Data & Statistics

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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