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 (%) |
| Sep -2026 | 0.0400% | 0.0389 | 0.5877 | 0.3675-0.0025 |
| Aug -2026 | 0.0200% | 0.0210 | 0.3167 | 0.2800-0.0025 |
| Semi-Liquid Securities | ||||
|---|---|---|---|---|
| Month-Year | Spread Rate (%) | Spread (`) | Spread (bps) | Spread Range (%) |
| Sep -2026 | 0.2200% | 0.2148 | 4.2916 | 1.6500-0.0075 |
| Aug -2026 | 0.1500% | 0.1520 | 4.0156 | 0.7150-0.0100 |
| Illiquid Securities (Orderbook was available for only a few days) | ||||
|---|---|---|---|---|
| Month-Year | Spread Rate (%) | Spread (`) | Spread (bps) | Spread Range (%) |
| Sep -2026 | 0.4000% | 0.4112 | 7.2097 | 0.8000-0.0750 |
| Aug -2026 | 0.2100% | 0.2156 | 5.6938 | 0.6900-0.0400 |
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