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 -2026 | 0.0200% | 0.0213 | 0.3499 | 0.1100-0.0025 |
| Jun -2026 | 0.0200% | 0.0187 | 0.3244 | 0.2000-0.0025 |
| Semi-Liquid Securities | ||||
|---|---|---|---|---|
| Month-Year | Spread Rate (%) | Spread (`) | Spread (bps) | Spread Range (%) |
| Jul -2026 | 0.1100% | 0.1145 | 3.2748 | 0.4500-0.0100 |
| Jun -2026 | 0.3000% | 0.2941 | 4.4449 | 2.3500-0.0150 |
| Illiquid Securities (Orderbook was available for only a few days) | ||||
|---|---|---|---|---|
| Month-Year | Spread Rate (%) | Spread (`) | Spread (bps) | Spread Range (%) |
| Jul -2026 | 0.6000% | 0.6568 | 10.1089 | 2.2400-0.0300 |
| Jun -2026 | 0.2600% | 0.2647 | 8.4106 | 0.7000-0.0500 |
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