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 (%) |
| Mar -2025 |
0.0193% |
0.0196 |
0.2751 |
0.1750-0.0025 |
| Feb -2025 |
0.0223% |
0.0226 |
0.3646 |
0.2300-0.0025 |
| Semi-Liquid Securities |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Mar -2025 |
0.1399% |
0.1411 |
2.4537 |
0.7600-0.0100 |
| Feb -2025 |
0.0717% |
0.0731 |
2.2795 |
0.3000-0.0050 |
| Illiquid Securities (Orderbook was available for only a few days) |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Mar -2025 |
0.2267% |
0.2343 |
3.8606 |
0.7000-0.0100 |
| Feb -2025 |
0.0876% |
0.0914 |
1.9221 |
0.5700-0.0050 |
-
[Note : CCIL does not authorize commercial use of the data available in its website without written permission.]