It depends on the circumstances because it boils down to a power dynamic; whoever has the info has the most negotiating power.
If you're not actively invested in this interview (ex: a recruiter reached out to you but you have a job), you can afford to give a range and even give one that is higher than what you're making.
However if the power dynamic is the opposite (aka you're desperate for this job) you want to thread lightly and try putting off the question. I've seen responses ranging from giving a very broad range, to just some generic answer like "I'm sure you've done market research and are in line with the industry".
Either way, make sure you've done your own research and are able to guesstimate what their payband is regardless.
- Just tell me what you want. Don't do "ranges", you want me to take the lower number of the range? or the higher end of the range?
- Be prepared to justify your ask: Leverage what you are at currently, what you may lose/miss out from moving, and what you're looking for as a move up/out
- Consider total compensation, base and variables.