Visual Guide to ETFs

Summary

In summary, it is difficult to determine exactly what the right price is for a large block trade, what type of spread, or how far from the current market you might need to trade. You can, however, make several inferences from the information presented here and have an educated opinion as to where you want to trade. The pricing of large blocks in ETFs, where the block is significantly larger than the average daily volume, will involve dialogue with the liquidity community that can access alternate liquidity for you. Using past trading history of the products you are trading enables educated interactions in which both parties can achieve their goals. But it should be noted that the block history of an ETF might also provide different results ...