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 (%) |
Aug -2025 |
0.0416% |
0.0419 |
0.5756 |
0.4000-0.0025 |
Jul -2025 |
0.0292% |
0.0297 |
0.3424 |
0.3200-0.0025 |
Semi-Liquid Securities |
Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
Aug -2025 |
0.1922% |
0.2024 |
4.2105 |
1.0700-0.0075 |
Jul -2025 |
0.1585% |
0.1691 |
3.7710 |
0.7000-0.0100 |
Illiquid Securities (Orderbook was available for only a few days) |
Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
Aug -2025 |
0.4855% |
0.5016 |
8.8571 |
1.3000-0.0375 |
Jul -2025 |
0.2476% |
0.2710 |
4.5250 |
0.7000-0.0200 |
-
[Note : CCIL does not authorize commercial use of the data available in its website without written permission.]