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 (%) |
| Nov -2024 |
0.0335% |
0.0346 |
0.3337 |
0.6400-0.0025 |
| Oct -2024 |
0.0190% |
0.0193 |
0.3231 |
0.2850-0.0025 |
| Semi-Liquid Securities |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Nov -2024 |
0.0770% |
0.0785 |
2.8022 |
0.5800-0.0050 |
| Oct -2024 |
0.1100% |
0.1075 |
3.1572 |
0.4000-0.0050 |
| Illiquid Securities (Orderbook was available for only a few days) |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Nov -2024 |
0.3398% |
0.3702 |
4.7412 |
0.9500-0.0100 |
| Oct -2024 |
0.1144% |
0.1096 |
6.0546 |
0.4500-0.0025 |
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