d**e
发帖数: 28 | 1 请问那里可以找到VIX future 的historical daily bid/ask spread? 或者大概的平均
值是多少呢？多谢拉！ | c*****a
发帖数: 1 | 2
Yahoo Finance, Get Quote:^VIX, Historical Price
【在 d**e 的大作中提到】
: 请问那里可以找到VIX future 的historical daily bid/ask spread? 或者大概的平均
: 值是多少呢？多谢拉！
| x******n
发帖数: 93 | 3 dese is talking about VIX futures, not just the underlying index. According
to my brokerage, it is about 0.2% of the price. Or you can take a look at
the VXX etn, which is traded like a stock. Its spread about is 0.1% the
price. It is OK for low-frequent retail trading.
【在 c*****a 的大作中提到】
:
: Yahoo Finance, Get Quote:^VIX, Historical Price
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