On 19 January 2023, the Association Française de la Gestion financière (AFG) published the spread table for December 2022.
„Published half-spreads are calculated over a 12-month rolling period. Therefore, the effect related to spikes observed during exceptional circumstances is smoothed and long-lasting“.
The indicated spreads may be used for purposes of MiFID II and PRIIPS transaction cost calculations (if arrival prices aren’t available).
Other Features
AIF
compliance
fees
reporting
sales documents
securities
trading
transparency
UCITS
UCITS Management Company
valuation
Date Published: 2023-01-19
Regulatory Framework: Markets in Financial Instruments Directive (MiFID II), Packaged Retail and Insurance-based Investment Products Regulation (PRIIPs Regulation)
Regulatory Type: information
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