BID ASK Spread - CCIL
BID ASK SPREAD
The report captures the Bid-Ask spread of Liquid, Semi-Liquid and Illiquid securities during the month
| Liquid Securities |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Jun -2026 |
0.0200% |
0.0187 |
0.3244 |
0.2000-0.0025 |
| May -2026 |
0.0500% |
0.0500 |
0.6699 |
0.3500-0.0025 |
| Semi-Liquid Securities |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Jun -2026 |
0.3000% |
0.2941 |
4.4449 |
2.3500-0.0150 |
| May -2026 |
0.2700% |
0.2701 |
6.2271 |
0.8500-0.0250 |
| Illiquid Securities (Orderbook was available for only a few days) |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Jun -2026 |
0.2600% |
0.2647 |
8.4106 |
0.7000-0.0500 |
| May -2026 |
0.4200% |
0.4099 |
7.4227 |
1.2000-0.0200 |
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[Note : CCIL does not authorize commercial use of the data available in its website without written permission.]