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 (%) |
May -2025 |
0.0167% |
0.0173 |
0.3101 |
0.0900-0.0025 |
Apr -2025 |
0.0223% |
0.0232 |
0.3317 |
0.1800-0.0025 |
Semi-Liquid Securities |
Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
May -2025 |
0.0921% |
0.0946 |
3.4875 |
0.6400-0.0050 |
Apr -2025 |
0.1111% |
0.1120 |
3.0826 |
0.7850-0.0025 |
Illiquid Securities (Orderbook was available for only a few days) |
Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
May -2025 |
0.2166% |
0.2309 |
4.9332 |
0.7500-0.0300 |
Apr -2025 |
0.2877% |
0.2829 |
4.3904 |
1.0000-0.0325 |
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[Note : CCIL does not authorize commercial use of the data available in its website without written permission.]