(image attribution: wikipedia)

There is a good reason to worry about the Air Quality in Dhaka, as Bangladesh ranks 169th (out of 178 countries) at the Environmental Performance Index for Air Quality (2014 score).

Furthermore, according to the most recent World Health Organization data, the air quality in Dhaka reaches an yearly average of 90 µg/m3 of PM2.5, which corresponds to a 168 - Unhealthy Air Quality Index. Obviously, 168 - Unhealthy is just a yearly average, and the air pollution can reach much higher 300+ hazardous levels.

For more information, you can refer to this article about making bricks for Dhaka’s construction boom, which provides a very good insight about Dhaka's Air Pollution situation
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Note that Air Quality Data for Dhaka is available since March 2016:Dhaka US Consulate PM2.5 AQI
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Click for the detailled Air Quality Index