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 |
0.0100% |
0.0165 |
0.3514 |
0.1900-0.0026 |
| Oct -2024 |
0.0100% |
0.0165 |
0.3514 |
0.1900-0.0026 |
| Semi-Liquid Securities |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Nov -2024 |
0.0200% |
0.0633 |
2.8030 |
0.3490-0.0059 |
| Oct -2024 |
0.0200% |
0.0633 |
2.8030 |
0.3490-0.0059 |
| Illiquid Securities (Orderbook was available for only a few days) |
| Month-Year |
Spread Rate (%) |
Spread (`) |
Spread (bps) |
Spread Range (%) |
| Nov -2024 |
0.3900% |
0.0906 |
4.0160 |
0.2120-0.0076 |
| Oct -2024 |
0.3900% |
0.0906 |
4.0160 |
0.2120-0.0076 |
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