Cookie

On this website we use technical cookies and, subject to your prior consent, third party profiling cookies in order to propose to you advertising and services in line with your preferences. For additional information please visit our cookies policy page. Clicking on “Continue” or browsing this website you will consent to the use of such cookies.   

 
Italiano

Statistics

ETFs' bid/offer spread (also known as bid/ask spread), as for stocks, is the difference between the price available for an immediate sale (bid) and an immediate purchase (ask). Bid-ask spread is a component of cost for investors.
Another important aspect related to the liquidity of an ETFs is the width (also called breadth) and depth of the trading book. The depth points out the presence on the trading book of buy and sell orders for lots of price levels. The width shows the presence of orders for a large amount of shares/units. A high width and depth of the trading book increase the probability to execute transactions of any amount and reduce the market impact of large orders.

Borsa Italiana calculates on monthly basis for each asset class of ETFs listed and for the following investment amount (1 Eur, 5.000, 15.000, 25.000 Eur) ratios which describe the above mentioned topics.

In addition, in the section Single instruments detailed statistics there are the values of the spreads, on monthly basis, for each ETF.


ETF - statistic on spread, width and depth of the trading book

Last update:  May 10 2016 - 10:55


The Exchange accepts no responsability for the content of the website you are now accessing or for any reliance placed by you or any person on the information contained on it.

By allowing this link the Exchange does not intend in any country, directly or indirectly, to solicit business or offer any securities to any person.

You will be redirected in five seconds.