IQ
ABEQ
ABSOLUTE SELECT VALUE ETF
Category StocksIssuer AbsoluteNet assets $141mFee 0.85%
Trading · ABSOLUTE SELECT VALUE ETF

ABEQ bid-ask spread and liquidity

Share
Share on XDownload as PDF

As of Nov 4, 2026, ABEQ’s holdings can absorb at most up to $76m a day.

askIQ about this page

askIQ about ABEQ bid-ask spread and liquidity
ABEQ fund page
·
Not scored

IQ Liquidity Score

· 1 of 6 measured · Nov 4, 2026
$76m
its holdings can absorb a day, at most
0 · Hard to trade100 · Trades like a giant

How easily this fund trades, from 0 to 100 on the same anchors for every fund; 100 is best. Method →

Cost to trade
Not measured · the issuer's 30-day median spread is not read for this fund
·
Capacity
Holdings can absorb up to $76m a day; part of the book has no volume data
·
Price fidelity
Not measured · no closing premium is held for this fund
·
Primary market
3 active dealers of 3; largest 74% of creations and redemptions, N-CEN to Mar 31, 2026
65.0
Bad-day behaviour
Not measured · no daily closing premium is held for this fund
·
Depth
Not measured · needs trade and quote data
·

Capacity: what its holdings can absorb in a day. Price fidelity: how close its price stays to NAV, the value of what it holds. Primary market: the dealers who create and redeem its shares. Bad-day behaviour: its premium on the market’s worst days. Depth: the dollars quoted at the bid and the ask. How to read the score →

CapacityWhat its holdings making up 95% of the weight can absorb a day, at 10% of each one’s volume
Holdings can absorb, at most
$76m

ABEQ’s holdings can absorb up to $76m a day, measured on its own holdings, as of Nov 4, 2026. Part of its book has no volume data, so this is an upper bound.

The holding that sets the limit: LOEWS CORP (L), 7.67% of the fund, $66m a day traded, the median of 20 days to Nov 4, 2026.

Who makes the market

Authorized participants · N-CEN, the year to Mar 31, 2026
Active dealers
3
of 3 authorized
Largest
74%
of creations and redemptions
One dealer
No
3 active

3 of 3 authorized participants created or redeemed ABEQ shares in the year to Mar 31, 2026. From the fund’s Form N-CEN, filed Jun 11, 2026.

APs create and redeem shares. Every AP →

Active APs, largest first, by share of dollars created and redeemed: Goldman Sachs & Co. LLC (74.2%), Merrill Lynch Professional Clearing Corp. (15.2%), Virtu Americas LLC (10.6%).

What retail orders paid

One way on $10,000, Sep 2026
All wholesalers read
$6.66
Fidelity customers
$1.09
Schwab customers
$5.68

In Sep 2026, retail market orders in ABEQ paid $6.66 one way on $10,000, against $6.16 at the quote.

38% of shares filled better than the quote.

ABEQ ranked 495th of 628 ETFs by retail order activity in Sep 2026, an ETFIQ estimate.

0.0009% of the market-order dollars in 3 retail brokers’ reports. Buys and sells together. Retail activity ranking →

Where it trades

Q2 2026, 62 trading days
Off exchange
73%
Odd lots, of exchange volume
8.7%

In Q2 2026, 73% of ABEQ’s shares traded off exchange on the median day.

Off exchange means wholesalers and dark pools. Odd lots are orders under 100 shares, a sign of retail trading.

How to place the order

To buy or to sell, up to $100,000
When
ETF spreads are usually widest in the first minutes after the open and the last before the close.
Size
Part of its book has no volume data, so the room for a large order is an upper bound.
Why low volume does not mean illiquid →Limit orders vs market orders for ETFs →
Not measured yet: these need trade data
Spread through the day

Median spread by half hour, 30 days.

Buyers against sellers

Volume bought at the ask against volume sold at the bid.

Large trades

Trades above $500k: how many, and their share of volume.

Closing auction

Share of the day’s volume at the close.

Questions people ask

Who is the AP for ABEQ?

ABEQ’s latest Form N-CEN, for the period ending Mar 31, 2026, lists 3 authorized participants (APs), and 3 created or redeemed shares. The largest were Goldman Sachs & Co. LLC (74.2%), Merrill Lynch Professional Clearing Corp. (15.2%), Virtu Americas LLC (10.6%) of the dollars its APs created and redeemed.

Who is the LMM for ABEQ?

ABEQ’s lead market maker (LMM) on NYSE Arca is GTS Securities LLC. Lead market maker per NYSE Arca, as of Nov 1, 2026.
Where to next
ETF trading costs and liquidity→Cost-to-trade checker→Why low volume does not mean illiquidguide →Limit orders vs market orders for ETFsguide →How the IQ Liquidity Score is builtmethod →ABEQ fund page→
Sources and dates
CapacityETFIQ, each holding’s 20-day median dollar volume · to Nov 4, 2026
DealersForm N-CEN · the year to Mar 31, 2026
Retail ordersSEC Rule 605 reports · Sep 2026
Where it tradesSEC MIDAS · Q2 2026

The score measures trading conditions, not the fund. ETFIQ makes no recommendations.

Cite this pageCitation, APA and Markdown

ETFIQ, ABEQ trading: cost, capacity, premium and dealers, data as of Nov 4, 2026. https://etfiq.com/funds/abeq/trading/

Open data →

The score measures trading conditions, not the fund. ETFIQ makes no recommendations.