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 (%) |
| Jul -2024 |
0.0110% |
0.0112 |
0.1697 |
0.0900--0.0050 |
| Jun -2024 |
0.0140% |
0.0142 |
0.2190 |
0.1000-0.0025 |
| Semi-Liquid Securities |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Jul -2024 |
0.0546% |
0.0550 |
2.2360 |
0.4525-0.0025 |
| Jun -2024 |
0.0942% |
0.0940 |
2.1045 |
0.5475-0.0050 |
| Illiquid Securities (Orderbook was available for only a few days) |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Jul -2024 |
0.0683% |
0.0701 |
2.6223 |
0.3600-0.0050 |
| Jun -2024 |
0.1865% |
0.1859 |
2.7612 |
0.9900-0.0175 |
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[Note : CCIL does not authorize commercial use of the data available in its website without written permission.]