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 (%) |
Feb -25 |
0.0223% |
0.0226 |
0.3646 |
0.2300-0.0025 |
Jan -25 |
0.0290% |
0.0297 |
0.4326 |
0.2300-0.0025 |
Semi-Liquid Securities |
Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
Feb -25 |
0.0717% |
0.0731 |
2.2795 |
0.3000-0.0050 |
Jan -25 |
0.1282% |
0.1310 |
4.7825 |
0.7000-0.0100 |
Illiquid Securities (Orderbook was available for only a few days) |
Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
Feb -25 |
0.0876% |
0.0914 |
1.9221 |
0.5700-0.0050 |
Jan -25 |
0.1388% |
0.1438 |
6.1911 |
0.4900-0.0400 |
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[Note : CCIL does not authorize commercial use of the data available in its website without written permission.]