Jones' starting line-up.
"I like to think the manager has faith in my ability, I didn't know anyone when I arrived and he stuck me straight in the side," Spence told Press Association Sport.
"I think he's pleased with my performance levels so far - I know my job and my role in the side - but I'm really not looking further than my next game with Wednesday.
"I'm concentrating on playing well and building on my performances. It's gone well so far, but there's plenty more to improve and build on.
"If any young player says he does not want to play at the highest level, then he's in the wrong game, but while I'm here I'm a Sheffield Wednesday player and I'm looking no further.
"As long as I'm playing regularly I will get better and I'm really enjoying it here, but the most important thing is results on the pitch."
The former England Under-21 international made his third start for Wednesday in the heavy weekend defeat at Birmingham that left the club without a league win this season