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 -25 |
0.0287% |
0.0296 |
0.3957 |
0.4950-0.0025 |
| May -25 |
0.0167% |
0.0173 |
0.3101 |
0.0900-0.0025 |
| Semi-Liquid Securities |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Jun -25 |
0.1817% |
0.1867 |
4.4988 |
0.9000-0.0050 |
| May -25 |
0.0921% |
0.0946 |
3.4875 |
0.6400-0.0050 |
| Illiquid Securities (Orderbook was available for only a few days) |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Jun -25 |
0.2015% |
0.2097 |
6.2793 |
0.6500-0.0500 |
| May -25 |
0.2166% |
0.2309 |
4.9332 |
0.7500-0.0300 |
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[Note : CCIL does not authorize commercial use of the data available in its website without written permission.]