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 (%) |
| Oct -2024 |
0.0190% |
0.0193 |
0.3231 |
0.2850-0.0025 |
| Sep -2024 |
0.0128% |
0.0131 |
0.2650 |
0.1800-0.0025 |
| Semi-Liquid Securities |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Oct -2024 |
0.1100% |
0.1075 |
3.1572 |
0.4000-0.0050 |
| Sep -2024 |
0.0553% |
0.0561 |
3.2179 |
0.3300-0.0050 |
| Illiquid Securities (Orderbook was available for only a few days) |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Oct -2024 |
0.1144% |
0.1096 |
6.0546 |
0.4500-0.0025 |
| Sep -2024 |
0.0415% |
0.0418 |
7.2608 |
0.1600-0.0025 |
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