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 -2024 |
0.0140% |
0.0142 |
0.2190 |
0.1000-0.0025 |
| May -2024 |
0.0169% |
0.0170 |
0.2089 |
0.1175--0.0025 |
| Semi-Liquid Securities |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Jun -2024 |
0.0942% |
0.0940 |
2.1045 |
0.5475-0.0050 |
| May -2024 |
0.0610% |
0.0603 |
2.0558 |
0.3975-0.0050 |
| Illiquid Securities (Orderbook was available for only a few days) |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Jun -2024 |
0.1865% |
0.1859 |
2.7612 |
0.9900-0.0175 |
| May -2024 |
0.1005% |
0.0981 |
2.8467 |
0.4400-0.0025 |
-
[Note : CCIL does not authorize commercial use of the data available in its website without written permission.]